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EWK vs. EWQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWK and EWQ is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

EWK vs. EWQ - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
372.19%
638.69%
EWK
EWQ

Key characteristics

Sharpe Ratio

EWK:

0.83

EWQ:

0.19

Sortino Ratio

EWK:

1.23

EWQ:

0.42

Omega Ratio

EWK:

1.17

EWQ:

1.05

Calmar Ratio

EWK:

1.02

EWQ:

0.25

Martin Ratio

EWK:

2.50

EWQ:

0.50

Ulcer Index

EWK:

5.90%

EWQ:

7.69%

Daily Std Dev

EWK:

17.77%

EWQ:

20.21%

Max Drawdown

EWK:

-74.10%

EWQ:

-61.41%

Current Drawdown

EWK:

-0.92%

EWQ:

-2.55%

Returns By Period

In the year-to-date period, EWK achieves a 13.43% return, which is significantly lower than EWQ's 14.13% return. Over the past 10 years, EWK has underperformed EWQ with an annualized return of 4.19%, while EWQ has yielded a comparatively higher 6.87% annualized return.


EWK

YTD

13.43%

1M

4.64%

6M

4.18%

1Y

15.60%

5Y*

9.96%

10Y*

4.19%

EWQ

YTD

14.13%

1M

1.16%

6M

7.86%

1Y

4.53%

5Y*

14.87%

10Y*

6.87%

*Annualized

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EWK vs. EWQ - Expense Ratio Comparison

EWK has a 0.49% expense ratio, which is lower than EWQ's 0.50% expense ratio.


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

Risk-Adjusted Performance

EWK vs. EWQ — Risk-Adjusted Performance Rank

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

EWK
The Risk-Adjusted Performance Rank of EWK is 7575
Overall Rank
The Sharpe Ratio Rank of EWK is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of EWK is 7474
Sortino Ratio Rank
The Omega Ratio Rank of EWK is 7474
Omega Ratio Rank
The Calmar Ratio Rank of EWK is 8383
Calmar Ratio Rank
The Martin Ratio Rank of EWK is 6767
Martin Ratio Rank

EWQ
The Risk-Adjusted Performance Rank of EWQ is 3434
Overall Rank
The Sharpe Ratio Rank of EWQ is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of EWQ is 3434
Sortino Ratio Rank
The Omega Ratio Rank of EWQ is 3131
Omega Ratio Rank
The Calmar Ratio Rank of EWQ is 4141
Calmar Ratio Rank
The Martin Ratio Rank of EWQ is 3030
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.

EWK vs. EWQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Belgium ETF (EWK) and iShares MSCI France ETF (EWQ). 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 EWK, currently valued at 0.83, compared to the broader market-1.000.001.002.003.004.00
EWK: 0.83
EWQ: 0.19
The chart of Sortino ratio for EWK, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.00
EWK: 1.23
EWQ: 0.42
The chart of Omega ratio for EWK, currently valued at 1.17, compared to the broader market0.501.001.502.00
EWK: 1.17
EWQ: 1.05
The chart of Calmar ratio for EWK, currently valued at 1.02, compared to the broader market0.002.004.006.008.0010.0012.00
EWK: 1.02
EWQ: 0.25
The chart of Martin ratio for EWK, currently valued at 2.50, compared to the broader market0.0020.0040.0060.00
EWK: 2.50
EWQ: 0.50

The current EWK Sharpe Ratio is 0.83, which is higher than the EWQ Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of EWK and EWQ, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.83
0.19
EWK
EWQ

Dividends

EWK vs. EWQ - Dividend Comparison

EWK's dividend yield for the trailing twelve months is around 2.87%, less than EWQ's 2.90% yield.


TTM20242023202220212020201920182017201620152014
EWK
iShares MSCI Belgium ETF
2.87%3.25%2.09%2.58%3.64%1.66%2.77%2.78%2.91%1.75%2.06%1.85%
EWQ
iShares MSCI France ETF
2.90%3.31%2.73%3.23%3.79%1.02%2.44%2.90%1.90%2.84%2.25%3.38%

Drawdowns

EWK vs. EWQ - Drawdown Comparison

The maximum EWK drawdown since its inception was -74.10%, which is greater than EWQ's maximum drawdown of -61.41%. Use the drawdown chart below to compare losses from any high point for EWK and EWQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.92%
-2.55%
EWK
EWQ

Volatility

EWK vs. EWQ - Volatility Comparison

The current volatility for iShares MSCI Belgium ETF (EWK) is 8.83%, while iShares MSCI France ETF (EWQ) has a volatility of 11.89%. This indicates that EWK experiences smaller price fluctuations and is considered to be less risky than EWQ based on this measure. 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
8.83%
11.89%
EWK
EWQ