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EWQ vs. EWN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWQ vs. EWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI France ETF (EWQ) and iShares MSCI Netherlands ETF (EWN). The values are adjusted to include any dividend payments, if applicable.

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EWQ vs. EWN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWQ
iShares MSCI France ETF
-3.58%28.90%-5.63%21.71%-12.05%21.43%2.86%26.69%-12.90%29.11%
EWN
iShares MSCI Netherlands ETF
0.84%34.87%1.67%22.08%-24.43%22.74%23.23%32.45%-15.37%33.73%

Returns By Period

In the year-to-date period, EWQ achieves a -3.58% return, which is significantly lower than EWN's 0.84% return. Over the past 10 years, EWQ has underperformed EWN with an annualized return of 9.00%, while EWN has yielded a comparatively higher 11.35% annualized return.


EWQ

1D
3.36%
1M
-9.38%
YTD
-3.58%
6M
-0.75%
1Y
12.04%
3Y*
7.74%
5Y*
7.46%
10Y*
9.00%

EWN

1D
3.94%
1M
-8.42%
YTD
0.84%
6M
2.92%
1Y
29.48%
3Y*
14.21%
5Y*
6.44%
10Y*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWQ vs. EWN - Expense Ratio Comparison

Both EWQ and EWN have an expense ratio of 0.50%.


Return for Risk

EWQ vs. EWN — Risk / Return Rank

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

EWQ
EWQ Risk / Return Rank: 3535
Overall Rank
EWQ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EWQ Sortino Ratio Rank: 3838
Sortino Ratio Rank
EWQ Omega Ratio Rank: 3535
Omega Ratio Rank
EWQ Calmar Ratio Rank: 3333
Calmar Ratio Rank
EWQ Martin Ratio Rank: 3333
Martin Ratio Rank

EWN
EWN Risk / Return Rank: 7777
Overall Rank
EWN Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EWN Sortino Ratio Rank: 8080
Sortino Ratio Rank
EWN Omega Ratio Rank: 7272
Omega Ratio Rank
EWN Calmar Ratio Rank: 7878
Calmar Ratio Rank
EWN Martin Ratio Rank: 7777
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.

EWQ vs. EWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI France ETF (EWQ) and iShares MSCI Netherlands ETF (EWN). 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.


EWQEWNDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.37

-0.73

Sortino ratio

Return per unit of downside risk

1.02

2.06

-1.03

Omega ratio

Gain probability vs. loss probability

1.13

1.27

-0.13

Calmar ratio

Return relative to maximum drawdown

0.76

2.10

-1.34

Martin ratio

Return relative to average drawdown

2.76

8.12

-5.36

EWQ vs. EWN - Sharpe Ratio Comparison

The current EWQ Sharpe Ratio is 0.63, which is lower than the EWN Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of EWQ and EWN, 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


EWQEWNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.37

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.29

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.54

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.29

-0.02

Correlation

The correlation between EWQ and EWN is 0.79, 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

EWQ vs. EWN - Dividend Comparison

EWQ's dividend yield for the trailing twelve months is around 2.73%, less than EWN's 4.99% yield.


TTM20252024202320222021202020192018201720162015
EWQ
iShares MSCI France ETF
2.73%2.63%3.31%2.73%3.23%3.79%1.02%2.44%2.90%1.90%2.84%2.25%
EWN
iShares MSCI Netherlands ETF
4.99%5.03%2.18%1.79%1.98%1.01%0.78%2.57%2.40%1.68%2.71%1.92%

Drawdowns

EWQ vs. EWN - Drawdown Comparison

The maximum EWQ drawdown since its inception was -61.41%, smaller than the maximum EWN drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for EWQ and EWN.


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Drawdown Indicators


EWQEWNDifference

Max Drawdown

Largest peak-to-trough decline

-61.41%

-65.22%

+3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-13.24%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-31.46%

-43.57%

+12.11%

Max Drawdown (10Y)

Largest decline over 10 years

-39.23%

-43.57%

+4.34%

Current Drawdown

Current decline from peak

-10.28%

-9.82%

-0.46%

Average Drawdown

Average peak-to-trough decline

-16.14%

-16.43%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

3.43%

+0.38%

Volatility

EWQ vs. EWN - Volatility Comparison

The current volatility for iShares MSCI France ETF (EWQ) is 7.95%, while iShares MSCI Netherlands ETF (EWN) has a volatility of 8.90%. This indicates that EWQ experiences smaller price fluctuations and is considered to be less risky than EWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWQEWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

8.90%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.77%

14.47%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

19.10%

21.70%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.57%

22.70%

-3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

21.19%

-0.47%