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EWP vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

EWP vs. USD=X - Performance Comparison

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

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWP vs. USD=X - 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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

EWP vs. USD=X — 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

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Spain ETF (EWP) and USD Cash (USD=X). 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.


EWPUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.92

Martin ratioReturn relative to average drawdown

10.37

EWP vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EWPUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

Drawdowns

EWP vs. USD=X - Drawdown Comparison

The maximum EWP drawdown since its inception was -61.19%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EWP and USD=X.


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Drawdown Indicators


EWPUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-61.19%

0.00%

-61.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

0.00%

-11.38%

Max Drawdown (3Y)

Largest decline over 3 years

-12.19%

0.00%

-12.19%

Max Drawdown (5Y)

Largest decline over 5 years

-33.91%

0.00%

-33.91%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

0.00%

-46.36%

Current Drawdown

Current decline from peak

-2.96%

0.00%

-2.96%

Average Drawdown

Average peak-to-trough decline

-21.43%

0.00%

-21.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

0.00%

+3.20%

Volatility

EWP vs. USD=X - Volatility Comparison

iShares MSCI Spain ETF (EWP) has a higher volatility of 5.07% compared to USD Cash (USD=X) at 0.00%. This indicates that EWP's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWPUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

0.00%

+5.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.70%

0.00%

+15.70%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

0.00%

+18.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.25%

0.00%

+20.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

0.00%

+22.24%

Frequently Asked Questions


EWP has higher volatility (5.07%) compared to USD=X (0.00%). In terms of maximum drawdown, EWP dropped -61.19% vs USD=X's 0.00%.

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