PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Currency Hedged MSCI Eurozone ETF (HEZU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46434V6395

CUSIP

46434V639

Issuer

iShares

Inception Date

Jul 9, 2014

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

MSCI EMU 100% USD Hedged Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

HEZU features an expense ratio of 0.52%, falling within the medium range.


Expense ratio chart for HEZU: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
HEZU vs. HEFA HEZU vs. BCI HEZU vs. HSCZ HEZU vs. EWT HEZU vs. EZU HEZU vs. KBA HEZU vs. HEDJ HEZU vs. JEPI HEZU vs. SPY HEZU vs. SCHD
Popular comparisons:
HEZU vs. HEFA HEZU vs. BCI HEZU vs. HSCZ HEZU vs. EWT HEZU vs. EZU HEZU vs. KBA HEZU vs. HEDJ HEZU vs. JEPI HEZU vs. SPY HEZU vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Currency Hedged 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.


120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
136.96%
193.50%
HEZU (iShares Currency Hedged MSCI Eurozone ETF)
Benchmark (^GSPC)

Returns By Period

iShares Currency Hedged MSCI Eurozone ETF had a return of 10.46% year-to-date (YTD) and 10.27% in the last 12 months. Over the past 10 years, iShares Currency Hedged MSCI Eurozone ETF had an annualized return of 8.72%, while the S&P 500 had an annualized return of 11.01%, indicating that iShares Currency Hedged MSCI Eurozone ETF did not perform as well as the benchmark.


HEZU

YTD

10.46%

1M

1.94%

6M

0.69%

1Y

10.27%

5Y*

8.75%

10Y*

8.72%

^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 HEZU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.53%4.14%4.43%-2.34%4.11%-2.96%0.41%2.07%0.95%-3.30%0.43%10.46%
202311.09%1.07%1.15%1.78%-1.93%3.87%1.80%-2.88%-3.21%-2.67%8.46%3.40%22.98%
2022-2.12%-7.11%0.00%-2.54%2.88%-8.68%7.74%-5.61%-6.83%9.51%10.09%-4.87%-9.54%
2021-0.93%4.01%6.53%2.13%3.12%1.05%0.96%2.53%-3.38%4.80%-3.44%4.46%23.51%
2020-2.20%-6.95%-18.36%7.37%6.07%4.65%-1.72%3.65%-1.97%-4.78%17.35%1.74%0.52%
20196.90%4.00%1.80%5.31%-5.85%5.60%0.11%-0.40%3.41%1.88%2.29%1.69%29.48%
20183.86%-4.20%-1.08%4.12%-0.23%-1.38%3.90%-2.30%-0.27%-6.10%0.04%-6.38%-10.23%
2017-0.23%2.19%5.75%2.41%1.94%-2.10%-0.10%-0.07%4.48%2.66%-2.17%-1.00%14.26%
2016-4.76%-4.43%3.62%1.93%2.10%-5.01%4.14%1.48%0.28%1.37%-0.52%7.08%6.69%
20157.11%7.17%2.94%-2.23%1.55%-4.09%4.59%-8.83%-4.36%8.95%3.11%-6.70%7.56%
20142.62%-2.23%4.69%-2.97%1.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HEZU is 42, 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 HEZU is 4242
Overall Rank
The Sharpe Ratio Rank of HEZU is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of HEZU is 3939
Sortino Ratio Rank
The Omega Ratio Rank of HEZU is 3838
Omega Ratio Rank
The Calmar Ratio Rank of HEZU is 4949
Calmar Ratio Rank
The Martin Ratio Rank of HEZU is 4141
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 Currency Hedged MSCI Eurozone ETF (HEZU) 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 HEZU, currently valued at 0.87, compared to the broader market0.002.004.000.871.90
The chart of Sortino ratio for HEZU, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.001.262.54
The chart of Omega ratio for HEZU, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.35
The chart of Calmar ratio for HEZU, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.122.81
The chart of Martin ratio for HEZU, currently valued at 3.70, compared to the broader market0.0020.0040.0060.0080.00100.003.7012.39
HEZU
^GSPC

The current iShares Currency Hedged MSCI Eurozone ETF Sharpe ratio is 0.87. 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 Currency Hedged 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.87
1.90
HEZU (iShares Currency Hedged MSCI Eurozone ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Currency Hedged MSCI Eurozone ETF provided a 2.79% dividend yield over the last twelve months, with an annual payout of $1.00 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.002014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$1.00$0.84$6.46$0.85$0.72$1.72$0.90$0.57$0.83$0.69$0.28

Dividend yield

2.79%2.52%23.25%2.25%2.32%5.40%3.47%1.92%3.11%2.68%1.15%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Currency Hedged 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$0.00$0.75$0.00$0.00$0.00$0.00$0.00$0.75
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.00$0.00$0.00$0.00$0.25$0.84
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.90$0.00$0.00$0.00$0.00$5.57$6.46
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.46$0.85
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.47$0.72
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.96$1.72
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.14$0.90
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.00$0.00$0.13$0.57
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.66$0.00$0.00$0.00$0.00$0.17$0.83
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.51$0.00$0.00$0.00$0.00$0.18$0.69
2014$0.28$0.28

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%JulyAugustSeptemberOctoberNovemberDecember
-2.86%
-3.58%
HEZU (iShares Currency Hedged MSCI Eurozone ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Currency Hedged 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 Currency Hedged MSCI Eurozone ETF was 38.80%, occurring on Mar 16, 2020. Recovery took 207 trading sessions.

The current iShares Currency Hedged MSCI Eurozone ETF drawdown is 2.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.8%Feb 20, 202018Mar 16, 2020207Jan 8, 2021225
-26.2%Apr 13, 2015212Feb 11, 2016283Mar 28, 2017495
-22.79%Nov 18, 2021218Sep 30, 202293Feb 14, 2023311
-17.41%Jan 23, 2018233Dec 24, 201878Apr 17, 2019311
-12.51%Sep 8, 201425Oct 16, 201427Dec 3, 201452

Volatility

Volatility Chart

The current iShares Currency Hedged MSCI Eurozone ETF volatility is 2.57%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.57%
3.64%
HEZU (iShares Currency Hedged MSCI Eurozone ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab