EWN vs. IEUR
Compare and contrast key facts about iShares MSCI Netherlands ETF (EWN) and iShares Core MSCI Europe ETF (IEUR).
EWN and IEUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWN is a passively managed fund by iShares that tracks the performance of the MSCI Netherlands Investable Market Index. It was launched on Mar 12, 1996. IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014. Both EWN and IEUR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EWN vs. IEUR - Performance Comparison
Loading graphics...
EWN vs. IEUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWN iShares MSCI Netherlands ETF | 1.89% | 34.87% | 1.67% | 22.08% | -24.43% | 22.74% | 23.23% | 32.45% | -15.37% | 33.73% |
IEUR iShares Core MSCI Europe ETF | -0.03% | 35.67% | 1.40% | 19.71% | -15.90% | 16.71% | 5.31% | 24.95% | -14.86% | 26.70% |
Returns By Period
In the year-to-date period, EWN achieves a 1.89% return, which is significantly higher than IEUR's -0.03% return. Over the past 10 years, EWN has outperformed IEUR with an annualized return of 11.47%, while IEUR has yielded a comparatively lower 8.97% annualized return.
EWN
- 1D
- -0.79%
- 1M
- -2.61%
- YTD
- 1.89%
- 6M
- 1.38%
- 1Y
- 30.44%
- 3Y*
- 14.42%
- 5Y*
- 6.66%
- 10Y*
- 11.47%
IEUR
- 1D
- -0.53%
- 1M
- -2.37%
- YTD
- -0.03%
- 6M
- 3.97%
- 1Y
- 21.12%
- 3Y*
- 14.03%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
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. IEUR - Expense Ratio Comparison
EWN has a 0.50% expense ratio, which is higher than IEUR's 0.09% expense ratio.
Return for Risk
EWN vs. IEUR — Risk / Return Rank
EWN
IEUR
EWN vs. IEUR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Netherlands ETF (EWN) and iShares Core MSCI Europe ETF (IEUR). 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.
| EWN | IEUR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 1.19 | +0.22 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.73 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.79 | +0.55 |
Martin ratioReturn relative to average drawdown | 8.81 | 6.80 | +2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EWN | IEUR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.19 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.49 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.48 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.33 | -0.04 |
Correlation
The correlation between EWN and IEUR is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EWN vs. IEUR - Dividend Comparison
EWN's dividend yield for the trailing twelve months is around 4.94%, more than IEUR's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWN iShares MSCI Netherlands ETF | 4.94% | 5.03% | 2.18% | 1.79% | 1.98% | 1.01% | 0.78% | 2.57% | 2.40% | 1.68% | 2.71% | 1.92% |
IEUR iShares Core MSCI Europe ETF | 2.97% | 2.97% | 3.54% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% |
Drawdowns
EWN vs. IEUR - Drawdown Comparison
The maximum EWN drawdown since its inception was -65.22%, which is greater than IEUR's maximum drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for EWN and IEUR.
Loading graphics...
Drawdown Indicators
| EWN | IEUR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.22% | -36.96% | -28.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -12.04% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -43.57% | -32.75% | -10.82% |
Max Drawdown (10Y)Largest decline over 10 years | -43.57% | -36.96% | -6.61% |
Current DrawdownCurrent decline from peak | -8.88% | -7.54% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -8.30% | -8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 3.17% | +0.34% |
Volatility
EWN vs. IEUR - Volatility Comparison
iShares MSCI Netherlands ETF (EWN) has a higher volatility of 8.56% compared to iShares Core MSCI Europe ETF (IEUR) at 7.23%. This indicates that EWN's price experiences larger fluctuations and is considered to be riskier than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EWN | IEUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | 7.23% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 10.98% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.74% | 17.82% | +3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.67% | 17.53% | +5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.19% | 18.59% | +2.60% |