iShares MSCI UAE ETF (UAE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI UAE ETF (UAE): 1Y return 6.2%, Sharpe ratio 0.37, volatility 23.0%, 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: -3.8%, Sharpe: -7.25, Volatility: 16.6%, Max Drawdown: -3.8%
- YTD
- Return: 4.5%, Sharpe: 0.34, Volatility: 25.0%, Max Drawdown: -21.5%
- 1Y
- Return: 6.2%, Sharpe: 0.37, Volatility: 23.0%, Max Drawdown: -21.5%
- 5Y
- Return: 60.3%, Sharpe: 0.58, Volatility: 19.0%, Max Drawdown: -27.5%
- 10Y
- Return: 76.9%, Sharpe: 0.38, 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.