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iShares MSCI South Africa ETF (EZA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642867802
CUSIP464286780
IssueriShares
Inception DateFeb 7, 2003
RegionNorth America (U.S.)
CategoryEmerging Markets Equities
Index TrackedMSCI South Africa Index
Home Pagewww.ishares.com
Asset ClassEquity

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.


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 EZA

iShares MSCI South Africa ETF

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.


300.00%350.00%400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
306.76%
532.58%
EZA (iShares MSCI South Africa ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date-6.68%10.04%
1 month3.37%3.53%
6 months5.73%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


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
EZA
iShares MSCI South Africa ETF
-0.06
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares MSCI South Africa ETF Sharpe ratio is -0.06. 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-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.06
2.76
EZA (iShares MSCI South Africa ETF)
Benchmark (^GSPC)

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.


PeriodTTM20232022202120202019201820172016201520142013
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-30.49%
0
EZA (iShares MSCI South Africa ETF)
Benchmark (^GSPC)

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, 2007249Oct 27, 2008486Oct 1, 2010735
-62.25%Jan 29, 2018541Mar 23, 2020
-45.01%Apr 29, 2015184Jan 20, 2016486Dec 21, 2017670
-29.56%May 10, 200634Jun 27, 2006164Feb 22, 2007198
-25.97%May 2, 2011108Oct 3, 2011656May 14, 2014764

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.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
7.30%
2.82%
EZA (iShares MSCI South Africa ETF)
Benchmark (^GSPC)