EWU vs. AAPL
EWU (iShares MSCI United Kingdom ETF) is Europe Equities fund tracking the MSCI United Kingdom Index, while AAPL (Apple Inc) is a stock. Over the past 10 years, EWU returned 7.86%/yr vs 30.07%/yr for AAPL. At a 0.33 correlation, their price movements are largely independent.
Performance
EWU vs. AAPL - Performance Comparison
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Returns By Period
In the year-to-date period, EWU achieves a 6.59% return, which is significantly lower than AAPL's 14.69% return. Over the past 10 years, EWU has underperformed AAPL with an annualized return of 7.86%, while AAPL has yielded a comparatively higher 30.07% annualized return.
EWU
- 1D
- 0.99%
- 1M
- 0.93%
- YTD
- 6.59%
- 6M
- 10.05%
- 1Y
- 21.33%
- 3Y*
- 17.73%
- 5Y*
- 10.86%
- 10Y*
- 7.86%
AAPL
- 1D
- 0.31%
- 1M
- 9.62%
- YTD
- 14.69%
- 6M
- 11.08%
- 1Y
- 54.06%
- 3Y*
- 20.68%
- 5Y*
- 20.46%
- 10Y*
- 30.07%
EWU vs. AAPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWU iShares MSCI United Kingdom ETF | 6.59% | 34.95% | 6.74% | 12.40% | -4.39% | 18.19% | -11.80% | 21.29% | -14.30% | 21.54% |
AAPL Apple Inc | 14.69% | 9.05% | 30.71% | 49.01% | -26.40% | 34.65% | 82.31% | 88.96% | -5.39% | 48.46% |
Correlation
The correlation between EWU and AAPL is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 1996 | 0.33 |
The correlation between EWU and AAPL shifts across timeframes, from 0.29 (3 years) to 0.41 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EWU vs. AAPL — Risk / Return Rank
EWU
AAPL
EWU vs. AAPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom ETF (EWU) and Apple Inc (AAPL). 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.
| EWU | AAPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.44 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 3.94 | -1.78 |
| Martin ratioReturn relative to average drawdown | 7.80 | 9.91 | -2.11 |
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
| EWU | AAPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.44 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.75 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 1.04 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.44 | -0.18 |
Drawdowns
EWU vs. AAPL - Drawdown Comparison
The maximum EWU drawdown since its inception was -63.99%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for EWU and AAPL.
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Drawdown Indicators
| EWU | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.99% | -81.80% | +17.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -13.80% | +3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -12.63% | -33.36% | +20.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.91% | -33.36% | +8.45% |
Max Drawdown (10Y)Largest decline over 10 years | -43.33% | -38.52% | -4.81% |
Current DrawdownCurrent decline from peak | -3.70% | -1.26% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -14.16% | -29.61% | +15.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 5.47% | -2.73% |
Volatility
EWU vs. AAPL - Volatility Comparison
iShares MSCI United Kingdom ETF (EWU) has a higher volatility of 5.64% compared to Apple Inc (AAPL) at 5.01%. This indicates that EWU's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWU | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 5.01% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 15.88% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.40% | 22.31% | -7.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 27.45% | -11.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 28.89% | -10.05% |
Dividends
EWU vs. AAPL - Dividend Comparison
EWU's dividend yield for the trailing twelve months is around 3.50%, more than AAPL's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAPL Apple Inc | 0.34% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
EWU iShares MSCI United Kingdom ETF | 3.50% | 3.73% | 4.16% | 4.14% | 3.43% | 4.35% | 2.48% | 4.13% | 4.98% | 3.91% | 3.97% | 4.11% |
Frequently Asked Questions
EWU and AAPL have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWU has higher volatility (5.64%) compared to AAPL (5.01%). In terms of maximum drawdown, EWU dropped -63.99% vs AAPL's -81.80%.
AAPL currently has the higher Sharpe Ratio (2.44 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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