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EWP vs. EWK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWP vs. EWK - Performance Comparison

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

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EWP vs. EWK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWP
iShares MSCI Spain ETF
0.74%78.03%5.70%30.26%-5.18%0.25%-3.94%11.93%-15.32%26.98%
EWK
iShares MSCI Belgium ETF
0.04%35.38%0.14%7.47%-13.98%12.84%0.04%25.92%-20.40%23.70%

Returns By Period

In the year-to-date period, EWP achieves a 0.74% return, which is significantly higher than EWK's 0.04% return. Over the past 10 years, EWP has outperformed EWK with an annualized return of 10.80%, while EWK has yielded a comparatively lower 5.83% annualized return.


EWP

1D
4.00%
1M
-5.12%
YTD
0.74%
6M
11.24%
1Y
46.32%
3Y*
28.91%
5Y*
18.10%
10Y*
10.80%

EWK

1D
3.36%
1M
-8.47%
YTD
0.04%
6M
5.37%
1Y
25.60%
3Y*
11.34%
5Y*
5.98%
10Y*
5.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWP vs. EWK - Expense Ratio Comparison

EWP has a 0.50% expense ratio, which is higher than EWK's 0.49% expense ratio.


Return for Risk

EWP vs. EWK — Risk / Return Rank

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

EWP
EWP Risk / Return Rank: 9393
Overall Rank
EWP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWP Omega Ratio Rank: 9393
Omega Ratio Rank
EWP Calmar Ratio Rank: 9494
Calmar Ratio Rank
EWP Martin Ratio Rank: 9494
Martin Ratio Rank

EWK
EWK Risk / Return Rank: 7575
Overall Rank
EWK Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EWK Sortino Ratio Rank: 8383
Sortino Ratio Rank
EWK Omega Ratio Rank: 8080
Omega Ratio Rank
EWK Calmar Ratio Rank: 6363
Calmar Ratio Rank
EWK Martin Ratio Rank: 6565
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. EWK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Spain ETF (EWP) and iShares MSCI Belgium ETF (EWK). 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.


EWPEWKDifference

Sharpe ratio

Return per unit of total volatility

2.17

1.61

+0.55

Sortino ratio

Return per unit of downside risk

2.74

2.19

+0.56

Omega ratio

Gain probability vs. loss probability

1.41

1.31

+0.10

Calmar ratio

Return relative to maximum drawdown

3.69

1.58

+2.11

Martin ratio

Return relative to average drawdown

14.14

6.54

+7.60

EWP vs. EWK - Sharpe Ratio Comparison

The current EWP Sharpe Ratio is 2.17, which is higher than the EWK Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of EWP and EWK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EWPEWKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.61

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.34

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.31

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.25

+0.06

Correlation

The correlation between EWP and EWK is 0.66, 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

EWP vs. EWK - Dividend Comparison

EWP's dividend yield for the trailing twelve months is around 2.25%, more than EWK's 1.73% yield.


TTM20252024202320222021202020192018201720162015
EWP
iShares MSCI Spain ETF
2.25%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%
EWK
iShares MSCI Belgium ETF
1.73%1.73%3.25%2.09%2.58%3.64%1.66%2.77%2.78%2.91%1.75%2.06%

Drawdowns

EWP vs. EWK - Drawdown Comparison

The maximum EWP drawdown since its inception was -61.19%, smaller than the maximum EWK drawdown of -74.10%. Use the drawdown chart below to compare losses from any high point for EWP and EWK.


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Drawdown Indicators


EWPEWKDifference

Max Drawdown

Largest peak-to-trough decline

-61.19%

-74.10%

+12.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-15.47%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-33.91%

-35.22%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

-42.80%

-3.56%

Current Drawdown

Current decline from peak

-6.78%

-11.53%

+4.75%

Average Drawdown

Average peak-to-trough decline

-21.54%

-21.63%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.75%

-0.57%

Volatility

EWP vs. EWK - Volatility Comparison

iShares MSCI Spain ETF (EWP) has a higher volatility of 9.97% compared to iShares MSCI Belgium ETF (EWK) at 7.65%. This indicates that EWP's price experiences larger fluctuations and is considered to be riskier than EWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWPEWKDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.97%

7.65%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

10.79%

+3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

21.52%

15.99%

+5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

17.68%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.21%

18.95%

+3.26%