iShares MSCI UAE ETF (UAE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI UAE ETF (UAE): 1Y return 4.2%, Sharpe ratio 0.29, volatility 22.6%, max drawdown -21.5%. A ETF in the Equity asset class. Compare UAE with other assets and invest through your own broker with pfolio.
iShares MSCI UAE ETF (UAE) Overview
- Type: ETF
- Asset Class: Equity
- Region: Asia
- Country: AE (Emerging)
- Currency: USD
UAE Performance
- MTD
- Return: 0.7%, Sharpe: 1.14, Volatility: 19.5%, Max Drawdown: -1.7%
- YTD
- Return: 3.7%, Sharpe: 0.37, Volatility: 28.3%, Max Drawdown: -21.5%
- 1Y
- Return: 4.2%, Sharpe: 0.29, Volatility: 22.6%, Max Drawdown: -21.5%
- 5Y
- Return: 65.8%, Sharpe: 0.61, Volatility: 18.8%, Max Drawdown: -27.5%
- 10Y
- Return: 67.2%, Sharpe: 0.35, Volatility: 19.3%, Max Drawdown: -49.7%
Frequently Asked Questions
- What is iShares MSCI UAE ETF (UAE)?
- iShares MSCI UAE ETF (UAE) 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 UAE compare to other assets?
- You can compare UAE with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in UAE through pfolio?
- pfolio helps you build diversified portfolios that may include UAE. You invest through your own broker — pfolio provides the analytics.