iShares MSCI Brazil ETF (EWZ) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Brazil ETF (EWZ): 1Y return 75.8%, Sharpe ratio 2.41, volatility 23.9%, max drawdown -11.4%. 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: 8.0%, Sharpe: 9.57, Volatility: 18.6%, Max Drawdown: -0.6%
- YTD
- Return: 30.5%, Sharpe: 3.16, Volatility: 29.7%, Max Drawdown: -11.4%
- 1Y
- Return: 75.8%, Sharpe: 2.41, Volatility: 23.9%, Max Drawdown: -11.4%
- 5Y
- Return: 77.3%, Sharpe: 0.54, Volatility: 27.2%, Max Drawdown: -32.2%
- 10Y
- Return: 142.1%, Sharpe: 0.42, Volatility: 33.6%, 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.