iShares MSCI Australia ETF
Ticker
EWA
ISIN
IE00B5377D42
Price
USD 24.64
Change Today
-0.48 / -1.911 %
Price 1 year ago
21.95 / 12.23 %
Morningstar
3
52 Week Low
20.14
52 Week High
25.24
200 Day Moving Average 22.80
22.80
50-day Moving Average
24.26
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.62 |
| Sortino Ratio | 0.63 |
| Maximum Drawdown | -12.3% |
| Maximum Drawdown Date | 2023-10-27 |
| Calmar Ratio | -1.17 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.84 |
| Volatility | 14.934% |
| Alpha | +22.91 |
| Beta | None |
| R Squared | +82.98 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 10.787% |
| Average Annual Volatility | 26.69% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.41 |
| Maximum Drawdown | -67.0% |
| Maximum Drawdown Date | 2008-11-20 |
| Calmar Ratio | -0.16 |
Company information
Summary
The investment seeks to track the investment results of the MSCI Australia Index composed of Australian equities. The fund generally invests 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 underlying index is designed to measure the performance of large- and mid-capitalization segments of the Australian equity market. The fund is non-diversified.
Market
US
Category
Miscellaneous Region
Expense Ratio
0.50%
Fund family
iShares
Morningstar
3
Yield
0.0478
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 32.92% |
| Basic materials | 23.24% |
| Healthcare | 10.97% |
| Energy | 6.88% |
| Realestate | 5.82% |
| Consumer defensive | 5.78% |
| Consumer cyclical | 5.28% |
| Industrials | 5.18% |
| Communication services | 1.39% |
| Utilities | 1.18% |
| Technology | 1.02% |
| Country | Ratio |
|---|---|
| Australia | 98.43 |
| United States | 0.85 |
| New Zealand | 0.72 |
| Argentina | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| CBA.AX | Commonwealth Bank of Australia | 10.77% |
| BHP.AX | BHP Group Ltd | 9.6% |
| CSL.AX | CSL Ltd | 8.01% |
| WBC.AX | Westpac Banking Corp | 5.48% |
| NAB.AX | National Australia Bank Ltd | 5.21% |
| ANZ.AX | Australia and New Zealand Banking Group Ltd | 4.8% |
| WES.AX | Wesfarmers Ltd | 4.22% |
| MQG.AX | Macquarie Group Ltd | 3.29% |
| RIO.AX | Rio Tinto Ltd | 3.02% |
| WOW.AX | Woolworths Group Ltd | 2.99% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AUAD.L | UBS (Irl) ETF plc - MSCI Australia UCITS ETF | IE00BD4TY45 | LSE | 0.40% | 4 | ||
| IE00B3YQ8T99.IR | Baring Australia I GBP | IE00B3YQ8T99 | YHD | 1.30% | 5 | ||
| IWLD.AX | iShares Core MSCI World Ex Australia ESG Leaders ETF | IE00BJ0KDQ9 | 0.09% | 4 | |||
| QFN.AX | BetaShares Australian Financials Sector ETF | LU039722194 | 0.34% | 5 | |||
| QOZ.AX | BetaShares FTSE RAFI Australia 200 ETF | IE00B7KQ7B6 | 0.30% | 4 | |||
| VAS.AX | Vanguard Australian Shares Index ETF | IE00B3XXRP0 | 0.10% | 5 | |||
| VLC.AX | Vanguard MSCI Australian Large Companies Index ETF | IE00BJ0KDQ9 | 0.20% | 4 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.