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

ETF Info

ISIN

US4642867802

CUSIP

464286780

Issuer

iShares

Inception Date

Feb 7, 2003

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI South Africa Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EZA features an expense ratio of 0.59%, falling within the medium range.


Expense ratio chart for EZA: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.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 for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EZA vs. AFK EZA vs. KSA EZA vs. VPL EZA vs. SCHD EZA vs. SPY EZA vs. IOO EZA vs. INDA EZA vs. VYMI EZA vs. VT EZA vs. VTI
Popular comparisons:
EZA vs. AFK EZA vs. KSA EZA vs. VPL EZA vs. SCHD EZA vs. SPY EZA vs. IOO EZA vs. INDA EZA vs. VYMI EZA vs. VT EZA vs. VTI

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.


350.00%400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
382.78%
607.75%
EZA (iShares MSCI South Africa ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI South Africa ETF had a return of 10.77% year-to-date (YTD) and 12.86% in the last 12 months. Over the past 10 years, iShares MSCI South Africa ETF had an annualized return of 0.53%, while the S&P 500 had an annualized return of 11.01%, indicating that iShares MSCI South Africa ETF did not perform as well as the benchmark.


EZA

YTD

10.77%

1M

-4.35%

6M

3.26%

1Y

12.86%

5Y*

1.93%

10Y*

0.53%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of EZA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.15%-5.28%5.44%2.43%1.17%8.42%5.06%3.19%7.33%-2.06%-3.87%10.77%
20236.51%-9.28%3.03%1.73%-13.76%9.29%12.12%-12.31%-3.81%-0.61%8.16%4.61%1.51%
20229.33%3.80%5.45%-13.67%0.90%-10.27%-0.09%-6.15%-9.54%5.41%17.00%-3.10%-5.18%
20210.21%5.28%6.77%-0.10%7.62%-7.11%-0.92%2.09%-4.84%0.00%-4.55%4.42%7.91%
2020-8.95%-9.81%-29.54%10.39%7.15%6.86%6.50%-0.96%-0.65%0.30%10.93%11.18%-5.19%
201914.17%-6.79%-2.53%8.20%-6.64%6.05%-5.47%-7.35%-0.90%4.53%-0.10%9.05%9.83%
20183.07%-1.08%-3.73%-4.16%-5.48%-6.11%6.31%-10.33%-2.22%-10.03%9.47%-2.44%-25.24%
20174.77%0.24%0.36%5.96%1.69%-3.85%6.05%3.94%-6.03%1.97%6.86%10.36%36.03%
2016-1.88%-2.25%18.33%5.07%-9.77%8.47%9.23%-9.07%6.74%-1.37%-8.06%4.10%16.78%
20154.26%1.30%-2.10%5.48%-8.04%1.54%-4.83%-7.68%-6.64%6.11%-6.27%-10.93%-26.00%
2014-10.53%7.71%6.53%1.28%0.88%2.49%0.64%2.08%-9.14%6.63%-0.45%-3.49%2.80%
2013-7.46%-2.64%-0.99%0.55%-8.19%0.32%2.02%-2.30%8.55%3.78%-2.19%2.01%-7.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EZA is 30, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EZA is 3030
Overall Rank
The Sharpe Ratio Rank of EZA is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of EZA is 3131
Sortino Ratio Rank
The Omega Ratio Rank of EZA is 2929
Omega Ratio Rank
The Calmar Ratio Rank of EZA is 2727
Calmar Ratio Rank
The Martin Ratio Rank of EZA is 3333
Martin 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 South Africa ETF (EZA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EZA, currently valued at 0.63, compared to the broader market0.002.004.000.631.90
The chart of Sortino ratio for EZA, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.001.022.54
The chart of Omega ratio for EZA, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.35
The chart of Calmar ratio for EZA, currently valued at 0.45, compared to the broader market0.005.0010.0015.000.452.81
The chart of Martin ratio for EZA, currently valued at 2.68, compared to the broader market0.0020.0040.0060.0080.00100.002.6812.39
EZA
^GSPC

The current iShares MSCI South Africa ETF Sharpe ratio is 0.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI South Africa ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.63
1.90
EZA (iShares MSCI South Africa ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI South Africa ETF provided a 8.19% dividend yield over the last twelve months, with an annual payout of $3.55 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.55$1.19$1.66$0.95$2.42$6.02$1.92$1.08$2.15$1.41$1.43$1.57

Dividend yield

8.19%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.63$0.00$0.00$0.00$0.00$0.00$2.42$3.04
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$1.19
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$1.66
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$0.95
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$2.42
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$6.02
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$1.92
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$1.08
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$2.15
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$1.41
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$1.43
2013$0.65$0.00$0.00$0.00$0.00$0.00$0.92$1.57

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.50%
-3.58%
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 17.50%.


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 6.54%, 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%JulyAugustSeptemberOctoberNovemberDecember
6.54%
3.64%
EZA (iShares MSCI South Africa ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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