PortfoliosLab logoPortfoliosLab logo
EIRL vs. EWK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIRL vs. EWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Ireland ETF (EIRL) and iShares MSCI Belgium ETF (EWK). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EIRL vs. EWK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIRL
iShares MSCI Ireland ETF
-5.67%28.82%-1.64%35.13%-18.83%13.72%9.63%28.15%-21.92%29.82%
EWK
iShares MSCI Belgium ETF
1.68%35.38%0.14%7.47%-13.98%12.84%0.04%25.92%-20.40%23.70%

Returns By Period

In the year-to-date period, EIRL achieves a -5.67% return, which is significantly lower than EWK's 1.68% return. Over the past 10 years, EIRL has outperformed EWK with an annualized return of 7.13%, while EWK has yielded a comparatively lower 6.00% annualized return.


EIRL

1D
0.71%
1M
-5.81%
YTD
-5.67%
6M
2.75%
1Y
20.04%
3Y*
10.40%
5Y*
6.18%
10Y*
7.13%

EWK

1D
1.64%
1M
-5.03%
YTD
1.68%
6M
5.18%
1Y
28.29%
3Y*
11.94%
5Y*
6.33%
10Y*
6.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EIRL vs. EWK - Expense Ratio Comparison

Both EIRL and EWK have an expense ratio of 0.49%.


Return for Risk

EIRL vs. EWK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIRL
EIRL Risk / Return Rank: 5454
Overall Rank
EIRL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EIRL Sortino Ratio Rank: 5656
Sortino Ratio Rank
EIRL Omega Ratio Rank: 5353
Omega Ratio Rank
EIRL Calmar Ratio Rank: 5353
Calmar Ratio Rank
EIRL Martin Ratio Rank: 5151
Martin Ratio Rank

EWK
EWK Risk / Return Rank: 7777
Overall Rank
EWK Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EWK Sortino Ratio Rank: 8585
Sortino Ratio Rank
EWK Omega Ratio Rank: 8383
Omega Ratio Rank
EWK Calmar Ratio Rank: 6666
Calmar Ratio Rank
EWK Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIRL vs. EWK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Ireland ETF (EIRL) and iShares MSCI Belgium ETF (EWK). 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.


EIRLEWKDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.77

-0.75

Sortino ratio

Return per unit of downside risk

1.52

2.38

-0.87

Omega ratio

Gain probability vs. loss probability

1.21

1.34

-0.13

Calmar ratio

Return relative to maximum drawdown

1.45

1.79

-0.34

Martin ratio

Return relative to average drawdown

5.27

7.28

-2.01

EIRL vs. EWK - Sharpe Ratio Comparison

The current EIRL Sharpe Ratio is 1.02, which is lower than the EWK Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of EIRL and EWK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EIRLEWKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.77

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.36

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.32

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.25

+0.16

Correlation

The correlation between EIRL and EWK is 0.69, 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

EIRL vs. EWK - Dividend Comparison

EIRL's dividend yield for the trailing twelve months is around 2.87%, more than EWK's 1.71% yield.


TTM20252024202320222021202020192018201720162015
EIRL
iShares MSCI Ireland ETF
2.87%2.71%2.56%1.00%1.13%0.82%0.50%2.11%1.52%1.44%1.34%1.70%
EWK
iShares MSCI Belgium ETF
1.71%1.73%3.25%2.09%2.58%3.64%1.66%2.77%2.78%2.91%1.75%2.06%

Drawdowns

EIRL vs. EWK - Drawdown Comparison

The maximum EIRL drawdown since its inception was -46.48%, smaller than the maximum EWK drawdown of -74.10%. Use the drawdown chart below to compare losses from any high point for EIRL and EWK.


Loading graphics...

Drawdown Indicators


EIRLEWKDifference

Max Drawdown

Largest peak-to-trough decline

-46.48%

-74.10%

+27.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.28%

-15.47%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-40.14%

-35.22%

-4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-46.48%

-42.80%

-3.68%

Current Drawdown

Current decline from peak

-10.07%

-10.08%

+0.01%

Average Drawdown

Average peak-to-trough decline

-9.16%

-21.63%

+12.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.80%

+0.13%

Volatility

EIRL vs. EWK - Volatility Comparison

iShares MSCI Ireland ETF (EIRL) and iShares MSCI Belgium ETF (EWK) have volatilities of 7.77% and 7.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EIRLEWKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

7.57%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

10.86%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

19.70%

16.03%

+3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

17.67%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.63%

18.95%

+2.68%