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

Correlation

The correlation between ENZL and EDEN is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ENZL vs. EDEN - Performance Comparison

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

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Key characteristics

Daily Std Dev

ENZL:

21.21%

EDEN:

8.69%

Max Drawdown

ENZL:

-1.32%

EDEN:

-2.15%

Current Drawdown

ENZL:

0.00%

EDEN:

-1.86%

Returns By Period


ENZL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EDEN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ENZL vs. EDEN - Expense Ratio Comparison

ENZL has a 0.50% expense ratio, which is lower than EDEN's 0.53% expense ratio.


Risk-Adjusted Performance

ENZL vs. EDEN — Risk-Adjusted Performance Rank

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

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

EDEN
The Risk-Adjusted Performance Rank of EDEN is 55
Overall Rank
The Sharpe Ratio Rank of EDEN is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of EDEN is 44
Sortino Ratio Rank
The Omega Ratio Rank of EDEN is 44
Omega Ratio Rank
The Calmar Ratio Rank of EDEN is 44
Calmar Ratio Rank
The Martin Ratio Rank of EDEN is 77
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.

ENZL vs. EDEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI New Zealand ETF (ENZL) and iShares MSCI Denmark ETF (EDEN). 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

ENZL vs. EDEN - Dividend Comparison

ENZL's dividend yield for the trailing twelve months is around 2.13%, more than EDEN's 1.48% yield.


TTM20242023202220212020201920182017201620152014
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%
EDEN
iShares MSCI Denmark ETF
1.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ENZL vs. EDEN - Drawdown Comparison

The maximum ENZL drawdown since its inception was -1.32%, smaller than the maximum EDEN drawdown of -2.15%. Use the drawdown chart below to compare losses from any high point for ENZL and EDEN. For additional features, visit the drawdowns tool.


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Volatility

ENZL vs. EDEN - Volatility Comparison


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