Summary
EWZS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 10.48% Volatility 31.57% Sharpe 1.15
Official loaded data — not a live quote.

ISHARES MSCI BRAZIL SMALL-CAP ETF

Symbol: EWZS

Exchange: NASDAQ

Sector: Consumer_Cyclical

Category: Focused Region

Inception date: 28/09/2010

Latest date: 16/07/2026

Current price: $13.20

Expense ratio: 0.59%

Assets under management
$234.9M
-1.12% 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

0.69%

Ann. -35.78% (Sharpe / Sortino numerator)

Volatility

51.42%

Sharpe ratio

-0.766

VaR 95%

-4.55%

CVaR 95%: -5.21%
Max drawdown: -10.86%
Sortino ratio: -1.302
Calmar ratio: -3.29

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

-16.44%

Ann. 68.41% (Sharpe / Sortino numerator)

Volatility

38.03%

Sharpe ratio

1.703

VaR 95%

-3.78%

CVaR 95%: -4.58%
Max drawdown: -17.02%
Sortino ratio: 2.655
Calmar ratio: 4.02

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

-0.26%

Ann. 24.69% (Sharpe / Sortino numerator)

Volatility

33.49%

Sharpe ratio

0.629

VaR 95%

-3.24%

CVaR 95%: -4.74%
Max drawdown: -17.02%
Sortino ratio: 0.831
Calmar ratio: 1.45

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

10.48%

Ann. 39.95% (Sharpe / Sortino numerator)

Volatility

31.57%

Sharpe ratio

1.151

VaR 95%

-3.09%

CVaR 95%: -4.48%
Max drawdown: -17.02%
Sortino ratio: 1.600
Calmar ratio: 2.35

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

9.61%

Ann. 6.42% (Sharpe / Sortino numerator)

Volatility

30.60%

Sharpe ratio

0.091

VaR 95%

-3.16%

CVaR 95%: -4.40%
Max drawdown: -34.65%
Sortino ratio: 0.129
Calmar ratio: 0.19

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

-1.09%

Ann. 12.13% (Sharpe / Sortino numerator)

Volatility

29.16%

Sharpe ratio

0.291

VaR 95%

-3.00%

CVaR 95%: -4.12%
Max drawdown: -37.55%
Sortino ratio: 0.430
Calmar ratio: 0.32

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

0.059%

Best day

7.008%

31/03/2026
Worst day

-8.019%

05/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $13.35 $13.35 $13.12 $13.20 515,100
15/07/2026 $13.48 $13.54 $13.38 $13.47 32,300
14/07/2026 $13.41 $13.57 $13.41 $13.57 29,900
13/07/2026 $13.53 $13.53 $13.31 $13.34 350,000
10/07/2026 $13.45 $13.69 $13.43 $13.62 188,800
09/07/2026 $12.89 $13.19 $12.84 $13.14 76,200
08/07/2026 $12.83 $12.85 $12.71 $12.80 113,900
07/07/2026 $13.07 $13.07 $12.85 $12.90 46,000
06/07/2026 $12.97 $13.11 $12.95 $13.06 323,400
02/07/2026 $12.99 $13.23 $12.91 $12.98 53,200