iShares MSCI South Korea ETF (EWY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI South Korea ETF (EWY): 1Y return 136.8%, Sharpe ratio 1.91, volatility 50.1%, max drawdown -23.3%. A ETF in the Equity asset class. Compare EWY with other assets and invest through your own broker with pfolio.
iShares MSCI South Korea ETF (EWY) Overview
- Type: ETF
- Asset Class: Equity
- Region: Asia
- Country: KR (Emerging)
- Currency: USD
EWY Performance
- MTD
- Return: -16.8%, Sharpe: -6.76, Volatility: 71.9%, Max Drawdown: -16.8%
- YTD
- Return: 72.8%, Sharpe: 1.87, Volatility: 64.7%, Max Drawdown: -23.3%
- 1Y
- Return: 136.8%, Sharpe: 1.91, Volatility: 50.1%, Max Drawdown: -23.3%
- 5Y
- Return: 105.8%, Sharpe: 0.60, Volatility: 31.1%, Max Drawdown: -47.2%
- 10Y
- Return: 279.7%, Sharpe: 0.60, Volatility: 28.3%, Max Drawdown: -49.7%
Frequently Asked Questions
- What is iShares MSCI South Korea ETF (EWY)?
- iShares MSCI South Korea ETF (EWY) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does EWY compare to other assets?
- You can compare EWY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWY through pfolio?
- pfolio helps you build diversified portfolios that may include EWY. You invest through your own broker — pfolio provides the analytics.