EWK vs. ^FCHI
Compare and contrast key facts about iShares MSCI Belgium ETF (EWK) and CAC 40 (^FCHI).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWK or ^FCHI.
Performance
EWK vs. ^FCHI - Performance Comparison
Returns By Period
In the year-to-date period, EWK achieves a 1.62% return, which is significantly higher than ^FCHI's -4.37% return. Over the past 10 years, EWK has underperformed ^FCHI with an annualized return of 3.79%, while ^FCHI has yielded a comparatively higher 5.06% annualized return.
EWK
1.62%
-6.89%
-1.65%
5.34%
1.94%
3.79%
^FCHI
-4.37%
-4.27%
-10.97%
-0.65%
4.06%
5.06%
Key characteristics
| EWK | ^FCHI | |
|---|---|---|
| Sharpe Ratio | 0.43 | -0.06 |
| Sortino Ratio | 0.65 | 0.01 |
| Omega Ratio | 1.08 | 1.00 |
| Calmar Ratio | 0.35 | -0.05 |
| Martin Ratio | 1.82 | -0.11 |
| Ulcer Index | 3.30% | 6.36% |
| Daily Std Dev | 14.10% | 12.61% |
| Max Drawdown | -74.10% | -65.29% |
| Current Drawdown | -11.36% | -12.46% |
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Correlation
The correlation between EWK and ^FCHI is 0.59, 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. ^FCHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Belgium ETF (EWK) and CAC 40 (^FCHI). 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.
Drawdowns
EWK vs. ^FCHI - Drawdown Comparison
The maximum EWK drawdown since its inception was -74.10%, which is greater than ^FCHI's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for EWK and ^FCHI. For additional features, visit the drawdowns tool.
Volatility
EWK vs. ^FCHI - Volatility Comparison
The current volatility for iShares MSCI Belgium ETF (EWK) is 4.22%, while CAC 40 (^FCHI) has a volatility of 5.29%. This indicates that EWK experiences smaller price fluctuations and is considered to be less risky than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.