PortfoliosLab logoPortfoliosLab logo
EWP vs. PFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWP vs. PFIX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, EWP achieves a 8.89% return, which is significantly higher than PFIX's -3.92% return.


EWP

1D
0.63%
1M
5.52%
YTD
8.89%
6M
11.54%
1Y
39.17%
3Y*
32.21%
5Y*
17.57%
10Y*
12.33%

PFIX

1D
-1.32%
1M
-9.30%
YTD
-3.92%
6M
-5.54%
1Y
-12.06%
3Y*
15.02%
5Y*
17.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWP vs. PFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EWP
iShares MSCI Spain ETF
8.89%78.03%5.70%30.26%-5.18%-9.61%
PFIX
Simplify Interest Rate Hedge ETF
-3.92%0.42%35.94%5.67%92.05%-24.98%

Correlation

The correlation between EWP and PFIX is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.24

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

-0.14

Correlation (All Time)
Calculated using the full available price history since May 11, 2021

-0.14

The correlation between EWP and PFIX shifts across timeframes, from -0.24 (1 year) to -0.14 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

EWP vs. PFIX — Risk / Return Rank

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

EWP
EWP Risk / Return Rank: 6969
Overall Rank
EWP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 6666
Sortino Ratio Rank
EWP Omega Ratio Rank: 6565
Omega Ratio Rank
EWP Calmar Ratio Rank: 7373
Calmar Ratio Rank
EWP Martin Ratio Rank: 7171
Martin Ratio Rank

PFIX
PFIX Risk / Return Rank: 66
Overall Rank
PFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 77
Sortino Ratio Rank
PFIX Omega Ratio Rank: 77
Omega Ratio Rank
PFIX Calmar Ratio Rank: 66
Calmar Ratio Rank
PFIX Martin Ratio Rank: 77
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. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Spain ETF (EWP) and Simplify Interest Rate Hedge ETF (PFIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EWPPFIXDifference
Sharpe ratioReturn per unit of total volatility

+2.28

Sortino ratioReturn per unit of downside risk

+2.91

Omega ratioGain probability vs. loss probability

1.34

0.97

+0.37

Calmar ratioReturn relative to maximum drawdown

3.26

-0.40

+3.65

Martin ratioReturn relative to average drawdown

11.51

-0.62

+12.12

EWP vs. PFIX - Sharpe Ratio Comparison

The current EWP Sharpe Ratio is 1.94, which is higher than the PFIX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of EWP and PFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EWP vs. PFIX - Drawdown Comparison

The maximum EWP drawdown since its inception was -61.19%, which is greater than PFIX's maximum drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for EWP and PFIX.


Loading charts...

Drawdown Indicators


EWPPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.19%

-36.17%

-25.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-25.64%

+14.26%

Max Drawdown (3Y)

Largest decline over 3 years

-12.19%

-36.17%

+23.98%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-36.17%

+3.21%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

Current Drawdown

Current decline from peak

0.00%

-20.78%

+20.78%

Average Drawdown

Average peak-to-trough decline

-21.41%

-17.13%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

16.52%

-13.30%

Volatility

EWP vs. PFIX - Volatility Comparison

The current volatility for iShares MSCI Spain ETF (EWP) is 6.21%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 8.38%. This indicates that EWP experiences smaller price fluctuations and is considered to be less risky than PFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EWPPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

8.38%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

21.22%

-5.13%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

30.44%

-11.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.31%

38.52%

-18.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.22%

38.29%

-16.07%

EWP vs. PFIX - Expense Ratio Comparison

Both EWP and PFIX have an expense ratio of 0.50%.


Dividends

EWP vs. PFIX - Dividend Comparison

EWP's dividend yield for the trailing twelve months is around 2.09%, less than PFIX's 10.11% yield.


PositionTTM20252024202320222021202020192018201720162015
EWP
iShares MSCI Spain ETF
2.09%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%
PFIX
Simplify Interest Rate Hedge ETF
10.11%9.92%3.40%87.92%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EWP and PFIX have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFIX has higher volatility (8.38%) compared to EWP (6.21%). In terms of maximum drawdown, EWP dropped -61.19% vs PFIX's -36.17%.

On 5-year performance, EWP leads with 17.57% vs 17.43% for PFIX. Both ETFs have the same 0.50% expense ratio. On volatility, EWP has been the lower-risk option at 6.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EWP has performed better with a 17.57% return vs 17.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EWP and PFIX have the same expense ratio: 0.50% per year.

PFIX has the higher dividend yield at 10.11%, compared with 2.09% for EWP.

EWP is categorized as Europe Equities, while PFIX is Hedge Fund. They also come from different issuers: iShares and Simplify.

EWP currently has the higher Sharpe Ratio (1.94 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EWP and PFIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer