See what your fund actually adds
iShares MSCI New Zealand ETF ENZL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ENZL | Replication |
|---|---|---|
| Annualized growth | -4.4% | 3.8% |
| Annualized volatility | 16.9% | 12.9% |
| Sharpe ratio | -0.18 | 0.36 |
| Maximum drawdown | 35.6% | 27.4% |
| Replication fit (R²) | 0.52 · Tracking error 11.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model ENZL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VNQI | Alternatives · Intl Real Estate | 34.4% |
| VSS | Intl · Small Cap | 23.9% |
| IGF | Sector · Infrastructure | 18.3% |
| DGS | EM Small Cap | 11.9% |
| ICVT | FI · Convertibles | 11.5% |