Data Source: from January 2011 to August 2022
Consolidated Returns as of 31 Aug 2022
Category: Stocks
ETF: iShares MSCI New Zealand ETF (ENZL)

In the last 10 Years, the iShares MSCI New Zealand ETF (ENZL) ETF obtained a 8.11% compound annual return, with a 18.37% standard deviation.

In 2021, the ETF granted a 2.14% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI New Zealand ETF (ENZL) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Asia Pacific

Historical Returns as of Aug 31, 2022

Historical returns and stats of iShares MSCI New Zealand ETF (ENZL) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES MSCI NEW ZEALAND ETF (ENZL) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 2011 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-2.99
-2.96
-2.99
Aug 2022 - Aug 2022
0 - 1
3M
-2.36
-3.64
-6.95
Jun 2022 - Jun 2022
1 - 2
6M
-13.22
-16.87
-18.21
Apr 2022 - Jun 2022
2 - 4
YTD
-19.82
-24.53
-23.59
Jan 2022 - Jun 2022
3 - 5
1Y
-24.46
-30.23
20.30
-28.45
Nov 2021 - Jun 2022
5 - 7
42% pos
3Y(*)
-0.83
-5.46
21.60
-32.28
Jan 2021 - Jun 2022
19 - 17
53% pos
5Y(*)
2.95
-0.84
18.59
-32.28
Jan 2021 - Jun 2022
33 - 27
55% pos
10Y(*)
8.11
5.43
18.37
-32.28
Jan 2021 - Jun 2022
71 - 49
59% pos
MAX(*)
01 Jan 2011
8.21
5.45
18.19
-32.28
Jan 2021 - Jun 2022
84 - 56
60% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54%

Correlations as of Aug 31, 2022

Monthly correlations of iShares MSCI New Zealand ETF (ENZL) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES MSCI NEW ZEALAND ETF (ENZL) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs ENZL
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2011
US Total Stock Market
VTI
0.81
0.78
0.69
0.69
US Large Cap
SPY
0.77
0.76
0.67
0.67
US Small Cap
IJR
0.89
0.74
0.61
0.62
US REITs
VNQ
0.74
0.66
0.61
0.63
US Technology
QQQ
0.75
0.74
0.61
0.63
Preferred Stocks
PFF
0.74
0.67
0.59
0.60
EAFE Stocks
EFA
0.71
0.74
0.70
0.70
World All Countries
VT
0.79
0.79
0.74
0.73
Emerging Markets
EEM
0.35
0.69
0.68
0.67
Europe
VGK
0.63
0.71
0.65
0.66
Pacific
VPL
0.84
0.75
0.73
0.72
Latin America
FLLA
0.33
0.53
0.52
0.54
US Total Bond Market
BND
0.53
0.42
0.36
0.32
Long Term Treasuries
TLT
0.43
0.03
0.08
-0.04
US Cash
BIL
-0.01
-0.09
-0.09
-0.09
TIPS
TIP
0.68
0.52
0.45
0.41
Investment Grade Bonds
LQD
0.62
0.61
0.53
0.50
High Yield Bonds
HYG
0.69
0.70
0.64
0.62
International Bond Market
BNDX
0.43
0.40
0.37
0.35
Emerging Market Bonds
EMB
0.59
0.70
0.62
0.63
Gold
GLD
0.46
0.22
0.17
0.24
Commodities
DBC
0.19
0.37
0.25
0.32

Capital Growth as of Aug 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares MSCI New Zealand ETF (ENZL) ETF: Dividend Yield page.

An investment of 1000$, since September 2012, now would be worth 2181.55$, with a total return of 118.16% (8.11% annualized).

The Inflation Adjusted Capital now would be 1696.94$, with a net total return of 69.69% (5.43% annualized).
An investment of 1000$, since January 2011, now would be worth 2510.48$, with a total return of 151.05% (8.21% annualized).

The Inflation Adjusted Capital now would be 1857.86$, with a net total return of 85.79% (5.45% annualized).

Drawdowns

Worst drawdowns since September 2012.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-32.28% Jan 2021 Jun 2022 18 in progress 2 20
-22.82% Jan 2020 Mar 2020 3 Jul 2020 4 7
-20.52% May 2014 Sep 2015 17 Mar 2016 6 23
-13.50% May 2013 Jun 2013 2 Oct 2013 4 6
-12.27% Oct 2016 Dec 2016 3 Jun 2017 6 9
-7.60% Sep 2018 Oct 2018 2 Jan 2019 3 5
-5.15% Aug 2019 Aug 2019 1 Nov 2019 3 4
-5.07% Sep 2020 Sep 2020 1 Nov 2020 2 3
-4.45% Aug 2017 Nov 2017 4 Dec 2017 1 5
-4.19% Feb 2018 Apr 2018 3 Aug 2018 4 7
-3.97% Nov 2013 Nov 2013 1 Feb 2014 3 4
-2.35% May 2019 May 2019 1 Jun 2019 1 2
-1.06% Feb 2013 Feb 2013 1 Mar 2013 1 2

