PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI New Zealand ETF (ENZL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642891232

CUSIP

464289123

Issuer

iShares

Inception Date

Sep 1, 2010

Region

Developed Asia Pacific (New Zealand)

Leveraged

1x

Index Tracked

MSCI New Zealand Investable Market Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
ENZL vs. EDEN ENZL vs. EWGS ENZL vs. EIRL ENZL vs. VOO ENZL vs. VTI ENZL vs. EWA ENZL vs. MNRO ENZL vs. EWQ ENZL vs. EWY ENZL vs. SPY
Popular comparisons:
ENZL vs. EDEN ENZL vs. EWGS ENZL vs. EIRL ENZL vs. VOO ENZL vs. VTI ENZL vs. EWA ENZL vs. MNRO ENZL vs. EWQ ENZL vs. EWY ENZL vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI New Zealand ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.14%
12.33%
ENZL (iShares MSCI New Zealand ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI New Zealand ETF had a return of -2.13% year-to-date (YTD) and 8.33% in the last 12 months. Over the past 10 years, iShares MSCI New Zealand ETF had an annualized return of 4.76%, while the S&P 500 had an annualized return of 11.13%, indicating that iShares MSCI New Zealand ETF did not perform as well as the benchmark.


ENZL

YTD

-2.13%

1M

-3.58%

6M

5.84%

1Y

8.33%

5Y (annualized)

-0.28%

10Y (annualized)

4.76%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of ENZL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.04%-2.19%1.00%-2.62%5.30%-1.81%1.96%6.26%0.35%-4.47%-2.13%
20237.36%-6.09%2.00%-0.02%-4.49%3.74%2.08%-9.48%-2.14%-5.98%11.64%6.47%2.95%
2022-11.70%4.63%1.11%-9.17%-3.22%-6.96%8.16%-2.99%-11.74%5.90%11.83%0.04%-16.18%
2021-0.54%-7.64%-0.43%3.71%-4.56%-0.58%-0.46%4.98%-2.68%3.38%-8.13%1.93%-11.39%
2020-2.75%-5.86%-15.70%9.17%5.58%11.09%3.65%3.18%-5.07%3.18%11.89%3.64%20.04%
20195.61%1.73%5.76%0.08%-2.35%6.04%1.85%-5.14%0.58%1.18%6.48%5.54%30.09%
20184.53%-2.82%1.20%-2.58%2.65%0.72%-0.17%1.62%-0.92%-6.75%6.54%-2.95%0.35%
20179.41%-0.76%-2.13%0.85%3.69%6.73%2.98%-2.20%1.14%-3.29%-0.11%6.28%24.04%
2016-6.43%3.02%13.84%1.68%0.36%3.83%8.12%0.64%0.07%-8.45%-1.52%-2.71%11.04%
2015-3.58%6.23%-2.17%1.22%-5.99%-6.69%0.52%-7.57%-0.74%13.62%-1.56%6.80%-1.99%
20140.89%5.98%7.57%1.07%-2.53%1.88%-3.63%0.57%-5.73%3.35%0.58%2.72%12.61%
20136.13%-1.06%2.64%6.28%-10.98%-2.83%4.86%-3.78%13.62%2.78%-3.97%0.37%12.52%

Expense Ratio

ENZL features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for ENZL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ENZL is 14, indicating that it is in the bottom 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ENZL is 1414
Combined Rank
The Sharpe Ratio Rank of ENZL is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ENZL is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ENZL is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ENZL is 1313
Calmar Ratio Rank
The Martin Ratio Rank of ENZL is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI New Zealand ETF (ENZL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ENZL, currently valued at 0.43, compared to the broader market0.002.004.000.432.46
The chart of Sortino ratio for ENZL, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.0010.0012.000.753.31
The chart of Omega ratio for ENZL, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.46
The chart of Calmar ratio for ENZL, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.213.55
The chart of Martin ratio for ENZL, currently valued at 1.50, compared to the broader market0.0020.0040.0060.0080.00100.001.5015.76
ENZL
^GSPC

The current iShares MSCI New Zealand ETF Sharpe ratio is 0.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI New Zealand ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.43
2.46
ENZL (iShares MSCI New Zealand ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI New Zealand ETF provided a 2.82% dividend yield over the last twelve months, with an annual payout of $1.33 per share.


2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.33$1.45$0.79$1.45$1.13$1.94$1.66$1.75$1.90$1.61$2.06$1.47

Dividend yield

2.82%3.00%1.62%2.46%1.66%3.35%3.60%3.69%4.78%4.29%5.15%3.95%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI New Zealand ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.35
2023$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.00$0.98$1.45
2022$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.00$0.00$0.24$0.79
2021$0.00$0.00$0.00$0.00$0.00$0.56$0.00$0.00$0.00$0.00$0.00$0.89$1.45
2020$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$0.76$1.13
2019$0.00$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.00$1.18$1.94
2018$0.00$0.00$0.00$0.00$0.00$0.82$0.00$0.00$0.00$0.00$0.00$0.83$1.66
2017$0.00$0.00$0.00$0.00$0.00$0.85$0.00$0.00$0.00$0.00$0.00$0.90$1.75
2016$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$1.36$1.90
2015$0.00$0.00$0.00$0.00$0.00$0.91$0.00$0.00$0.00$0.00$0.00$0.69$1.61
2014$0.00$0.00$0.00$0.00$0.00$0.96$0.00$0.00$0.00$0.00$0.00$1.10$2.06
2013$0.71$0.00$0.00$0.00$0.00$0.00$0.76$1.47

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.95%
-1.40%
ENZL (iShares MSCI New Zealand ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI New Zealand ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI New Zealand ETF was 42.44%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current iShares MSCI New Zealand ETF drawdown is 28.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.44%Jan 8, 2021446Oct 14, 2022
-36.85%Jan 24, 202041Mar 23, 202083Jul 21, 2020124
-23.2%May 5, 2014339Sep 4, 2015140Mar 29, 2016479
-20.93%Jul 25, 201188Nov 25, 2011197Sep 7, 2012285
-17.54%Sep 8, 201671Dec 16, 2016145Jul 18, 2017216

Volatility

Volatility Chart

The current iShares MSCI New Zealand ETF volatility is 3.65%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.65%
4.07%
ENZL (iShares MSCI New Zealand ETF)
Benchmark (^GSPC)