EWZ vs. ESS

In the year-to-date period, EWZ achieves a 24.39% return, which is significantly higher than ESS's 2.89% return. Over the past 10 years, EWZ has underperformed ESS with an annualized return of 2.53%, while ESS has yielded a comparatively higher 5.89% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil ETF (EWZ) and Essex Property Trust, Inc. (ESS). 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.

The current EWZ Sharpe Ratio is -0.18, which is lower than the ESS Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EWZ and ESS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EWZ's dividend yield for the trailing twelve months is around 7.16%, more than ESS's 3.44% yield.

The maximum EWZ drawdown since its inception was -77.25%, which is greater than ESS's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for EWZ and ESS. For additional features, visit the drawdowns tool.

iShares MSCI Brazil ETF (EWZ) and Essex Property Trust, Inc. (ESS) have volatilities of 6.61% and 6.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.