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.