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

Correlation

The correlation between ENZL and EIRL 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

ENZL vs. EIRL - Performance Comparison

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

Loading data...

Key characteristics

Daily Std Dev

ENZL:

21.21%

EIRL:

12.70%

Max Drawdown

ENZL:

-1.32%

EIRL:

-0.85%

Current Drawdown

ENZL:

0.00%

EIRL:

0.00%

Returns By Period


ENZL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EIRL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


ENZL vs. EIRL - Expense Ratio Comparison

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


Risk-Adjusted Performance

ENZL vs. EIRL — 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

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
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. EIRL - Risk-Adjusted Performance Comparison

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



Loading data...

Dividends

ENZL vs. EIRL - Dividend Comparison

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

Drawdowns

ENZL vs. EIRL - Drawdown Comparison

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


Loading data...

Volatility

ENZL vs. EIRL - Volatility Comparison


Loading data...