Europe ETF Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EWG iShares MSCI Germany ETF | Europe Equities | 35% |
EWI iShares MSCI Italy ETF | Europe Equities | 30% |
EWP iShares MSCI Spain ETF | Europe Equities | 35% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 18, 1996, corresponding to the inception date of EWP
Returns By Period
As of Jun 1, 2025, the Europe ETF Portfolio returned 34.88% Year-To-Date and 6.61% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 5.49% | -2.00% | 12.02% | 14.19% | 10.85% |
| Europe ETF Portfolio | 34.88% | 5.36% | 33.15% | 32.41% | 17.27% | 6.61% |
| Portfolio components: | ||||||
EWP iShares MSCI Spain ETF | 39.42% | 5.97% | 35.65% | 34.06% | 18.47% | 5.52% |
EWI iShares MSCI Italy ETF | 32.81% | 6.18% | 33.44% | 27.92% | 20.19% | 7.70% |
EWG iShares MSCI Germany ETF | 31.90% | 4.04% | 30.06% | 34.11% | 13.12% | 6.22% |
Monthly Returns
The table below presents the monthly returns of Europe ETF Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.44% | 6.47% | 4.04% | 5.97% | 6.94% | 34.88% | |||||||
| 2024 | -2.34% | 3.44% | 6.49% | -3.31% | 6.38% | -4.39% | 3.00% | 4.66% | 2.82% | -3.65% | -2.61% | -1.29% | 8.62% |
| 2023 | 12.35% | -0.55% | 2.50% | 3.27% | -5.47% | 7.58% | 3.02% | -3.95% | -4.93% | -2.82% | 12.49% | 3.49% | 28.02% |
| 2022 | -1.02% | -6.30% | -1.67% | -6.30% | 5.71% | -12.30% | 1.00% | -6.18% | -8.62% | 11.00% | 14.55% | -1.34% | -13.96% |
| 2021 | -2.77% | 3.64% | 3.62% | 3.28% | 5.18% | -3.43% | -0.77% | 1.29% | -4.63% | 4.33% | -7.42% | 4.97% | 6.45% |
| 2020 | -2.86% | -6.59% | -21.30% | 4.72% | 6.75% | 6.22% | 2.56% | 4.30% | -4.81% | -6.59% | 22.85% | 4.02% | 3.07% |
| 2019 | 6.83% | 2.30% | -0.35% | 4.65% | -6.92% | 6.89% | -3.87% | -1.78% | 3.08% | 4.50% | 0.23% | 2.93% | 18.97% |
| 2018 | 8.43% | -7.12% | -0.36% | 2.59% | -6.74% | -1.26% | 3.99% | -6.06% | -0.06% | -8.02% | 0.90% | -4.40% | -17.90% |
| 2017 | 2.04% | -0.32% | 8.19% | 3.70% | 4.80% | 0.04% | 3.99% | 0.16% | 2.98% | 0.42% | 0.03% | -0.83% | 27.83% |
| 2016 | -8.50% | -5.10% | 9.01% | 4.08% | -2.82% | -7.25% | 5.08% | 1.36% | -0.21% | 1.05% | -5.44% | 8.85% | -1.84% |
| 2015 | -0.98% | 7.13% | -0.16% | 1.83% | -1.11% | -2.40% | 2.50% | -6.04% | -5.69% | 6.49% | -1.79% | -4.54% | -5.60% |
| 2014 | -2.85% | 5.94% | 2.56% | 1.94% | 0.64% | 0.15% | -5.72% | -1.28% | -3.39% | -3.08% | 2.68% | -6.72% | -9.48% |
Expense Ratio
Europe ETF Portfolio has an expense ratio of 0.49%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 91, Europe ETF Portfolio is among the top 9% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
EWP iShares MSCI Spain ETF | 1.68 | 2.21 | 1.32 | 2.88 | 7.20 |
EWI iShares MSCI Italy ETF | 1.37 | 1.88 | 1.26 | 1.66 | 6.40 |
EWG iShares MSCI Germany ETF | 1.73 | 2.37 | 1.31 | 2.15 | 8.83 |
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Dividends
Dividend yield
Europe ETF Portfolio provided a 2.65% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.65% | 3.58% | 2.86% | 3.58% | 2.89% | 2.13% | 3.32% | 3.73% | 2.33% | 3.54% | 2.72% | 3.21% |
| Portfolio components: | ||||||||||||
EWP iShares MSCI Spain ETF | 3.12% | 4.35% | 2.70% | 3.07% | 3.29% | 2.56% | 3.72% | 3.69% | 2.72% | 4.65% | 3.85% | 4.72% |
EWI iShares MSCI Italy ETF | 3.07% | 4.07% | 3.40% | 4.57% | 2.63% | 1.65% | 3.80% | 4.70% | 2.19% | 3.64% | 2.31% | 2.51% |
EWG iShares MSCI Germany ETF | 1.81% | 2.38% | 2.56% | 3.24% | 2.70% | 2.10% | 2.51% | 2.93% | 2.06% | 2.35% | 1.93% | 2.30% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Europe ETF Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Europe ETF Portfolio was 64.55%, occurring on Mar 9, 2009. Recovery took 3718 trading sessions.
The current Europe ETF Portfolio drawdown is 0.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.55% | Dec 11, 2007 | 312 | Mar 9, 2009 | 3718 | Dec 13, 2023 | 4030 |
| -51.65% | Mar 6, 2000 | 652 | Oct 9, 2002 | 522 | Nov 4, 2004 | 1174 |
| -28% | Jul 21, 1998 | 54 | Oct 5, 1998 | 62 | Jan 4, 1999 | 116 |
| -22.45% | Jan 7, 1999 | 149 | Aug 10, 1999 | 130 | Feb 14, 2000 | 279 |
| -14.67% | Mar 19, 2025 | 15 | Apr 8, 2025 | 11 | Apr 24, 2025 | 26 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.99, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | EWP | EWI | EWG | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.59 | 0.60 | 0.68 | 0.67 |
| EWP | 0.59 | 1.00 | 0.78 | 0.75 | 0.92 |
| EWI | 0.60 | 0.78 | 1.00 | 0.77 | 0.91 |
| EWG | 0.68 | 0.75 | 0.77 | 1.00 | 0.91 |
| Portfolio | 0.67 | 0.92 | 0.91 | 0.91 | 1.00 |