(EWZ) iShares MSCI Brazil - Ratings and Ratios
Brazilian Equities, Large-Cap, Mid-Cap
| Risk via 10d forecast | |
|---|---|
| Volatility | 19.7% |
| Value at Risk 5%th | 36.5% |
| Reward | |
|---|---|
| Sharpe Ratio | 0.99 |
| Alpha Jensen | 9.33 |
| Character | |
|---|---|
| Hurst Exponent | 0.602 |
| Beta | 1.080 |
| Drawdowns 3y | |
|---|---|
| Max DD | 31.36% |
| Mean DD | 11.29% |
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.
EWZ ETF Overview
| Market Cap in USD | 6,231m |
| Category | Latin America Stock |
| TER | 0.59% |
| IPO / Inception | 2000-07-10 |
| Return 12m vs S&P 500 | 11.6% |
| Analyst Rating | - |
EWZ Dividends
| Dividend Yield | 4.80% |
| Yield on Cost 5y | 7.42% |
| Yield CAGR 5y | 33.42% |
| Payout Consistency | 87.9% |
| Payout Ratio | - |
EWZ Growth Ratios
| CAGR | 10.89% |
| CAGR/Max DD Calmar Ratio | 0.35 |
| CAGR/Mean DD Pain Ratio | 0.96 |
| Current Volume | 41872.6k |
| Average Volume | 21473.9k |
What is the price of EWZ shares?
Over the past week, the price has changed by +7.41%, over one month by +14.77%, over three months by +21.16% and over the past year by +28.81%.
Is iShares MSCI Brazil a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of EWZ is around 34.25 USD . This means that EWZ is currently overvalued and has a potential downside of 2.27%.
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 | 38.7 | 15.6% |
EWZ Fundamental Data Overview November 09, 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 = 6.23b USD (6.23b + (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 6.23b)
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 6.23b / 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 = 9.99% (E(6.23b)/V(6.23b) * Re(9.99%) + (debt-free company))
Discount Rate = 9.99% (= 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