PortfoliosLab logoPortfoliosLab logo
EWC vs. EWN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWC vs. EWN - Performance Comparison

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

Loading graphics...

EWC vs. EWN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWC
iShares MSCI Canada ETF
1.59%35.92%12.38%14.73%-12.95%26.98%5.52%27.58%-17.16%15.73%
EWN
iShares MSCI Netherlands ETF
0.84%34.87%1.67%22.08%-24.43%22.74%23.23%32.45%-15.37%33.73%

Returns By Period

In the year-to-date period, EWC achieves a 1.59% return, which is significantly higher than EWN's 0.84% return. Both investments have delivered pretty close results over the past 10 years, with EWC having a 11.09% annualized return and EWN not far ahead at 11.35%.


EWC

1D
2.56%
1M
-5.50%
YTD
1.59%
6M
9.35%
1Y
36.56%
3Y*
19.46%
5Y*
11.87%
10Y*
11.09%

EWN

1D
3.94%
1M
-8.42%
YTD
0.84%
6M
2.92%
1Y
29.48%
3Y*
14.21%
5Y*
6.44%
10Y*
11.35%
*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.


EWC vs. EWN - Expense Ratio Comparison

EWC has a 0.49% expense ratio, which is lower than EWN's 0.50% expense ratio.


Return for Risk

EWC vs. EWN — Risk / Return Rank

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

EWC
EWC Risk / Return Rank: 9494
Overall Rank
EWC Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EWC Sortino Ratio Rank: 9494
Sortino Ratio Rank
EWC Omega Ratio Rank: 9393
Omega Ratio Rank
EWC Calmar Ratio Rank: 9393
Calmar Ratio Rank
EWC Martin Ratio Rank: 9696
Martin Ratio Rank

EWN
EWN Risk / Return Rank: 7777
Overall Rank
EWN Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EWN Sortino Ratio Rank: 8080
Sortino Ratio Rank
EWN Omega Ratio Rank: 7272
Omega Ratio Rank
EWN Calmar Ratio Rank: 7878
Calmar Ratio Rank
EWN Martin Ratio Rank: 7777
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.

EWC vs. EWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Canada ETF (EWC) 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.


EWCEWNDifference

Sharpe ratio

Return per unit of total volatility

2.21

1.37

+0.84

Sortino ratio

Return per unit of downside risk

2.89

2.06

+0.84

Omega ratio

Gain probability vs. loss probability

1.42

1.27

+0.15

Calmar ratio

Return relative to maximum drawdown

3.50

2.10

+1.40

Martin ratio

Return relative to average drawdown

16.55

8.12

+8.44

EWC vs. EWN - Sharpe Ratio Comparison

The current EWC Sharpe Ratio is 2.21, which is higher than the EWN Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of EWC and EWN, 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


EWCEWNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

1.37

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.29

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.54

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.29

+0.11

Correlation

The correlation between EWC and EWN is 0.58, 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

EWC vs. EWN - Dividend Comparison

EWC's dividend yield for the trailing twelve months is around 1.43%, less than EWN's 4.99% yield.


TTM20252024202320222021202020192018201720162015
EWC
iShares MSCI Canada ETF
1.43%1.45%2.23%2.27%2.34%1.85%2.09%2.16%2.65%1.97%1.75%2.34%
EWN
iShares MSCI Netherlands ETF
4.99%5.03%2.18%1.79%1.98%1.01%0.78%2.57%2.40%1.68%2.71%1.92%

Drawdowns

EWC vs. EWN - Drawdown Comparison

The maximum EWC drawdown since its inception was -60.75%, smaller than the maximum EWN drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for EWC and EWN.


Loading graphics...

Drawdown Indicators


EWCEWNDifference

Max Drawdown

Largest peak-to-trough decline

-60.75%

-65.22%

+4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-13.24%

+2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-43.57%

+18.76%

Max Drawdown (10Y)

Largest decline over 10 years

-42.66%

-43.57%

+0.91%

Current Drawdown

Current decline from peak

-5.79%

-9.82%

+4.03%

Average Drawdown

Average peak-to-trough decline

-13.21%

-16.43%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

3.43%

-1.18%

Volatility

EWC vs. EWN - Volatility Comparison

The current volatility for iShares MSCI Canada ETF (EWC) is 5.87%, while iShares MSCI Netherlands ETF (EWN) has a volatility of 8.90%. This indicates that EWC 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.


Loading graphics...

Volatility by Period


EWCEWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

8.90%

-3.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

14.47%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.62%

21.70%

-5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

22.70%

-5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

21.19%

-2.39%