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EIRL vs. ENZL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EIRL and ENZL is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

EIRL vs. ENZL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Ireland ETF (EIRL) and iShares MSCI New Zealand ETF (ENZL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EIRL:

12.70%

ENZL:

21.21%

Max Drawdown

EIRL:

-0.85%

ENZL:

-1.32%

Current Drawdown

EIRL:

0.00%

ENZL:

0.00%

Returns By Period


EIRL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ENZL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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EIRL vs. ENZL - Expense Ratio Comparison

EIRL has a 0.49% expense ratio, which is lower than ENZL's 0.50% expense ratio.


Risk-Adjusted Performance

EIRL vs. ENZL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIRL
The Risk-Adjusted Performance Rank of EIRL is 88
Overall Rank
The Sharpe Ratio Rank of EIRL is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EIRL is 77
Sortino Ratio Rank
The Omega Ratio Rank of EIRL is 77
Omega Ratio Rank
The Calmar Ratio Rank of EIRL is 77
Calmar Ratio Rank
The Martin Ratio Rank of EIRL is 1010
Martin Ratio Rank

ENZL
The Risk-Adjusted Performance Rank of ENZL is 2424
Overall Rank
The Sharpe Ratio Rank of ENZL is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ENZL is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ENZL is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ENZL is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ENZL is 2323
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.

EIRL vs. ENZL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Ireland ETF (EIRL) and iShares MSCI New Zealand ETF (ENZL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



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Dividends

EIRL vs. ENZL - Dividend Comparison

EIRL's dividend yield for the trailing twelve months is around 2.40%, more than ENZL's 2.13% yield.


TTM20242023202220212020201920182017201620152014
EIRL
iShares MSCI Ireland ETF
2.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENZL
iShares MSCI New Zealand ETF
2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EIRL vs. ENZL - Drawdown Comparison

The maximum EIRL drawdown since its inception was -0.85%, smaller than the maximum ENZL drawdown of -1.32%. Use the drawdown chart below to compare losses from any high point for EIRL and ENZL. For additional features, visit the drawdowns tool.


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Volatility

EIRL vs. ENZL - Volatility Comparison


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