Worst drawdowns since January 2011.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-32.28% Jan 2021 Jun 2022 18 in progress 2 20
-22.82% Jan 2020 Mar 2020 3 Jul 2020 4 7
-20.52% May 2014 Sep 2015 17 Mar 2016 6 23
-14.76% Aug 2011 Sep 2011 2 Sep 2012 12 14
-13.50% May 2013 Jun 2013 2 Oct 2013 4 6
-12.27% Oct 2016 Dec 2016 3 Jun 2017 6 9
-7.60% Sep 2018 Oct 2018 2 Jan 2019 3 5
-5.15% Aug 2019 Aug 2019 1 Nov 2019 3 4
-5.07% Sep 2020 Sep 2020 1 Nov 2020 2 3
-4.45% Aug 2017 Nov 2017 4 Dec 2017 1 5
-4.19% Feb 2018 Apr 2018 3 Aug 2018 4 7
-3.97% Nov 2013 Nov 2013 1 Feb 2014 3 4
-2.35% May 2019 May 2019 1 Jun 2019 1 2
-2.34% Feb 2011 Feb 2011 1 Mar 2011 1 2
-1.62% Jun 2011 Jun 2011 1 Jul 2011 1 2
-1.06% Feb 2013 Feb 2013 1 Mar 2013 1 2

Rolling Returns ( more details)

iShares MSCI New Zealand ETF (ENZL) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
10.57 51.20
Oct 2015 - Sep 2016
-24.77
Jul 2021 - Jun 2022
21.71%
2 Years
11.27 26.88
Jun 2012 - May 2014
-10.16
Sep 2020 - Aug 2022
6.84%
3 Years
10.95 19.72
Sep 2015 - Aug 2018
-3.52
Jul 2019 - Jun 2022
2.86%
5 Years
10.95 18.08
Feb 2016 - Jan 2021
2.11
Jul 2017 - Jun 2022
0.00%
7 Years
10.79 13.85
Jul 2012 - Jun 2019
6.65
May 2015 - Apr 2022
0.00%
10 Years
10.92 13.45
Jan 2011 - Dec 2020
8.11
Sep 2012 - Aug 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI New Zealand ETF (ENZL) ETF: Rolling Returns page.

Seasonality

iShares MSCI New Zealand ETF (ENZL) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.74
58%
0.22
50%
1.75
67%
1.75
83%
-1.92
42%
1.22
58%
2.91
75%
-1.05
50%
-0.23
45%
1.41
73%
0.79
45%
2.06
73%
Best
Year
9.4
2017
6.2
2015
13.8
2016
9.2
2020
5.6
2020
11.1
2020
8.2
2022
5.0
2021
13.6
2013
13.6
2015
11.9
2020
6.8
2015
Worst
Year
-11.7
2022
-7.6
2021
-15.7
2020
-9.2
2022
-11.0
2013
-6.9
2022
-3.6
2014
-7.6
2015
-11.0
2011
-8.5
2016
-8.1
2021
-3.0
2018
Statistics calculated for the period Jan 2011 - Aug 2022

Monthly/Yearly Returns

iShares MSCI New Zealand ETF (ENZL) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
84 Positive Months (60%) - 56 Negative Months (40%)
Jan 2011 - Aug 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-19.82 -24.53 -11.7 4.6 1.1 -9.2 -3.2 -6.9 8.2 -3.0
2021
-11.38 -17.21 -0.5 -7.6 -0.4 3.7 -4.6 -0.6 -0.5 5.0 -2.7 3.4 -8.1 1.9
2020
+20.04 +18.43 -2.8 -5.9 -15.7 9.2 5.6 11.1 3.7 3.2 -5.1 3.2 11.9 3.7
2019
+30.10 +27.19 5.6 1.7 5.8 0.1 -2.4 6.0 1.9 -5.1 0.6 1.2 6.5 5.5
2018
+0.35 -1.53 4.5 -2.8 1.2 -2.6 2.7 0.7 -0.2 1.6 -0.9 -6.7 6.6 -3.0
2017
+24.05 +21.49 9.4 -0.8 -2.1 0.9 3.7 6.7 3.0 -2.2 1.1 -3.3 -0.1 6.3
2016
+11.06 +8.81 -6.4 3.0 13.8 1.7 0.4 3.8 8.1 0.6 0.1 -8.5 -1.5 -2.7
2015
-1.99 -2.70 -3.6 6.2 -2.2 1.2 -6.0 -6.7 0.5 -7.6 -0.7 13.6 -1.6 6.8
2014
+12.60 +11.76 0.9 6.0 7.6 1.1 -2.5 1.9 -3.6 0.6 -5.7 3.4 0.6 2.7
2013
+12.55 +10.88 6.1 -1.1 2.6 6.3 -11.0 -2.8 4.9 -3.8 13.6 2.8 -4.0 0.4
2012
+31.77 +29.52 7.2 1.5 5.6 0.2 -9.3 3.0 4.7 2.3 8.2 2.5 1.2 2.0
2011
-0.02 -2.90 0.2 -2.3 3.7 8.6 3.6 -1.6 4.4 -4.2 -11.0 4.0 -2.7 -1.0
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