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EWP vs. PGAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWP and PGAL is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

EWP vs. PGAL - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
63.60%
-1.82%
EWP
PGAL

Key characteristics

Returns By Period


EWP

YTD

31.59%

1M

6.77%

6M

23.72%

1Y

33.72%

5Y*

19.26%

10Y*

4.75%

PGAL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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EWP vs. PGAL - Expense Ratio Comparison

EWP has a 0.50% expense ratio, which is lower than PGAL's 0.58% expense ratio.


Expense ratio chart for PGAL: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PGAL: 0.58%
Expense ratio chart for EWP: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWP: 0.50%

Risk-Adjusted Performance

EWP vs. PGAL — Risk-Adjusted Performance Rank

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

EWP
The Risk-Adjusted Performance Rank of EWP is 9090
Overall Rank
The Sharpe Ratio Rank of EWP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of EWP is 8989
Sortino Ratio Rank
The Omega Ratio Rank of EWP is 9090
Omega Ratio Rank
The Calmar Ratio Rank of EWP is 9595
Calmar Ratio Rank
The Martin Ratio Rank of EWP is 8888
Martin Ratio Rank

PGAL
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EWP vs. PGAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Spain ETF (EWP) and Global X MSCI Portugal ETF (PGAL). 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.


The chart of Sharpe ratio for EWP, currently valued at 1.53, compared to the broader market-1.000.001.002.003.004.00
EWP: 1.53
The chart of Sortino ratio for EWP, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.00
EWP: 2.06
The chart of Omega ratio for EWP, currently valued at 1.30, compared to the broader market0.501.001.502.002.50
EWP: 1.30
The chart of Calmar ratio for EWP, currently valued at 2.70, compared to the broader market0.002.004.006.008.0010.0012.00
EWP: 2.70
PGAL: 0.00
The chart of Martin ratio for EWP, currently valued at 6.73, compared to the broader market0.0020.0040.0060.00
EWP: 6.73


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
1.53
-1.00
EWP
PGAL

Dividends

EWP vs. PGAL - Dividend Comparison

EWP's dividend yield for the trailing twelve months is around 3.31%, while PGAL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EWP
iShares MSCI Spain ETF
3.31%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%4.72%
PGAL
Global X MSCI Portugal ETF
0.00%0.00%4.15%3.33%3.43%2.41%3.49%4.60%3.05%4.29%4.53%2.23%

Drawdowns

EWP vs. PGAL - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-20.57%
EWP
PGAL

Volatility

EWP vs. PGAL - Volatility Comparison

iShares MSCI Spain ETF (EWP) has a higher volatility of 13.45% compared to Global X MSCI Portugal ETF (PGAL) at 0.00%. This indicates that EWP's price experiences larger fluctuations and is considered to be riskier than PGAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.45%
0
EWP
PGAL