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iShares MSCI Eurozone ETF (EZU)

49.53 -0.40 (-0.81%)
As of 12:00 PM EDT. Market Open.

ETF Summary

The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. The index consists of securities from the following 10 developed market countries: Austria, Belgium, Finland, France, Germany, Ireland, Italy, the Netherlands, Portugal and Spain.

Risk Overview

Performance & Risk

YTD Return 5.25%
5y Average Return 7.29%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.25
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
EZUCategory AverageEZUCategory AverageEZUCategory Average
Alpha 4.72 3.39 2.22 1.98 0.24 0.57
BETA 1.25 1.08 1.24 1.08 1.18 1.07
Mean Annual Return 0.67 0.55 0.9 0.81 0.52 0.51
R-squared 89.38 83.08 91.34 85.46 88.39 83.14
Standard Deviation 21.71 19.32 22.76 20.46 18.93 17.63
Sharpe Ratio 0.24 0.22 0.38 0.38 0.25 0.27
Treynor Ratio 2.35 2.38 5.19 5.46 2.61 3.15

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