IShares EURO (Netherlands) Performance
| EXA1 Etf | 17.05 0.06 0.35% |
The etf retains a Market Volatility (i.e., Beta) of 0.61, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares EURO's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares EURO is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in iShares EURO STOXX are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, IShares EURO unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
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IShares EURO Relative Risk vs. Return Landscape
If you would invest 1,503 in iShares EURO STOXX on October 3, 2025 and sell it today you would earn a total of 202.00 from holding iShares EURO STOXX or generate 13.44% return on investment over 90 days. iShares EURO STOXX is generating 0.2064% of daily returns and assumes 1.1075% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than IShares, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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IShares EURO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares EURO's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares EURO STOXX, and traders can use it to determine the average amount a IShares EURO's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1864
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Estimated Market Risk
| 1.11 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average IShares EURO is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IShares EURO by adding it to a well-diversified portfolio.