iShares MSCI South Korea ETF (EWY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI South Korea ETF (EWY): 1Y return 240.5%, Sharpe ratio 3.08, volatility 41.2%, max drawdown -23.1%. 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: 28.0%, Sharpe: 4.64, Volatility: 69.1%, Max Drawdown: -9.8%
- YTD
- Return: 111.7%, Sharpe: 3.43, Volatility: 56.2%, Max Drawdown: -23.1%
- 1Y
- Return: 240.5%, Sharpe: 3.08, Volatility: 41.2%, Max Drawdown: -23.1%
- 5Y
- Return: 148.3%, Sharpe: 0.76, Volatility: 28.2%, Max Drawdown: -48.6%
- 10Y
- Return: 399.3%, Sharpe: 0.71, Volatility: 26.8%, 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.