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EWI vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWI vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Italy ETF (EWI) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWI achieves a 11.51% return, which is significantly lower than UGA's 64.09% return. Both investments have delivered pretty close results over the past 10 years, with EWI having a 14.84% annualized return and UGA not far behind at 14.31%.


EWI

1D
-1.72%
1M
3.40%
YTD
11.51%
6M
11.36%
1Y
32.13%
3Y*
29.08%
5Y*
16.72%
10Y*
14.84%

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWI vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWI
iShares MSCI Italy ETF
11.51%55.72%10.23%30.63%-14.16%14.38%1.69%26.98%-17.18%28.70%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between EWI and UGA is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.28

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2008

0.25

The correlation between EWI and UGA shifts across timeframes, from -0.28 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EWI vs. UGA — Risk / Return Rank

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

EWI
EWI Risk / Return Rank: 5454
Overall Rank
EWI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EWI Sortino Ratio Rank: 5252
Sortino Ratio Rank
EWI Omega Ratio Rank: 4949
Omega Ratio Rank
EWI Calmar Ratio Rank: 5656
Calmar Ratio Rank
EWI Martin Ratio Rank: 5858
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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.

EWI vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Italy ETF (EWI) and United States Gasoline Fund LP (UGA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EWIUGADifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.30

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

2.59

3.17

-0.58

Martin ratioReturn relative to average drawdown

9.64

9.39

+0.25

EWI vs. UGA - Sharpe Ratio Comparison

The current EWI Sharpe Ratio is 1.75, which is comparable to the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of EWI and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EWI vs. UGA - Drawdown Comparison

The maximum EWI drawdown since its inception was -70.38%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for EWI and UGA.


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Drawdown Indicators


EWIUGADifference

Max Drawdown

Largest peak-to-trough decline

-70.38%

-86.59%

+16.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-18.96%

+6.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.80%

-26.68%

+9.88%

Max Drawdown (5Y)

Largest decline over 5 years

-35.25%

-38.11%

+2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-43.00%

-75.89%

+32.89%

Current Drawdown

Current decline from peak

-2.17%

-18.05%

+15.88%

Average Drawdown

Average peak-to-trough decline

-28.89%

-36.69%

+7.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

6.43%

-3.09%

Volatility

EWI vs. UGA - Volatility Comparison

The current volatility for iShares MSCI Italy ETF (EWI) is 5.76%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that EWI experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWIUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

9.24%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

15.40%

30.57%

-15.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.44%

35.22%

-16.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.16%

34.45%

-13.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.66%

37.22%

-14.56%

EWI vs. UGA - Expense Ratio Comparison

EWI has a 0.49% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

EWI vs. UGA - Dividend Comparison

EWI's dividend yield for the trailing twelve months is around 3.16%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EWI
iShares MSCI Italy ETF
3.16%2.80%4.07%3.40%4.57%2.63%1.66%3.80%4.71%2.19%3.64%2.31%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EWI and UGA have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.24%) compared to EWI (5.76%). In terms of maximum drawdown, EWI dropped -70.38% vs UGA's -86.59%.

On 10-year performance, EWI leads with 14.84% vs 14.31% for UGA. On fees, EWI is cheaper at 0.49% per year. On volatility, EWI has been the lower-risk option at 5.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EWI has performed better with a 14.84% return vs 14.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EWI is cheaper with a 0.49% expense ratio, compared with 0.75% for UGA.

EWI has the higher dividend yield at 3.16%, compared with 0.00% for UGA.

EWI is categorized as Europe Equities, while UGA is Oil & Gas. EWI tracks MSCI Italy Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: iShares and Concierge Technologies. Their fees differ too: 0.49% for EWI and 0.75% for UGA.

EWI currently has the higher Sharpe Ratio (1.75 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EWI and UGA

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