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iShares MSCI Finland ETF (EFNL) Sharpe Ratio: 2.75

ETF · Currency in USD · Last updated Jun 3, 2026

EFNL is a passive ETF by iShares tracking the investment results of the MSCI Finland IMI 25/50 Index. EFNL launched on Jan 25, 2012 and has a 0.53% expense ratio.

EFNL's Sharpe Ratio of 2.75 indicates that for each unit of volatility, it generates 2.75 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

EFNL Sharpe Ratio Rank

EFNL Sharpe Ratio Rank: 82.883
Exceptional

EFNL ranks above 82.8% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

EFNL Sharpe Ratio Market Positioning

The chart shows EFNL's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.90 or lower
  • Yellow zone (middle 50%): 0.90 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.78+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI Finland ETF's Sharpe Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how EFNL's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EFNLiShares MSCI Finland ETF2.75
EWOiShares MSCI Austria ETF2.43
FDDFirst Trust STOXX European Select Dividend Index Fund2.15
NORWGlobal X MSCI Norway ETF2.12
ENORiShares MSCI Norway ETF2.11
OPPEWisdomTree European Opportunities Fund2.09
EWPiShares MSCI Spain ETF1.84
FEPFirst Trust Europe AlphaDEX Fund1.83
FEUZFirst Trust Eurozone AlphaDEX ETF1.79
EWNiShares MSCI Netherlands ETF1.78

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EFNL's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EFNL consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EFNL fit in your portfolio?

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