EWQ vs. EDEN
Compare and contrast key facts about iShares MSCI France ETF (EWQ) and iShares MSCI Denmark ETF (EDEN).
EWQ and EDEN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWQ is a passively managed fund by iShares that tracks the performance of the MSCI France Index. It was launched on Mar 12, 1996. EDEN is a passively managed fund by iShares that tracks the performance of the MSCI Denmark IMI 25/50 Index. It was launched on Jan 25, 2012. Both EWQ and EDEN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWQ or EDEN.
Performance
EWQ vs. EDEN - Performance Comparison
Returns By Period
In the year-to-date period, EWQ achieves a -5.28% return, which is significantly lower than EDEN's 1.16% return. Over the past 10 years, EWQ has underperformed EDEN with an annualized return of 6.34%, while EDEN has yielded a comparatively higher 10.43% annualized return.
EWQ
-5.28%
-7.57%
-12.17%
0.10%
5.45%
6.34%
EDEN
1.16%
-8.65%
-11.21%
7.91%
12.87%
10.43%
Key characteristics
| EWQ | EDEN | |
|---|---|---|
| Sharpe Ratio | 0.08 | 0.63 |
| Sortino Ratio | 0.22 | 0.98 |
| Omega Ratio | 1.03 | 1.11 |
| Calmar Ratio | 0.10 | 0.67 |
| Martin Ratio | 0.25 | 2.51 |
| Ulcer Index | 5.18% | 4.03% |
| Daily Std Dev | 15.50% | 16.15% |
| Max Drawdown | -61.41% | -36.61% |
| Current Drawdown | -12.85% | -15.09% |
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EWQ vs. EDEN - Expense Ratio Comparison
EWQ has a 0.50% expense ratio, which is lower than EDEN's 0.53% expense ratio.
Correlation
The correlation between EWQ and EDEN is 0.70, 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.
Risk-Adjusted Performance
EWQ vs. EDEN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI France ETF (EWQ) and iShares MSCI Denmark ETF (EDEN). 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.
Dividends
EWQ vs. EDEN - Dividend Comparison
EWQ's dividend yield for the trailing twelve months is around 3.22%, more than EDEN's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWQ iShares MSCI France ETF | 3.22% | 2.73% | 3.23% | 3.79% | 1.02% | 2.44% | 2.90% | 1.90% | 2.84% | 2.25% | 3.38% | 2.43% |
EDEN iShares MSCI Denmark ETF | 1.40% | 1.92% | 1.47% | 0.74% | 0.42% | 2.36% | 2.01% | 2.03% | 1.28% | 1.46% | 0.87% | 0.86% |
Drawdowns
EWQ vs. EDEN - Drawdown Comparison
The maximum EWQ drawdown since its inception was -61.41%, which is greater than EDEN's maximum drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for EWQ and EDEN. For additional features, visit the drawdowns tool.
Volatility
EWQ vs. EDEN - Volatility Comparison
iShares MSCI France ETF (EWQ) has a higher volatility of 5.56% compared to iShares MSCI Denmark ETF (EDEN) at 4.58%. This indicates that EWQ's price experiences larger fluctuations and is considered to be riskier than EDEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.