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EWP vs. FEZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWP vs. FEZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Spain ETF (EWP) and SPDR EURO STOXX 50 ETF (FEZ). The values are adjusted to include any dividend payments, if applicable.

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EWP vs. FEZ - 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%
FEZ
SPDR EURO STOXX 50 ETF
-3.44%37.81%3.57%27.16%-14.27%14.84%4.84%26.04%-15.85%24.80%

Returns By Period

In the year-to-date period, EWP achieves a 0.74% return, which is significantly higher than FEZ's -3.44% return. Over the past 10 years, EWP has outperformed FEZ with an annualized return of 10.80%, while FEZ has yielded a comparatively lower 9.68% 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%

FEZ

1D
3.76%
1M
-9.30%
YTD
-3.44%
6M
0.89%
1Y
17.45%
3Y*
14.62%
5Y*
9.71%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWP vs. FEZ - Expense Ratio Comparison

EWP has a 0.50% expense ratio, which is higher than FEZ's 0.29% expense ratio.


Return for Risk

EWP vs. FEZ — 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

FEZ
FEZ Risk / Return Rank: 5151
Overall Rank
FEZ Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FEZ Sortino Ratio Rank: 5555
Sortino Ratio Rank
FEZ Omega Ratio Rank: 5050
Omega Ratio Rank
FEZ Calmar Ratio Rank: 5151
Calmar Ratio Rank
FEZ Martin Ratio Rank: 4949
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. FEZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Spain ETF (EWP) and SPDR EURO STOXX 50 ETF (FEZ). 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.


EWPFEZDifference

Sharpe ratio

Return per unit of total volatility

2.17

0.88

+1.28

Sortino ratio

Return per unit of downside risk

2.74

1.36

+1.38

Omega ratio

Gain probability vs. loss probability

1.41

1.18

+0.23

Calmar ratio

Return relative to maximum drawdown

3.69

1.19

+2.50

Martin ratio

Return relative to average drawdown

14.14

4.39

+9.75

EWP vs. FEZ - Sharpe Ratio Comparison

The current EWP Sharpe Ratio is 2.17, which is higher than the FEZ Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EWP and FEZ, 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


EWPFEZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

0.88

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.48

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.46

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.29

+0.02

Correlation

The correlation between EWP and FEZ is 0.87, 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

EWP vs. FEZ - Dividend Comparison

EWP's dividend yield for the trailing twelve months is around 2.25%, less than FEZ's 2.80% 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%
FEZ
SPDR EURO STOXX 50 ETF
2.80%2.78%2.94%2.75%3.06%2.61%2.13%2.61%3.45%2.44%3.35%3.03%

Drawdowns

EWP vs. FEZ - Drawdown Comparison

The maximum EWP drawdown since its inception was -61.19%, roughly equal to the maximum FEZ drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for EWP and FEZ.


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Drawdown Indicators


EWPFEZDifference

Max Drawdown

Largest peak-to-trough decline

-61.19%

-64.21%

+3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-13.63%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-33.91%

-35.05%

+1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

-39.69%

-6.67%

Current Drawdown

Current decline from peak

-6.78%

-10.33%

+3.55%

Average Drawdown

Average peak-to-trough decline

-21.54%

-17.17%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.68%

-0.50%

Volatility

EWP vs. FEZ - Volatility Comparison

iShares MSCI Spain ETF (EWP) has a higher volatility of 9.97% compared to SPDR EURO STOXX 50 ETF (FEZ) at 8.77%. This indicates that EWP's price experiences larger fluctuations and is considered to be riskier than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWPFEZDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.97%

8.77%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

12.59%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

21.52%

19.94%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

20.38%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.21%

21.00%

+1.21%