iShares MSCI Brazil ETF (EWZ)
EWZ is a passive ETF by iShares tracking the investment results of the MSCI Brazil 25/50 Index. EWZ launched on Jul 10, 2000 and has a 0.59% expense ratio.
ETF Info
ISIN | US4642864007 |
---|---|
CUSIP | 464286400 |
Issuer | iShares |
Inception Date | Jul 10, 2000 |
Region | Latin America (Brazil) |
Category | Latin America Equities |
Index Tracked | MSCI Brazil 25/50 Index |
Home Page | www.ishares.com |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -7.01% | 10.04% |
1 month | -2.34% | 3.53% |
6 months | 11.98% | 22.79% |
1 year | 29.29% | 32.16% |
5 years (annualized) | 1.61% | 13.15% |
10 years (annualized) | 1.22% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
iShares MSCI Brazil ETF | 1.40 | ||||
S&P 500 | 2.76 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2008 | 1931 | Jan 21, 2016 | — | — | — |
-72.23% | Sep 8, 2000 | 504 | Oct 16, 2002 | 311 | Jan 12, 2004 | 815 |
-33.32% | Jan 13, 2004 | 82 | May 10, 2004 | 100 | Oct 1, 2004 | 182 |
-32.06% | May 10, 2006 | 24 | Jun 13, 2006 | 137 | Dec 27, 2006 | 161 |
-26.52% | Jul 24, 2007 | 18 | Aug 16, 2007 | 26 | Sep 24, 2007 | 44 |
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.