Summary
EWZ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 33.90% Volatility 26.07% Sharpe 1.97
Official loaded data — not a live quote.

ISHARES MSCI BRAZIL ETF

Symbol: EWZ

Exchange: NYSE

Sector: Financial_Services

Category: Focused Region

Inception date: 10/07/2000

Latest date: 16/07/2026

Current price: $35.33

Expense ratio: 0.59%

Assets under management
$9.1B
-0.73% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

2.67%

Ann. -7.92% (Sharpe / Sortino numerator)

Volatility

40.32%

Sharpe ratio

-0.287

VaR 95%

-4.04%

CVaR 95%: -4.43%
Max drawdown: -6.78%
Sortino ratio: -0.419
Calmar ratio: -1.17

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-13.99%

Ann. 103.49% (Sharpe / Sortino numerator)

Volatility

31.63%

Sharpe ratio

3.157

VaR 95%

-3.05%

CVaR 95%: -3.99%
Max drawdown: -11.44%
Sortino ratio: 4.751
Calmar ratio: 9.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.53%

Ann. 73.05% (Sharpe / Sortino numerator)

Volatility

27.85%

Sharpe ratio

2.493

VaR 95%

-2.95%

CVaR 95%: -4.06%
Max drawdown: -11.44%
Sortino ratio: 3.248
Calmar ratio: 6.38

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

33.90%

Ann. 54.95% (Sharpe / Sortino numerator)

Volatility

26.07%

Sharpe ratio

1.968

VaR 95%

-2.36%

CVaR 95%: -3.86%
Max drawdown: -11.44%
Sortino ratio: 2.616
Calmar ratio: 4.80

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

34.79%

Ann. 16.91% (Sharpe / Sortino numerator)

Volatility

24.73%

Sharpe ratio

0.537

VaR 95%

-2.40%

CVaR 95%: -3.59%
Max drawdown: -26.62%
Sortino ratio: 0.739
Calmar ratio: 0.64

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.17%

Ann. 19.28% (Sharpe / Sortino numerator)

Volatility

24.12%

Sharpe ratio

0.649

VaR 95%

-2.32%

CVaR 95%: -3.41%
Max drawdown: -31.36%
Sortino ratio: 0.939
Calmar ratio: 0.61

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.129%

Best day

5.105%

23/03/2026
Worst day

-6.308%

05/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $35.59 $35.65 $35.24 $35.33 19,397,300
15/07/2026 $36.01 $36.07 $35.74 $35.88 26,641,300
14/07/2026 $35.92 $36.25 $35.85 $36.03 18,359,100
13/07/2026 $35.82 $35.91 $35.38 $35.39 23,496,500
10/07/2026 $35.60 $35.99 $35.56 $35.93 32,977,800
09/07/2026 $34.48 $35.07 $34.37 $34.96 15,883,000
08/07/2026 $34.48 $34.60 $34.20 $34.41 15,224,500
07/07/2026 $34.87 $35.23 $34.55 $34.64 13,776,800
06/07/2026 $34.54 $34.93 $34.36 $34.92 10,689,700
02/07/2026 $34.46 $34.93 $34.24 $34.43 19,430,500