iShares MSCI South Africa ETF (EZA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI South Africa ETF (EZA): 1Y return 8.5%, Sharpe ratio 0.41, volatility 32.6%, max drawdown -24.3%. 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: -0.3%, Sharpe: -0.40, Volatility: 21.0%, Max Drawdown: -2.6%
- YTD
- Return: -5.3%, Sharpe: -0.03, Volatility: 34.1%, Max Drawdown: -24.3%
- 1Y
- Return: 8.5%, Sharpe: 0.41, Volatility: 32.6%, Max Drawdown: -24.3%
- 5Y
- Return: 66.2%, Sharpe: 0.49, Volatility: 28.4%, Max Drawdown: -34.9%
- 10Y
- Return: 95.9%, Sharpe: 0.37, Volatility: 30.5%, 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.