EDEN vs. EWI
Compare and contrast key facts about iShares MSCI Denmark ETF (EDEN) and iShares MSCI Italy ETF (EWI).
EDEN and EWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDEN is a passively managed fund by iShares that tracks the performance of the MSCI Denmark IMI 25/50 Index. It was launched on Jan 25, 2012. EWI is a passively managed fund by iShares that tracks the performance of the MSCI Italy Index. It was launched on Mar 12, 1996. Both EDEN and EWI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EDEN vs. EWI - Performance Comparison
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EDEN vs. EWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDEN iShares MSCI Denmark ETF | -8.55% | 10.58% | -3.94% | 17.99% | -11.47% | 14.81% | 42.56% | 24.37% | -14.43% | 35.39% |
EWI iShares MSCI Italy ETF | -1.67% | 55.72% | 10.23% | 30.63% | -14.16% | 14.38% | 1.69% | 26.98% | -17.18% | 28.70% |
Returns By Period
In the year-to-date period, EDEN achieves a -8.55% return, which is significantly lower than EWI's -1.67% return. Over the past 10 years, EDEN has underperformed EWI with an annualized return of 8.06%, while EWI has yielded a comparatively higher 12.01% annualized return.
EDEN
- 1D
- 3.58%
- 1M
- -3.26%
- YTD
- -8.55%
- 6M
- -2.66%
- 1Y
- 3.57%
- 3Y*
- 1.60%
- 5Y*
- 3.06%
- 10Y*
- 8.06%
EWI
- 1D
- 4.11%
- 1M
- -6.82%
- YTD
- -1.67%
- 6M
- 4.18%
- 1Y
- 30.14%
- 3Y*
- 24.97%
- 5Y*
- 14.90%
- 10Y*
- 12.01%
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EDEN vs. EWI - Expense Ratio Comparison
EDEN has a 0.53% expense ratio, which is higher than EWI's 0.49% expense ratio.
Return for Risk
EDEN vs. EWI — Risk / Return Rank
EDEN
EWI
EDEN vs. EWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Denmark ETF (EDEN) and iShares MSCI Italy ETF (EWI). 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.
| EDEN | EWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 1.41 | -1.26 |
Sortino ratioReturn per unit of downside risk | 0.37 | 2.00 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.28 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.11 | 2.02 | -1.91 |
Martin ratioReturn relative to average drawdown | 0.26 | 8.08 | -7.82 |
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
| EDEN | EWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 1.41 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.72 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.52 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.22 | +0.41 |
Correlation
The correlation between EDEN and EWI is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EDEN vs. EWI - Dividend Comparison
EDEN's dividend yield for the trailing twelve months is around 3.05%, more than EWI's 2.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDEN iShares MSCI Denmark ETF | 3.05% | 2.79% | 1.50% | 1.92% | 1.47% | 0.74% | 0.42% | 2.36% | 2.01% | 2.03% | 1.28% | 1.46% |
EWI iShares MSCI Italy ETF | 2.85% | 2.80% | 4.07% | 3.40% | 4.57% | 2.63% | 1.66% | 3.80% | 4.71% | 2.19% | 3.64% | 2.31% |
Drawdowns
EDEN vs. EWI - Drawdown Comparison
The maximum EDEN drawdown since its inception was -36.61%, smaller than the maximum EWI drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for EDEN and EWI.
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Drawdown Indicators
| EDEN | EWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.61% | -70.38% | +33.77% |
Max Drawdown (1Y)Largest decline over 1 year | -21.17% | -14.21% | -6.96% |
Max Drawdown (5Y)Largest decline over 5 years | -36.61% | -35.25% | -1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -36.61% | -43.00% | +6.39% |
Current DrawdownCurrent decline from peak | -18.46% | -7.79% | -10.67% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -29.10% | +21.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.74% | 3.55% | +5.19% |
Volatility
EDEN vs. EWI - Volatility Comparison
The current volatility for iShares MSCI Denmark ETF (EDEN) is 8.05%, while iShares MSCI Italy ETF (EWI) has a volatility of 8.91%. This indicates that EDEN experiences smaller price fluctuations and is considered to be less risky than EWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDEN | EWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 8.91% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 15.44% | 13.16% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.05% | 21.46% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 20.95% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 23.29% | -3.94% |