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EWQ vs. EWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWQ and EWO is 0.64, 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: 0.6

Performance

EWQ vs. EWO - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
612.17%
416.60%
EWQ
EWO

Key characteristics

Sharpe Ratio

EWQ:

-0.04

EWO:

1.28

Sortino Ratio

EWQ:

0.07

EWO:

1.82

Omega Ratio

EWQ:

1.01

EWO:

1.23

Calmar Ratio

EWQ:

-0.04

EWO:

1.51

Martin Ratio

EWQ:

-0.08

EWO:

4.59

Ulcer Index

EWQ:

7.44%

EWO:

4.93%

Daily Std Dev

EWQ:

16.88%

EWO:

17.71%

Max Drawdown

EWQ:

-61.41%

EWO:

-75.69%

Current Drawdown

EWQ:

-6.04%

EWO:

-7.46%

Returns By Period

In the year-to-date period, EWQ achieves a 10.03% return, which is significantly lower than EWO's 18.32% return. Over the past 10 years, EWQ has underperformed EWO with an annualized return of 6.70%, while EWO has yielded a comparatively higher 7.78% annualized return.


EWQ

YTD

10.03%

1M

-3.19%

6M

1.81%

1Y

-1.39%

5Y*

15.81%

10Y*

6.70%

EWO

YTD

18.32%

1M

2.18%

6M

14.77%

1Y

21.79%

5Y*

19.59%

10Y*

7.78%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EWQ vs. EWO - Expense Ratio Comparison

EWQ has a 0.50% expense ratio, which is higher than EWO's 0.49% expense ratio.


EWQ
iShares MSCI France ETF
Expense ratio chart for EWQ: 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%
EWQ: 0.50%
Expense ratio chart for EWO: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWO: 0.49%

Risk-Adjusted Performance

EWQ vs. EWO — Risk-Adjusted Performance Rank

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

EWQ
The Risk-Adjusted Performance Rank of EWQ is 1616
Overall Rank
The Sharpe Ratio Rank of EWQ is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of EWQ is 1616
Sortino Ratio Rank
The Omega Ratio Rank of EWQ is 1616
Omega Ratio Rank
The Calmar Ratio Rank of EWQ is 1616
Calmar Ratio Rank
The Martin Ratio Rank of EWQ is 1717
Martin Ratio Rank

EWO
The Risk-Adjusted Performance Rank of EWO is 8282
Overall Rank
The Sharpe Ratio Rank of EWO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of EWO is 8383
Sortino Ratio Rank
The Omega Ratio Rank of EWO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of EWO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of EWO is 7878
Martin Ratio Rank
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.

EWQ vs. EWO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for EWQ, currently valued at -0.04, compared to the broader market0.002.004.00
EWQ: -0.04
EWO: 1.28
The chart of Sortino ratio for EWQ, currently valued at 0.07, compared to the broader market-2.000.002.004.006.008.0010.0012.00
EWQ: 0.07
EWO: 1.82
The chart of Omega ratio for EWQ, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
EWQ: 1.01
EWO: 1.23
The chart of Calmar ratio for EWQ, currently valued at -0.04, compared to the broader market0.005.0010.0015.00
EWQ: -0.04
EWO: 1.51
The chart of Martin ratio for EWQ, currently valued at -0.08, compared to the broader market0.0020.0040.0060.0080.00100.00
EWQ: -0.08
EWO: 4.59

The current EWQ Sharpe Ratio is -0.04, which is lower than the EWO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of EWQ and EWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.04
1.28
EWQ
EWO

Dividends

EWQ vs. EWO - Dividend Comparison

EWQ's dividend yield for the trailing twelve months is around 3.01%, less than EWO's 6.26% yield.


TTM20242023202220212020201920182017201620152014
EWQ
iShares MSCI France ETF
3.01%3.31%2.73%3.23%3.79%1.02%2.44%2.90%1.90%2.84%2.25%3.38%
EWO
iShares MSCI Austria ETF
6.26%7.40%5.65%4.75%2.42%0.98%3.11%4.04%2.03%1.99%1.51%3.93%

Drawdowns

EWQ vs. EWO - Drawdown Comparison

The maximum EWQ drawdown since its inception was -61.41%, smaller than the maximum EWO drawdown of -75.69%. Use the drawdown chart below to compare losses from any high point for EWQ and EWO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.04%
-7.46%
EWQ
EWO

Volatility

EWQ vs. EWO - Volatility Comparison

The current volatility for iShares MSCI France ETF (EWQ) is 5.20%, while iShares MSCI Austria ETF (EWO) has a volatility of 6.90%. This indicates that EWQ experiences smaller price fluctuations and is considered to be less risky than EWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
5.20%
6.90%
EWQ
EWO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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