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EWG vs. EWK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWG vs. EWK - Performance Comparison

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

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EWG vs. EWK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWG
iShares MSCI Germany ETF
-6.66%35.79%9.79%23.35%-22.27%5.84%10.09%19.15%-21.40%27.42%
EWK
iShares MSCI Belgium ETF
0.04%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, EWG achieves a -6.66% return, which is significantly lower than EWK's 0.04% return. Over the past 10 years, EWG has outperformed EWK with an annualized return of 7.03%, while EWK has yielded a comparatively lower 5.83% annualized return.


EWG

1D
3.39%
1M
-10.53%
YTD
-6.66%
6M
-4.66%
1Y
8.76%
3Y*
14.25%
5Y*
5.73%
10Y*
7.03%

EWK

1D
3.36%
1M
-8.47%
YTD
0.04%
6M
5.37%
1Y
25.60%
3Y*
11.34%
5Y*
5.98%
10Y*
5.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWG vs. EWK - Expense Ratio Comparison

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


Return for Risk

EWG vs. EWK — Risk / Return Rank

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

EWG
EWG Risk / Return Rank: 2727
Overall Rank
EWG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EWG Sortino Ratio Rank: 2828
Sortino Ratio Rank
EWG Omega Ratio Rank: 2727
Omega Ratio Rank
EWG Calmar Ratio Rank: 2626
Calmar Ratio Rank
EWG Martin Ratio Rank: 2525
Martin Ratio Rank

EWK
EWK Risk / Return Rank: 7575
Overall Rank
EWK Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EWK Sortino Ratio Rank: 8383
Sortino Ratio Rank
EWK Omega Ratio Rank: 8080
Omega Ratio Rank
EWK Calmar Ratio Rank: 6363
Calmar Ratio Rank
EWK Martin Ratio Rank: 6565
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.

EWG vs. EWK - Risk-Adjusted Trends Comparison

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


EWGEWKDifference

Sharpe ratio

Return per unit of total volatility

0.44

1.61

-1.17

Sortino ratio

Return per unit of downside risk

0.77

2.19

-1.41

Omega ratio

Gain probability vs. loss probability

1.10

1.31

-0.21

Calmar ratio

Return relative to maximum drawdown

0.54

1.58

-1.04

Martin ratio

Return relative to average drawdown

1.76

6.54

-4.77

EWG vs. EWK - Sharpe Ratio Comparison

The current EWG Sharpe Ratio is 0.44, which is lower than the EWK Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of EWG 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.


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Sharpe Ratios by Period


EWGEWKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.61

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.34

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.31

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.25

-0.01

Correlation

The correlation between EWG 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

EWG vs. EWK - Dividend Comparison

EWG's dividend yield for the trailing twelve months is around 1.71%, less than EWK's 1.73% yield.


TTM20252024202320222021202020192018201720162015
EWG
iShares MSCI Germany ETF
1.71%1.60%2.38%2.56%3.24%2.70%1.67%2.51%2.93%2.06%2.35%1.93%
EWK
iShares MSCI Belgium ETF
1.73%1.73%3.25%2.09%2.58%3.64%1.66%2.77%2.78%2.91%1.75%2.06%

Drawdowns

EWG vs. EWK - Drawdown Comparison

The maximum EWG drawdown since its inception was -67.57%, smaller than the maximum EWK drawdown of -74.10%. Use the drawdown chart below to compare losses from any high point for EWG and EWK.


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Drawdown Indicators


EWGEWKDifference

Max Drawdown

Largest peak-to-trough decline

-67.57%

-74.10%

+6.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-15.47%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-43.44%

-35.22%

-8.22%

Max Drawdown (10Y)

Largest decline over 10 years

-46.80%

-42.80%

-4.00%

Current Drawdown

Current decline from peak

-10.97%

-11.53%

+0.56%

Average Drawdown

Average peak-to-trough decline

-19.28%

-21.63%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

3.75%

+0.71%

Volatility

EWG vs. EWK - Volatility Comparison

iShares MSCI Germany ETF (EWG) has a higher volatility of 8.65% compared to iShares MSCI Belgium ETF (EWK) at 7.65%. This indicates that EWG's price experiences larger fluctuations and is considered to be riskier than EWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWGEWKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

7.65%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.39%

10.79%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

19.80%

15.99%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

17.68%

+2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

18.95%

+2.08%