EWU vs. AAPL
Compare and contrast key facts about iShares MSCI United Kingdom ETF (EWU) and Apple Inc (AAPL).
EWU is a passively managed fund by iShares that tracks the performance of the MSCI United Kingdom Index. It was launched on Mar 12, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWU or AAPL.
Key characteristics
| EWU | AAPL | |
|---|---|---|
| YTD Return | 8.84% | 17.04% |
| 1Y Return | 18.54% | 20.88% |
| 3Y Return (Ann) | 5.95% | 15.05% |
| 5Y Return (Ann) | 5.36% | 28.56% |
| 10Y Return (Ann) | 3.24% | 24.39% |
| Sharpe Ratio | 1.49 | 1.05 |
| Sortino Ratio | 2.07 | 1.63 |
| Omega Ratio | 1.25 | 1.20 |
| Calmar Ratio | 2.41 | 1.43 |
| Martin Ratio | 8.84 | 3.36 |
| Ulcer Index | 2.06% | 7.05% |
| Daily Std Dev | 12.25% | 22.52% |
| Max Drawdown | -63.99% | -81.80% |
| Current Drawdown | -6.32% | -5.08% |
Correlation
The correlation between EWU and AAPL is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EWU vs. AAPL - Performance Comparison
In the year-to-date period, EWU achieves a 8.84% return, which is significantly lower than AAPL's 17.04% return. Over the past 10 years, EWU has underperformed AAPL with an annualized return of 3.24%, while AAPL has yielded a comparatively higher 24.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EWU vs. AAPL - Risk-Adjusted Performance 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.
Dividends
EWU vs. AAPL - Dividend Comparison
EWU's dividend yield for the trailing twelve months is around 4.05%, more than AAPL's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWU iShares MSCI United Kingdom ETF | 4.05% | 4.14% | 3.42% | 4.35% | 2.48% | 4.13% | 4.98% | 3.91% | 3.97% | 4.11% | 7.59% | 2.39% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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. For additional features, visit the drawdowns tool.
Volatility
EWU vs. AAPL - Volatility Comparison
The current volatility for iShares MSCI United Kingdom ETF (EWU) is 3.65%, while Apple Inc (AAPL) has a volatility of 5.26%. This indicates that EWU experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.