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iShares MSCI New Zealand ETF (ENZL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642891232
CUSIP464289123
IssueriShares
Inception DateSep 1, 2010
RegionDeveloped Asia Pacific (New Zealand)
CategoryAsia Pacific Equities
Index TrackedMSCI New Zealand Investable Market Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares MSCI New Zealand ETF has a high expense ratio of 0.50%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

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


iShares MSCI New Zealand ETF

Popular comparisons: ENZL vs. EDEN, ENZL vs. VOO, ENZL vs. EWGS, ENZL vs. VTI, ENZL vs. EWA, ENZL vs. EIRL, 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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
2.81%
15.51%
ENZL (iShares MSCI New Zealand ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI New Zealand ETF had a return of -9.34% year-to-date (YTD) and -8.25% in the last 12 months. Over the past 10 years, iShares MSCI New Zealand ETF had an annualized return of 3.87%, while the S&P 500 had an annualized return of 10.50%, indicating that iShares MSCI New Zealand ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-9.34%5.90%
1 month-2.51%-1.28%
6 months2.80%15.51%
1 year-8.25%21.68%
5 years (annualized)-0.78%11.74%
10 years (annualized)3.87%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.05%-2.19%1.00%
2023-2.14%-5.98%11.64%6.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ENZL is 8, indicating that it is in the bottom 8% of the market 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 88
iShares MSCI New Zealand ETF(ENZL)
The Sharpe Ratio Rank of ENZL is 77Sharpe Ratio Rank
The Sortino Ratio Rank of ENZL is 77Sortino Ratio Rank
The Omega Ratio Rank of ENZL is 88Omega Ratio Rank
The Calmar Ratio Rank of ENZL is 88Calmar Ratio Rank
The Martin Ratio Rank of ENZL is 77Martin 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.


ENZL
Sharpe ratio
The chart of Sharpe ratio for ENZL, currently valued at -0.47, compared to the broader market0.002.004.00-0.47
Sortino ratio
The chart of Sortino ratio for ENZL, currently valued at -0.57, compared to the broader market-2.000.002.004.006.008.0010.00-0.57
Omega ratio
The chart of Omega ratio for ENZL, currently valued at 0.94, compared to the broader market1.001.502.002.500.94
Calmar ratio
The chart of Calmar ratio for ENZL, currently valued at -0.20, compared to the broader market0.002.004.006.008.0010.0012.00-0.20
Martin ratio
The chart of Martin ratio for ENZL, currently valued at -0.85, compared to the broader market0.0020.0040.0060.0080.00-0.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current iShares MSCI New Zealand ETF Sharpe ratio is -0.47. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.47
1.89
ENZL (iShares MSCI New Zealand ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI New Zealand ETF granted a 3.31% dividend yield in the last twelve months. The annual payout for that period amounted to $1.45 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.45$1.45$0.79$1.45$1.13$1.94$1.65$1.75$1.89$1.61$2.06$1.47

Dividend yield

3.31%3.00%1.62%2.46%1.66%3.35%3.60%3.69%4.76%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
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
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
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
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
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
2016$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$1.35
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
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
2013$0.71$0.00$0.00$0.00$0.00$0.00$0.76

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-34.18%
-3.86%
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 34.18%.


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 3.39%, 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%NovemberDecember2024FebruaryMarchApril
3.39%
3.39%
ENZL (iShares MSCI New Zealand ETF)
Benchmark (^GSPC)