iShares MSCI South Africa ETF (EZA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI South Africa ETF (EZA): 1Y return 27.7%, Sharpe ratio 0.90, volatility 31.6%, 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: -0.7%, Sharpe: -0.80, Volatility: 21.4%, Max Drawdown: -3.0%
- YTD
- Return: -6.8%, Sharpe: -0.16, Volatility: 37.0%, Max Drawdown: -23.3%
- 1Y
- Return: 27.7%, Sharpe: 0.90, Volatility: 31.6%, Max Drawdown: -23.3%
- 5Y
- Return: 68.1%, Sharpe: 0.50, Volatility: 28.3%, Max Drawdown: -34.9%
- 10Y
- Return: 89.4%, Sharpe: 0.36, Volatility: 30.6%, 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.