iShares MSCI South Africa ETF (EZA)
EZA is a passive ETF by iShares tracking the investment results of the MSCI South Africa Index. EZA launched on Feb 7, 2003 and has a 0.59% expense ratio.
ETF Info
ISIN | US4642867802 |
---|---|
CUSIP | 464286780 |
Issuer | iShares |
Inception Date | Feb 7, 2003 |
Region | North America (U.S.) |
Category | Emerging Markets Equities |
Index Tracked | MSCI South Africa Index |
Home Page | www.ishares.com |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The iShares MSCI South Africa 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: EZA vs. AFK, EZA vs. VPL, EZA vs. SPY, EZA vs. IOO, EZA vs. VYMI, EZA vs. INDA, EZA vs. VT, EZA vs. KSA, EZA vs. VTI, EZA vs. SCHD
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares MSCI South Africa 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 South Africa ETF had a return of -6.68% year-to-date (YTD) and -4.34% in the last 12 months. Over the past 10 years, iShares MSCI South Africa ETF had an annualized return of -1.21%, while the S&P 500 had an annualized return of 10.96%, indicating that iShares MSCI South Africa ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -6.68% | 10.04% |
1 month | 3.37% | 3.53% |
6 months | 5.73% | 22.79% |
1 year | -4.34% | 32.16% |
5 years (annualized) | -0.55% | 13.15% |
10 years (annualized) | -1.21% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -6.15% | -5.28% | ||||||||||
2023 | -12.31% | -3.81% | -0.61% | 8.16% | 4.61% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for iShares MSCI South Africa ETF (EZA) 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 South Africa ETF | -0.06 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
iShares MSCI South Africa ETF granted a 3.04% dividend yield in the last twelve months. The annual payout for that period amounted to $1.19 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.19 | $1.19 | $1.66 | $0.95 | $2.42 | $6.02 | $1.92 | $1.08 | $2.15 | $1.41 | $1.43 | $1.57 |
Dividend yield | 3.04% | 2.84% | 3.90% | 2.05% | 5.51% | 12.27% | 3.81% | 1.55% | 4.10% | 3.03% | 2.20% | 2.44% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI South Africa 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 | $0.68 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.77 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.32 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.71 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.86 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.07 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.60 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.84 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.80 |
2013 | $0.65 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 |
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 South Africa 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 South Africa ETF was 64.64%, occurring on Oct 27, 2008. Recovery took 486 trading sessions.
The current iShares MSCI South Africa ETF drawdown is 30.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-64.64% | Nov 1, 2007 | 249 | Oct 27, 2008 | 486 | Oct 1, 2010 | 735 |
-62.25% | Jan 29, 2018 | 541 | Mar 23, 2020 | — | — | — |
-45.01% | Apr 29, 2015 | 184 | Jan 20, 2016 | 486 | Dec 21, 2017 | 670 |
-29.56% | May 10, 2006 | 34 | Jun 27, 2006 | 164 | Feb 22, 2007 | 198 |
-25.97% | May 2, 2011 | 108 | Oct 3, 2011 | 656 | May 14, 2014 | 764 |
Volatility
Volatility Chart
The current iShares MSCI South Africa ETF volatility is 7.30%, 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.