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EWGS vs. EWUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWGS and EWUS is 0.65, 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.


-0.50.00.51.00.6

Performance

EWGS vs. EWUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Germany Small-Cap ETF (EWGS) and iShares MSCI United Kingdom Small-Cap ETF (EWUS). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
144.05%
90.12%
EWGS
EWUS

Key characteristics

Returns By Period


EWGS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EWUS

YTD

3.44%

1M

-0.03%

6M

-0.76%

1Y

4.25%

5Y*

-1.51%

10Y*

2.09%

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EWGS vs. EWUS - Expense Ratio Comparison

Both EWGS and EWUS have an expense ratio of 0.59%.


EWGS
iShares MSCI Germany Small-Cap ETF
Expense ratio chart for EWGS: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for EWUS: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

EWGS vs. EWUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Germany Small-Cap ETF (EWGS) and iShares MSCI United Kingdom Small-Cap ETF (EWUS). 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.


Sharpe ratio
No data
The chart of Calmar ratio for EWGS, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.000.18
EWGS
EWUS


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
1.00
0.29
EWGS
EWUS

Dividends

EWGS vs. EWUS - Dividend Comparison

EWGS has not paid dividends to shareholders, while EWUS's dividend yield for the trailing twelve months is around 3.67%.


TTM20232022202120202019201820172016201520142013
EWGS
iShares MSCI Germany Small-Cap ETF
0.00%2.74%2.30%1.12%1.11%1.75%2.63%0.04%0.07%1.20%0.60%0.09%
EWUS
iShares MSCI United Kingdom Small-Cap ETF
3.67%2.88%2.03%3.54%1.97%2.59%3.52%2.61%3.18%2.85%3.33%0.80%

Drawdowns

EWGS vs. EWUS - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-36.32%
-23.31%
EWGS
EWUS

Volatility

EWGS vs. EWUS - Volatility Comparison

The current volatility for iShares MSCI Germany Small-Cap ETF (EWGS) is 0.00%, while iShares MSCI United Kingdom Small-Cap ETF (EWUS) has a volatility of 4.60%. This indicates that EWGS experiences smaller price fluctuations and is considered to be less risky than EWUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember0
4.60%
EWGS
EWUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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