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EWG vs. IEUR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWG and IEUR is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

EWG vs. IEUR - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
60.58%
68.73%
EWG
IEUR

Key characteristics

Sharpe Ratio

EWG:

1.49

IEUR:

0.69

Sortino Ratio

EWG:

2.19

IEUR:

1.08

Omega Ratio

EWG:

1.29

IEUR:

1.14

Calmar Ratio

EWG:

1.96

IEUR:

0.87

Martin Ratio

EWG:

7.77

IEUR:

2.33

Ulcer Index

EWG:

3.91%

IEUR:

5.31%

Daily Std Dev

EWG:

20.43%

IEUR:

17.97%

Max Drawdown

EWG:

-67.57%

IEUR:

-36.96%

Current Drawdown

EWG:

0.00%

IEUR:

-1.04%

Returns By Period

In the year-to-date period, EWG achieves a 23.70% return, which is significantly higher than IEUR's 14.91% return. Over the past 10 years, EWG has underperformed IEUR with an annualized return of 5.26%, while IEUR has yielded a comparatively higher 5.76% annualized return.


EWG

YTD

23.70%

1M

4.79%

6M

20.29%

1Y

31.38%

5Y*

14.80%

10Y*

5.26%

IEUR

YTD

14.91%

1M

1.72%

6M

7.92%

1Y

13.15%

5Y*

13.50%

10Y*

5.76%

*Annualized

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EWG vs. IEUR - Expense Ratio Comparison

EWG has a 0.49% expense ratio, which is higher than IEUR's 0.09% expense ratio.


Expense ratio chart for EWG: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWG: 0.49%
Expense ratio chart for IEUR: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEUR: 0.09%

Risk-Adjusted Performance

EWG vs. IEUR — Risk-Adjusted Performance Rank

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

EWG
The Risk-Adjusted Performance Rank of EWG is 9090
Overall Rank
The Sharpe Ratio Rank of EWG is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of EWG is 9090
Sortino Ratio Rank
The Omega Ratio Rank of EWG is 8989
Omega Ratio Rank
The Calmar Ratio Rank of EWG is 9393
Calmar Ratio Rank
The Martin Ratio Rank of EWG is 9090
Martin Ratio Rank

IEUR
The Risk-Adjusted Performance Rank of IEUR is 6969
Overall Rank
The Sharpe Ratio Rank of IEUR is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of IEUR is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IEUR is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IEUR is 7979
Calmar Ratio Rank
The Martin Ratio Rank of IEUR is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EWG vs. IEUR - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for EWG, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.00
EWG: 1.49
IEUR: 0.69
The chart of Sortino ratio for EWG, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.00
EWG: 2.19
IEUR: 1.08
The chart of Omega ratio for EWG, currently valued at 1.29, compared to the broader market0.501.001.502.002.50
EWG: 1.29
IEUR: 1.14
The chart of Calmar ratio for EWG, currently valued at 1.96, compared to the broader market0.002.004.006.008.0010.0012.00
EWG: 1.96
IEUR: 0.87
The chart of Martin ratio for EWG, currently valued at 7.77, compared to the broader market0.0020.0040.0060.00
EWG: 7.77
IEUR: 2.33

The current EWG Sharpe Ratio is 1.49, which is higher than the IEUR Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of EWG and IEUR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.49
0.69
EWG
IEUR

Dividends

EWG vs. IEUR - Dividend Comparison

EWG's dividend yield for the trailing twelve months is around 1.93%, less than IEUR's 3.08% yield.


TTM20242023202220212020201920182017201620152014
EWG
iShares MSCI Germany ETF
1.93%2.38%2.56%3.24%2.70%2.10%2.51%2.93%2.06%2.35%1.93%2.30%
IEUR
iShares Core MSCI Europe ETF
3.08%3.54%3.17%3.05%2.87%2.13%3.26%3.76%2.64%3.19%2.79%0.64%

Drawdowns

EWG vs. IEUR - Drawdown Comparison

The maximum EWG drawdown since its inception was -67.57%, which is greater than IEUR's maximum drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for EWG and IEUR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-1.04%
EWG
IEUR

Volatility

EWG vs. IEUR - Volatility Comparison

iShares MSCI Germany ETF (EWG) and iShares Core MSCI Europe ETF (IEUR) have volatilities of 12.52% and 12.00%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.52%
12.00%
EWG
IEUR