iShares MSCI South Africa ETF (EZA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI South Africa ETF (EZA): 1Y return 65.2%, Sharpe ratio 1.86, volatility 28.3%, max drawdown -23.3%. A ETF in the Equity asset class. Compare EZA with other assets and invest through your own broker with pfolio.
iShares MSCI South Africa ETF (EZA) Overview
- Type: ETF
- Asset Class: Equity
- Region: Africa
- Country: ZA (Emerging)
- Currency: USD
EZA Performance
- MTD
- Return: 7.5%, Sharpe: 5.11, Volatility: 33.6%, Max Drawdown: -1.2%
- YTD
- Return: 6.0%, Sharpe: 0.69, Volatility: 39.9%, Max Drawdown: -23.3%
- 1Y
- Return: 65.2%, Sharpe: 1.86, Volatility: 28.3%, Max Drawdown: -23.3%
- 5Y
- Return: 73.6%, Sharpe: 0.52, Volatility: 27.9%, Max Drawdown: -34.9%
- 10Y
- Return: 119.9%, Sharpe: 0.40, Volatility: 30.7%, Max Drawdown: -62.3%
Frequently Asked Questions
- What is iShares MSCI South Africa ETF (EZA)?
- iShares MSCI South Africa ETF (EZA) 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 EZA compare to other assets?
- You can compare EZA with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EZA through pfolio?
- pfolio helps you build diversified portfolios that may include EZA. You invest through your own broker — pfolio provides the analytics.