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iShares MSCI Eurozone ETF (EZU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642866085
CUSIP464286608
IssueriShares
Inception DateJul 25, 2000
RegionDeveloped Markets (Broad)
CategoryEurope Equities
Leveraged1x
Index TrackedMSCI EMU
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EZU features an expense ratio of 0.51%, falling within the medium range.


Expense ratio chart for EZU: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%

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: EZU vs. IEV, EZU vs. HEZU, EZU vs. XLRE, EZU vs. QQQ, EZU vs. VOO, EZU vs. VGK, EZU vs. IEUR, EZU vs. SPY, EZU vs. LLY, EZU vs. FEZ

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.28%
10.27%
EZU (iShares MSCI Eurozone ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Eurozone ETF had a return of 6.34% year-to-date (YTD) and 18.72% in the last 12 months. Over the past 10 years, iShares MSCI Eurozone ETF had an annualized return of 5.75%, while the S&P 500 had an annualized return of 10.92%, indicating that iShares MSCI Eurozone ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.34%19.77%
1 month-3.32%-0.67%
6 months-0.28%10.27%
1 year18.72%31.07%
5 years (annualized)6.52%13.22%
10 years (annualized)5.75%10.92%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.59%4.01%4.10%-3.53%5.60%-4.20%1.19%3.97%1.67%-5.61%6.34%
202312.32%-1.71%3.44%3.19%-5.14%5.86%2.44%-4.50%-5.78%-2.70%11.07%4.69%23.44%
2022-3.33%-7.39%-1.39%-7.30%4.34%-11.15%4.98%-7.42%-9.48%10.10%15.14%-2.20%-17.25%
2021-1.75%3.39%3.68%4.65%4.38%-1.77%1.01%1.97%-5.33%4.57%-5.41%4.50%13.92%
2020-3.43%-7.39%-18.62%6.16%7.39%5.80%3.26%4.57%-3.73%-5.38%19.68%4.14%7.62%
20196.53%3.13%0.21%5.00%-6.44%7.10%-2.71%-1.49%2.59%3.93%0.92%3.19%23.27%
20187.01%-5.99%-0.66%2.26%-3.59%-1.71%3.80%-3.17%-0.52%-8.86%-0.35%-5.34%-16.76%
20172.14%0.20%6.18%4.36%4.94%-0.55%3.24%0.48%3.56%1.18%-0.25%-0.34%27.89%
2016-5.25%-4.22%8.14%2.56%-3.63%-2.70%4.83%1.12%0.82%-1.01%-3.98%6.24%1.86%
20150.96%6.22%-0.98%2.23%-0.63%-2.53%3.06%-6.90%-4.66%7.31%-0.79%-3.95%-1.64%
2014-5.10%6.98%0.62%1.85%0.84%-0.64%-5.95%0.18%-3.44%-2.86%3.88%-5.81%-9.87%
20133.77%-4.61%-1.42%5.76%1.30%-4.87%8.74%-1.81%8.79%5.43%1.46%2.86%27.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EZU is 39, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EZU is 3939
Combined Rank
The Sharpe Ratio Rank of EZU is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of EZU is 3535Sortino Ratio Rank
The Omega Ratio Rank of EZU is 3333Omega Ratio Rank
The Calmar Ratio Rank of EZU is 5353Calmar Ratio Rank
The Martin Ratio Rank of EZU is 3737Martin 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 Eurozone ETF (EZU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EZU
Sharpe ratio
The chart of Sharpe ratio for EZU, currently valued at 1.36, compared to the broader market0.002.004.001.36
Sortino ratio
The chart of Sortino ratio for EZU, currently valued at 1.94, compared to the broader market0.005.0010.001.94
Omega ratio
The chart of Omega ratio for EZU, currently valued at 1.24, compared to the broader market1.001.502.002.503.003.501.24
Calmar ratio
The chart of Calmar ratio for EZU, currently valued at 1.59, compared to the broader market0.005.0010.0015.0020.001.59
Martin ratio
The chart of Martin ratio for EZU, currently valued at 6.33, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current iShares MSCI Eurozone ETF Sharpe ratio is 1.36. 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 Eurozone 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.36
2.67
EZU (iShares MSCI Eurozone ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Eurozone ETF provided a 2.82% dividend yield over the last twelve months, with an annual payout of $1.39 per share.


2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.39$1.21$1.10$1.20$0.94$1.19$1.22$0.83$1.06$0.76$1.08$0.92

Dividend yield

2.82%2.56%2.79%2.46%2.13%2.84%3.47%1.91%3.07%2.18%2.97%2.23%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Eurozone 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$1.04$0.00$0.00$0.00$0.00$0.00$1.04
2023$0.00$0.00$0.00$0.00$0.00$0.86$0.00$0.00$0.00$0.00$0.00$0.35$1.21
2022$0.00$0.00$0.00$0.00$0.00$0.93$0.00$0.00$0.00$0.00$0.00$0.17$1.10
2021$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.72$1.20
2020$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.62$0.94
2019$0.00$0.00$0.00$0.00$0.00$1.02$0.00$0.00$0.00$0.00$0.00$0.17$1.19
2018$0.00$0.00$0.00$0.00$0.00$1.03$0.00$0.00$0.00$0.00$0.00$0.19$1.22
2017$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.00$0.00$0.00$0.00$0.19$0.83
2016$0.00$0.00$0.00$0.00$0.00$0.84$0.00$0.00$0.00$0.00$0.00$0.22$1.06
2015$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.00$0.00$0.08$0.76
2014$0.00$0.00$0.00$0.00$0.00$0.82$0.00$0.00$0.00$0.00$0.00$0.26$1.08
2013$0.80$0.00$0.00$0.00$0.00$0.00$0.13$0.92

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.36%
-2.59%
EZU (iShares MSCI Eurozone ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Eurozone 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 Eurozone ETF was 66.37%, occurring on Mar 9, 2009. Recovery took 2231 trading sessions.

The current iShares MSCI Eurozone ETF drawdown is 6.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.37%Nov 1, 2007339Mar 9, 20092231Jan 26, 20182570
-53.28%Aug 17, 2000639Mar 12, 2003609Aug 10, 20051248
-41.37%Jan 29, 2018538Mar 18, 2020180Dec 2, 2020718
-36.11%Sep 3, 2021268Sep 27, 2022351Feb 21, 2024619
-15.08%May 11, 200623Jun 13, 200675Sep 28, 200698

Volatility

Volatility Chart

The current iShares MSCI Eurozone ETF volatility is 3.46%, 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%JuneJulyAugustSeptemberOctoberNovember
3.46%
3.11%
EZU (iShares MSCI Eurozone ETF)
Benchmark (^GSPC)