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EWL vs. FLEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWL vs. FLEE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Switzerland ETF (EWL) and Franklin FTSE Europe ETF (FLEE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWL achieves a 7.20% return, which is significantly lower than FLEE's 9.38% return.


EWL

1D
-1.19%
1M
-1.28%
6M
4.45%
YTD
7.20%
1Y
22.60%
3Y*
12.29%
5Y*
6.77%
10Y*
9.91%
ALL TIME*
7.56%

FLEE

1D
-1.34%
1M
0.04%
6M
4.27%
YTD
9.38%
1Y
23.53%
3Y*
16.22%
5Y*
9.49%
10Y*
ALL TIME*
8.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$28.12M$30.49M$28.31M
$309.38K$221.20K$513.36K

EWL vs. FLEE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWL
iShares MSCI Switzerland ETF
7.20%32.92%-2.80%17.67%-18.89%20.20%11.80%31.58%-9.21%2.74%
FLEE
Franklin FTSE Europe ETF
9.38%35.76%2.03%20.46%-15.22%16.84%5.33%24.41%-14.97%1.80%

Correlation

The correlation between EWL and FLEE is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.82

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.83

The correlation between EWL and FLEE has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.

EWL vs. FLEE - Sectors Allocation Comparison


Sectors
EWL
FLEE

Healthcare

37.2%
12.9%

Financial Services

18.2%
24.4%

Consumer Defensive

13.5%
8.3%

Industrials

12.9%
19.4%

Basic Materials

7.0%
5.5%

Consumer Cyclical

6.3%
6.7%

Communication Services

1.2%
2.6%

Technology

1.0%
9.8%

Real Estate

0.9%
1.0%

Utilities

0.4%
4.8%

Energy

-

4.4%

Healthcare

EWL
37.2%
FLEE
12.9%

Financial Services

EWL
18.2%
FLEE
24.4%

Consumer Defensive

EWL
13.5%
FLEE
8.3%

Industrials

EWL
12.9%
FLEE
19.4%

Basic Materials

EWL
7.0%
FLEE
5.5%

Consumer Cyclical

EWL
6.3%
FLEE
6.7%

Communication Services

EWL
1.2%
FLEE
2.6%

Technology

EWL
1.0%
FLEE
9.8%

Real Estate

EWL
0.9%
FLEE
1.0%

Utilities

EWL
0.4%
FLEE
4.8%

Energy

EWL

-

FLEE
4.4%

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Return for Risk

EWL vs. FLEE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EWL
EWL Risk / Return Rank: 5454
Overall Rank
EWL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EWL Sortino Ratio Rank: 6262
Sortino Ratio Rank
EWL Omega Ratio Rank: 5656
Omega Ratio Rank
EWL Calmar Ratio Rank: 4646
Calmar Ratio Rank
EWL Martin Ratio Rank: 4747
Martin Ratio Rank

FLEE
FLEE Risk / Return Rank: 5454
Overall Rank
FLEE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FLEE Sortino Ratio Rank: 5757
Sortino Ratio Rank
FLEE Omega Ratio Rank: 5454
Omega Ratio Rank
FLEE Calmar Ratio Rank: 4949
Calmar Ratio Rank
FLEE Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EWL vs. FLEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Switzerland ETF (EWL) and Franklin FTSE Europe ETF (FLEE). 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.


EWLFLEEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

1.63

1.76

-0.13

Martin ratioReturn relative to average drawdown

5.39

6.54

-1.15

EWL vs. FLEE - Sharpe Ratio Comparison

The current EWL Sharpe Ratio is 1.40, which is comparable to the FLEE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of EWL and FLEE, 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

EWL vs. FLEE - Drawdown Comparison

The maximum EWL drawdown since its inception was -51.62%, which is greater than FLEE's maximum drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for EWL and FLEE.


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Drawdown Indicators


EWLFLEEDifference

Max Drawdown

Largest peak-to-trough decline

-51.62%

-37.27%

-14.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-12.37%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-13.48%

-14.59%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-31.62%

+2.63%

Max Drawdown (10Y)

Largest decline over 10 years

-28.99%

Current Drawdown

Current decline from peak

-1.28%

-1.34%

+0.06%

Average Drawdown

Average peak-to-trough decline

-11.04%

-7.00%

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

3.33%

+0.75%

Volatility

EWL vs. FLEE - Volatility Comparison

iShares MSCI Switzerland ETF (EWL) and Franklin FTSE Europe ETF (FLEE) have volatilities of 4.59% and 4.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWLFLEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

4.51%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

13.78%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

16.13%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

17.45%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

18.91%

-2.61%

EWL vs. FLEE - Expense Ratio Comparison

EWL has a 0.50% expense ratio, which is higher than FLEE's 0.09% expense ratio.


Dividends

EWL vs. FLEE - Dividend Comparison

EWL's dividend yield for the trailing twelve months is around 1.73%, less than FLEE's 3.13% yield.


PositionTTM20252024202320222021202020192018201720162015
EWL
iShares MSCI Switzerland ETF
1.73%1.71%2.21%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%
FLEE
Franklin FTSE Europe ETF
3.13%2.76%3.93%2.57%3.48%3.61%1.88%3.02%3.85%0.02%0.00%0.00%

Frequently Asked Questions


EWL and FLEE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWL has higher volatility (4.59%) compared to FLEE (4.51%). In terms of maximum drawdown, EWL dropped -51.62% vs FLEE's -37.27%.

On 5-year performance, FLEE leads with 9.49% vs 6.77% for EWL. On fees, FLEE is cheaper at 0.09% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLEE has performed better with a 9.49% return vs 6.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLEE is cheaper with a 0.09% expense ratio, compared with 0.50% for EWL.

FLEE has the higher dividend yield at 3.13%, compared with 1.73% for EWL.

EWL tracks MSCI Switzerland Index, while FLEE tracks FTSE Developed Europe RIC Capped Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.50% for EWL and 0.09% for FLEE.

EWL currently has the higher Sharpe Ratio (1.40 vs 1.35), 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

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