IBDRY vs. EWP

In the year-to-date period, IBDRY achieves a 9.19% return, which is significantly higher than EWP's 1.91% return. Over the past 10 years, IBDRY has outperformed EWP with an annualized return of 19.00%, while EWP has yielded a comparatively lower 10.92% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Iberdrola SA (IBDRY) and iShares MSCI Spain ETF (EWP). 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.

The current IBDRY Sharpe Ratio is 2.29, which is comparable to the EWP Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IBDRY and EWP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between IBDRY and EWP is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

IBDRY's dividend yield for the trailing twelve months is around 3.36%, more than EWP's 2.23% yield.

The maximum IBDRY drawdown since its inception was -77.08%, which is greater than EWP's maximum drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for IBDRY and EWP.

The current volatility for Iberdrola SA (IBDRY) is 7.52%, while iShares MSCI Spain ETF (EWP) has a volatility of 8.33%. This indicates that IBDRY experiences smaller price fluctuations and is considered to be less risky than EWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.