iShares MSCI Brazil ETF (EWZ) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Brazil ETF (EWZ): 1Y return 58.0%, Sharpe ratio 1.73, volatility 27.7%, max drawdown -19.3%. A ETF in the Equity asset class. Compare EWZ with other assets and invest through your own broker with pfolio.
iShares MSCI Brazil ETF (EWZ) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: BR (Emerging)
- Currency: USD
EWZ Performance
- MTD
- Return: 16.9%, Sharpe: 7.30, Volatility: 70.8%, Max Drawdown: -1.5%
- YTD
- Return: 38.4%, Sharpe: 1.53, Volatility: 29.0%, Max Drawdown: -19.3%
- 1Y
- Return: 58.0%, Sharpe: 1.73, Volatility: 27.7%, Max Drawdown: -19.3%
- 5Y
- Return: 100.6%, Sharpe: 0.63, Volatility: 27.2%, Max Drawdown: -32.2%
- 10Y
- Return: 105.5%, Sharpe: 0.38, Volatility: 33.4%, Max Drawdown: -57.0%
Frequently Asked Questions
- What is iShares MSCI Brazil ETF (EWZ)?
- iShares MSCI Brazil ETF (EWZ) 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 EWZ compare to other assets?
- You can compare EWZ with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWZ through pfolio?
- pfolio helps you build diversified portfolios that may include EWZ. You invest through your own broker — pfolio provides the analytics.