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iShares MSCI Brazil ETF (EWZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642864007
CUSIP464286400
IssueriShares
Inception DateJul 10, 2000
RegionLatin America (Brazil)
CategoryLatin America Equities
Index TrackedMSCI Brazil 25/50 Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares MSCI Brazil ETF has a high expense ratio of 0.59%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.59%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with EWZ

iShares MSCI Brazil ETF

Popular comparisons: EWZ vs. FLBR, EWZ vs. EWZS, EWZ vs. EWW, EWZ vs. UBR, EWZ vs. SPY, EWZ vs. FRT, EWZ vs. ESS, EWZ vs. BRF, EWZ vs. VOO, EWZ vs. IVV

Performance

Performance Chart

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


200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
296.55%
247.59%
EWZ (iShares MSCI Brazil ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI Brazil ETF had a return of -7.01% year-to-date (YTD) and 29.29% in the last 12 months. Over the past 10 years, iShares MSCI Brazil ETF had an annualized return of 1.22%, while the S&P 500 had an annualized return of 10.96%, indicating that iShares MSCI Brazil ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-7.01%10.04%
1 month-2.34%3.53%
6 months11.98%22.79%
1 year29.29%32.16%
5 years (annualized)1.61%13.15%
10 years (annualized)1.22%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.84%0.27%
2023-8.92%-0.58%-2.93%14.24%6.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares MSCI Brazil ETF (EWZ) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
EWZ
iShares MSCI Brazil ETF
1.40
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares MSCI Brazil ETF Sharpe ratio is 1.40. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.40
2.76
EWZ (iShares MSCI Brazil ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Brazil ETF granted a 6.08% dividend yield in the last twelve months. The annual payout for that period amounted to $1.98 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.98$1.98$3.52$2.77$0.63$1.20$1.10$0.69$0.60$0.84$1.38$1.44

Dividend yield

6.08%5.66%12.59%9.87%1.71%2.54%2.89%1.71%1.81%4.07%3.77%3.22%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Brazil 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
2023$0.00$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.00$1.22
2022$0.00$0.00$0.00$0.00$0.00$1.50$0.00$0.00$0.00$0.00$0.00$2.02
2021$0.00$0.00$0.00$0.00$0.00$0.63$0.00$0.00$0.00$0.00$0.00$2.14
2020$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.28
2019$0.00$0.00$0.00$0.00$0.00$0.53$0.00$0.00$0.00$0.00$0.00$0.67
2018$0.00$0.00$0.00$0.00$0.00$0.53$0.00$0.00$0.00$0.00$0.00$0.57
2017$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.41
2016$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.39
2015$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.23
2014$0.00$0.00$0.00$0.00$0.00$0.96$0.00$0.00$0.00$0.00$0.00$0.42
2013$0.85$0.00$0.00$0.00$0.00$0.00$0.59

Drawdowns

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-37.52%
0
EWZ (iShares MSCI Brazil ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Brazil 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 Brazil ETF was 77.27%, occurring on Jan 21, 2016. The portfolio has not yet recovered.

The current iShares MSCI Brazil ETF drawdown is 37.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.27%May 21, 20081931Jan 21, 2016
-72.23%Sep 8, 2000504Oct 16, 2002311Jan 12, 2004815
-33.32%Jan 13, 200482May 10, 2004100Oct 1, 2004182
-32.06%May 10, 200624Jun 13, 2006137Dec 27, 2006161
-26.52%Jul 24, 200718Aug 16, 200726Sep 24, 200744

Volatility

Volatility Chart

The current iShares MSCI Brazil ETF volatility is 5.07%, 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%OctoberNovemberDecember2024FebruaryMarch
5.07%
2.82%
EWZ (iShares MSCI Brazil ETF)
Benchmark (^GSPC)