(EWZ) iShares MSCI Brazil - Ratings and Ratios
Brazilian Equities, Large-Cap, Mid-Cap
Dividends
| Dividend Yield | 4.85% |
| Yield on Cost 5y | 6.36% |
| Yield CAGR 5y | 33.42% |
| Payout Consistency | 87.9% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 24.6% |
| Value at Risk 5%th | 40.6% |
| Relative Tail Risk | 0.38% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.22 |
| Alpha | 26.94 |
| CAGR/Max DD | 0.44 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.519 |
| Beta | 0.653 |
| Beta Downside | 0.685 |
| Drawdowns 3y | |
|---|---|
| Max DD | 31.36% |
| Mean DD | 11.17% |
| Median DD | 10.33% |
Description: EWZ iShares MSCI Brazil November 05, 2025
The iShares MSCI Brazil ETF (EWZ) seeks to track a free-float, market-cap weighted index that represents Brazil’s large- and mid-cap equities, investing at least 80 % of its assets in the index’s component securities or economically equivalent holdings; the fund is classified as non-diversified under U.S. regulations.
Key data points to consider: (1) the top three holdings are Petrobras (≈13 % of assets), Vale (≈9 %) and Itau Unibanco (≈7 %), together accounting for roughly 30 % of the portfolio; (2) sector exposure is heavily weighted toward financials (~45 %) and materials (~30 %), reflecting Brazil’s reliance on banking and commodity exports; (3) the fund’s expense ratio is 0.48 % and its 12-month total return has been volatile, swinging from +35 % in early 2024 to –12 % after the March 2024 political shock, underscoring sensitivity to domestic GDP growth (forecast ~2.2 % YoY) and commodity price swings.
For a deeper quantitative breakdown of EWZ’s risk-adjusted returns and how they compare to other Latin America ETFs, you may want to explore the analytics on ValueRay.
What is the price of EWZ shares?
Over the past week, the price has changed by -4.49%, over one month by -0.99%, over three months by +10.35% and over the past year by +33.31%.
Is EWZ a buy, sell or hold?
What are the forecasts/targets for the EWZ price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 39.1 | 18% |
EWZ Fundamental Data Overview December 06, 2025
Beta = 1.08
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 6.81b USD (6.81b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 6.81b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 6.81b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 8.42% (E(6.81b)/V(6.81b) * Re(8.42%) + (debt-free company))
Discount Rate = 8.42% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for EWZ ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle