See what your fund actually adds
iShares MSCI South Africa Index Fund EZA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EZA | Replication |
|---|---|---|
| Annualized growth | 10.3% | 9.2% |
| Annualized volatility | 28.2% | 15.1% |
| Sharpe ratio | 0.49 | 0.66 |
| Maximum drawdown | 34.1% | 27.9% |
| Replication fit (R²) | 0.56 · Tracking error 18.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model EZA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VSS | Intl · Small Cap | 33.0% |
| VWO | Emerging Markets | 32.8% |
| SLV | Alternatives · Silver | 13.5% |
| XLB | Sector · Materials | 11.3% |
| EFV | Intl · Value | 9.3% |