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EWP vs. EUNY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWP vs. EUNY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Spain ETF (EWP) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EWP is traded in USD, while EUNY.DE is traded in EUR. To make them comparable, the EUNY.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EWP achieves a 5.10% return, which is significantly lower than EUNY.DE's 10.16% return. Over the past 10 years, EWP has outperformed EUNY.DE with an annualized return of 11.50%, while EUNY.DE has yielded a comparatively lower 7.38% annualized return.


EWP

1D
-0.23%
1M
-1.00%
YTD
5.10%
6M
9.82%
1Y
33.13%
3Y*
30.85%
5Y*
16.75%
10Y*
11.50%

EUNY.DE

1D
-0.45%
1M
-3.77%
YTD
10.16%
6M
12.47%
1Y
27.56%
3Y*
20.45%
5Y*
4.30%
10Y*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWP vs. EUNY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWP
iShares MSCI Spain ETF
5.10%78.03%5.70%30.26%-5.18%0.25%-3.94%11.93%-15.32%26.98%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
10.16%28.66%5.96%19.01%-30.20%10.52%-3.07%15.81%-6.18%26.11%

Correlation

The correlation between EWP and EUNY.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2012

0.50

The correlation between EWP and EUNY.DE has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.

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Return for Risk

EWP vs. EUNY.DE — Risk / Return Rank

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

EWP
EWP Risk / Return Rank: 5959
Overall Rank
EWP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 5656
Sortino Ratio Rank
EWP Omega Ratio Rank: 5555
Omega Ratio Rank
EWP Calmar Ratio Rank: 6565
Calmar Ratio Rank
EWP Martin Ratio Rank: 6363
Martin Ratio Rank

EUNY.DE
EUNY.DE Risk / Return Rank: 7474
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8484
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.

EWP vs. EUNY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Spain ETF (EWP) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE). 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.


EWPEUNY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

2.92

4.80

-1.87

Martin ratioReturn relative to average drawdown

10.37

13.42

-3.05

EWP vs. EUNY.DE - Sharpe Ratio Comparison

The current EWP Sharpe Ratio is 1.77, which is comparable to the EUNY.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of EWP and EUNY.DE, 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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Sharpe Ratios by Period


EWPEUNY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.06

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.25

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.41

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.18

+0.13

Drawdowns

EWP vs. EUNY.DE - Drawdown Comparison

The maximum EWP drawdown since its inception was -61.19%, which is greater than EUNY.DE's maximum drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for EWP and EUNY.DE.


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Drawdown Indicators


EWPEUNY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.19%

-48.41%

-12.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-5.73%

-5.65%

Max Drawdown (3Y)

Largest decline over 3 years

-12.19%

-14.74%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-33.91%

-40.81%

+6.90%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

-40.81%

-5.55%

Current Drawdown

Current decline from peak

-2.96%

-3.96%

+1.00%

Average Drawdown

Average peak-to-trough decline

-21.43%

-15.76%

-5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.05%

+1.15%

Volatility

EWP vs. EUNY.DE - Volatility Comparison

iShares MSCI Spain ETF (EWP) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) have volatilities of 5.07% and 5.13%, 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


EWPEUNY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

5.13%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.70%

11.02%

+4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

13.37%

+5.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.25%

17.37%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

17.83%

+4.41%

EWP vs. EUNY.DE - Expense Ratio Comparison

EWP has a 0.50% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.


Dividends

EWP vs. EUNY.DE - Dividend Comparison

EWP's dividend yield for the trailing twelve months is around 2.16%, less than EUNY.DE's 5.32% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.32%5.82%7.72%8.04%9.56%6.35%5.09%5.57%5.65%4.09%4.35%6.37%
EWP
iShares MSCI Spain ETF
2.16%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%

Frequently Asked Questions


EWP and EUNY.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EWP is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EWP is cheaper with a 0.50% expense ratio, compared with 0.65% for EUNY.DE.

EWP is categorized as Europe Equities, while EUNY.DE is Emerging Markets Equities. EWP tracks MSCI Spain Index, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. Their fees differ too: 0.50% for EWP and 0.65% for EUNY.DE.

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