EWK vs. EPOL
Compare and contrast key facts about iShares MSCI Belgium ETF (EWK) and iShares MSCI Poland ETF (EPOL).
EWK and EPOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWK is a passively managed fund by iShares that tracks the performance of the MSCI Belgium Investable Market Index. It was launched on Mar 12, 1996. EPOL is a passively managed fund by iShares that tracks the performance of the MSCI Poland Investable Market Index. It was launched on May 25, 2010. Both EWK and EPOL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWK or EPOL.
Performance
EWK vs. EPOL - Performance Comparison
Returns By Period
In the year-to-date period, EWK achieves a 1.72% return, which is significantly higher than EPOL's -4.40% return. Over the past 10 years, EWK has outperformed EPOL with an annualized return of 3.92%, while EPOL has yielded a comparatively lower -0.09% annualized return.
EWK
1.72%
-7.30%
-2.43%
6.13%
1.97%
3.92%
EPOL
-4.40%
-7.16%
-14.99%
2.22%
2.45%
-0.09%
Key characteristics
| EWK | EPOL | |
|---|---|---|
| Sharpe Ratio | 0.39 | 0.04 |
| Sortino Ratio | 0.60 | 0.23 |
| Omega Ratio | 1.08 | 1.03 |
| Calmar Ratio | 0.32 | 0.04 |
| Martin Ratio | 1.69 | 0.16 |
| Ulcer Index | 3.24% | 6.42% |
| Daily Std Dev | 14.11% | 24.12% |
| Max Drawdown | -74.10% | -63.72% |
| Current Drawdown | -11.26% | -23.26% |
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EWK vs. EPOL - Expense Ratio Comparison
EWK has a 0.49% expense ratio, which is lower than EPOL's 0.61% expense ratio.
Correlation
The correlation between EWK and EPOL is 0.66, 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.
Risk-Adjusted Performance
EWK vs. EPOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Belgium ETF (EWK) and iShares MSCI Poland ETF (EPOL). 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.
Dividends
EWK vs. EPOL - Dividend Comparison
EWK's dividend yield for the trailing twelve months is around 2.28%, less than EPOL's 5.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWK iShares MSCI Belgium ETF | 2.28% | 2.09% | 2.58% | 3.63% | 1.66% | 2.77% | 2.77% | 2.91% | 1.75% | 2.06% | 1.85% | 4.62% |
EPOL iShares MSCI Poland ETF | 5.10% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.15% | 2.53% | 3.44% | 3.27% |
Drawdowns
EWK vs. EPOL - Drawdown Comparison
The maximum EWK drawdown since its inception was -74.10%, which is greater than EPOL's maximum drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for EWK and EPOL. For additional features, visit the drawdowns tool.
Volatility
EWK vs. EPOL - Volatility Comparison
The current volatility for iShares MSCI Belgium ETF (EWK) is 4.21%, while iShares MSCI Poland ETF (EPOL) has a volatility of 7.68%. This indicates that EWK experiences smaller price fluctuations and is considered to be less risky than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.