EWQ vs. EWN
Compare and contrast key facts about iShares MSCI France ETF (EWQ) and iShares MSCI Netherlands ETF (EWN).
EWQ and EWN 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. EWN is a passively managed fund by iShares that tracks the performance of the MSCI Netherlands Investable Market Index. It was launched on Mar 12, 1996. Both EWQ and EWN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EWQ vs. EWN - Performance Comparison
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EWQ vs. EWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
EWQ
EWN
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.
| EWQ | EWN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 1.37 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.02 | 2.06 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.27 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 2.10 | -1.34 |
Martin ratioReturn relative to average drawdown | 2.76 | 8.12 | -5.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EWQ | EWN | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| EWQ | EWN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.28% | -9.82% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -16.14% | -16.43% | +0.29% |
Ulcer IndexDepth 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
| EWQ | EWN | Difference | |
|---|---|---|---|
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% |