DTE vs. EWN
DTE (DTE Energy Company) is a stock, while EWN (iShares MSCI Netherlands ETF) is Europe Equities fund tracking the MSCI Netherlands Investable Market Index. Over the past 10 years, DTE returned 9.58%/yr vs 12.79%/yr for EWN. At a 0.27 correlation, their price movements are largely independent.
Performance
DTE vs. EWN - Performance Comparison
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Returns By Period
In the year-to-date period, DTE achieves a 10.81% return, which is significantly lower than EWN's 18.09% return. Over the past 10 years, DTE has underperformed EWN with an annualized return of 9.58%, while EWN has yielded a comparatively higher 12.79% annualized return.
DTE
- 1D
- -0.59%
- 1M
- -3.35%
- YTD
- 10.81%
- 6M
- 8.29%
- 1Y
- 8.11%
- 3Y*
- 13.03%
- 5Y*
- 7.40%
- 10Y*
- 9.58%
EWN
- 1D
- -1.30%
- 1M
- 8.53%
- YTD
- 18.09%
- 6M
- 18.14%
- 1Y
- 33.81%
- 3Y*
- 19.93%
- 5Y*
- 8.69%
- 10Y*
- 12.79%
DTE vs. EWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTE DTE Energy Company | 10.81% | 10.42% | 13.49% | -2.81% | 1.23% | 19.35% | -2.86% | 21.38% | 4.21% | 14.59% |
EWN iShares MSCI Netherlands ETF | 18.09% | 34.87% | 1.67% | 22.08% | -24.43% | 22.74% | 23.23% | 32.45% | -15.37% | 33.73% |
Correlation
The correlation between DTE and EWN is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 1996 | 0.27 |
Over the past year, the correlation between DTE and EWN has dropped to 0.05 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
DTE vs. EWN — Risk / Return Rank
DTE
EWN
DTE vs. EWN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) and iShares MSCI Netherlands ETF (EWN). 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.
| DTE | EWN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.30 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.57 | -1.76 |
| Martin ratioReturn relative to average drawdown | 1.87 | 9.70 | -7.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DTE | EWN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.73 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.38 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.60 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.31 | +0.04 |
Drawdowns
DTE vs. EWN - Drawdown Comparison
The maximum DTE drawdown since its inception was -67.92%, roughly equal to the maximum EWN drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for DTE and EWN.
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Drawdown Indicators
| DTE | EWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.92% | -65.22% | -2.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -13.24% | +3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -17.97% | -19.77% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -28.93% | -43.57% | +14.64% |
Max Drawdown (10Y)Largest decline over 10 years | -42.45% | -43.57% | +1.12% |
Current DrawdownCurrent decline from peak | -6.51% | -1.30% | -5.21% |
Average DrawdownAverage peak-to-trough decline | -17.23% | -16.35% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 3.49% | +0.85% |
Volatility
DTE vs. EWN - Volatility Comparison
The current volatility for DTE Energy Company (DTE) is 5.91%, while iShares MSCI Netherlands ETF (EWN) has a volatility of 7.50%. This indicates that DTE experiences smaller price fluctuations and is considered to be less risky than EWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTE | EWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 7.50% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 16.37% | -3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 19.68% | -3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 22.88% | -4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.30% | 21.36% | +0.94% |
Dividends
DTE vs. EWN - Dividend Comparison
DTE's dividend yield for the trailing twelve months is around 3.18%, less than EWN's 4.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE DTE Energy Company | 3.18% | 3.44% | 3.44% | 3.52% | 3.07% | 2.98% | 3.40% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% |
EWN iShares MSCI Netherlands ETF | 4.26% | 5.03% | 2.18% | 1.79% | 1.98% | 1.01% | 0.78% | 2.57% | 2.40% | 1.68% | 2.71% | 1.92% |
Frequently Asked Questions
DTE and EWN have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWN has higher volatility (7.50%) compared to DTE (5.91%). In terms of maximum drawdown, DTE dropped -67.92% vs EWN's -65.22%.
EWN currently has the higher Sharpe Ratio (1.73 vs 0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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