PortfoliosLab logoPortfoliosLab logo
EWN vs. FLSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWN vs. FLSW - Performance Comparison

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

Loading graphics...

EWN vs. FLSW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EWN
iShares MSCI Netherlands ETF
0.84%34.87%1.67%22.08%-24.43%22.74%23.23%32.45%-13.52%
FLSW
Franklin FTSE Switzerland ETF
-2.21%32.92%-1.77%16.79%-18.14%20.82%13.25%31.66%-7.85%

Returns By Period

In the year-to-date period, EWN achieves a 0.84% return, which is significantly higher than FLSW's -2.21% return.


EWN

1D
3.94%
1M
-8.42%
YTD
0.84%
6M
2.92%
1Y
29.48%
3Y*
14.21%
5Y*
6.44%
10Y*
11.35%

FLSW

1D
2.29%
1M
-10.00%
YTD
-2.21%
6M
5.90%
1Y
16.22%
3Y*
11.56%
5Y*
8.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EWN vs. FLSW - Expense Ratio Comparison

EWN has a 0.50% expense ratio, which is higher than FLSW's 0.09% expense ratio.


Return for Risk

EWN vs. FLSW — Risk / Return Rank

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

EWN
EWN Risk / Return Rank: 7777
Overall Rank
EWN Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EWN Sortino Ratio Rank: 8080
Sortino Ratio Rank
EWN Omega Ratio Rank: 7272
Omega Ratio Rank
EWN Calmar Ratio Rank: 7878
Calmar Ratio Rank
EWN Martin Ratio Rank: 7777
Martin Ratio Rank

FLSW
FLSW Risk / Return Rank: 5151
Overall Rank
FLSW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FLSW Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLSW Omega Ratio Rank: 5151
Omega Ratio Rank
FLSW Calmar Ratio Rank: 4444
Calmar Ratio Rank
FLSW Martin Ratio Rank: 4646
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.

EWN vs. FLSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Netherlands ETF (EWN) and Franklin FTSE Switzerland ETF (FLSW). 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.


EWNFLSWDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.99

+0.38

Sortino ratio

Return per unit of downside risk

2.06

1.46

+0.60

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

2.10

1.08

+1.02

Martin ratio

Return relative to average drawdown

8.12

4.21

+3.91

EWN vs. FLSW - Sharpe Ratio Comparison

The current EWN Sharpe Ratio is 1.37, which is higher than the FLSW Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of EWN and FLSW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EWNFLSWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.99

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.52

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.54

-0.26

Correlation

The correlation between EWN and FLSW is 0.70, 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.


Dividends

EWN vs. FLSW - Dividend Comparison

EWN's dividend yield for the trailing twelve months is around 4.99%, more than FLSW's 2.17% yield.


TTM20252024202320222021202020192018201720162015
EWN
iShares MSCI Netherlands ETF
4.99%5.03%2.18%1.79%1.98%1.01%0.78%2.57%2.40%1.68%2.71%1.92%
FLSW
Franklin FTSE Switzerland ETF
2.17%2.12%2.04%2.36%2.02%1.86%2.28%1.15%2.86%0.00%0.00%0.00%

Drawdowns

EWN vs. FLSW - Drawdown Comparison

The maximum EWN drawdown since its inception was -65.22%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for EWN and FLSW.


Loading graphics...

Drawdown Indicators


EWNFLSWDifference

Max Drawdown

Largest peak-to-trough decline

-65.22%

-28.16%

-37.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-13.38%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-43.57%

-28.16%

-15.41%

Max Drawdown (10Y)

Largest decline over 10 years

-43.57%

Current Drawdown

Current decline from peak

-9.82%

-10.00%

+0.18%

Average Drawdown

Average peak-to-trough decline

-16.43%

-5.97%

-10.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.43%

0.00%

Volatility

EWN vs. FLSW - Volatility Comparison

iShares MSCI Netherlands ETF (EWN) has a higher volatility of 8.90% compared to Franklin FTSE Switzerland ETF (FLSW) at 6.41%. This indicates that EWN's price experiences larger fluctuations and is considered to be riskier than FLSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EWNFLSWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

6.41%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.47%

10.64%

+3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

21.70%

16.53%

+5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.70%

15.50%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.19%

16.84%

+4.35%