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EWU vs. EPOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWU vs. EPOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI United Kingdom ETF (EWU) and iShares MSCI Poland ETF (EPOL). The values are adjusted to include any dividend payments, if applicable.

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EWU vs. EPOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWU
iShares MSCI United Kingdom ETF
3.59%34.95%6.74%12.40%-4.39%18.19%-11.80%21.29%-14.30%21.54%
EPOL
iShares MSCI Poland ETF
3.47%77.34%-2.61%50.70%-24.62%12.21%-8.38%-6.13%-13.76%52.43%

Returns By Period

The year-to-date returns for both stocks are quite close, with EWU having a 3.59% return and EPOL slightly lower at 3.47%. Over the past 10 years, EWU has underperformed EPOL with an annualized return of 8.05%, while EPOL has yielded a comparatively higher 9.02% annualized return.


EWU

1D
2.52%
1M
-6.41%
YTD
3.59%
6M
10.65%
1Y
26.48%
3Y*
16.82%
5Y*
11.88%
10Y*
8.05%

EPOL

1D
5.11%
1M
-4.51%
YTD
3.47%
6M
16.88%
1Y
36.71%
3Y*
39.07%
5Y*
18.46%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWU vs. EPOL - Expense Ratio Comparison

EWU has a 0.50% expense ratio, which is lower than EPOL's 0.61% expense ratio.


Return for Risk

EWU vs. EPOL — Risk / Return Rank

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

EWU
EWU Risk / Return Rank: 8383
Overall Rank
EWU Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EWU Sortino Ratio Rank: 8282
Sortino Ratio Rank
EWU Omega Ratio Rank: 8383
Omega Ratio Rank
EWU Calmar Ratio Rank: 8282
Calmar Ratio Rank
EWU Martin Ratio Rank: 8686
Martin Ratio Rank

EPOL
EPOL Risk / Return Rank: 7878
Overall Rank
EPOL Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 8080
Sortino Ratio Rank
EPOL Omega Ratio Rank: 7171
Omega Ratio Rank
EPOL Calmar Ratio Rank: 8484
Calmar Ratio Rank
EPOL Martin Ratio Rank: 7979
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.

EWU vs. EPOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom ETF (EWU) and iShares MSCI Poland ETF (EPOL). 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.


EWUEPOLDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.33

+0.26

Sortino ratio

Return per unit of downside risk

2.11

1.99

+0.12

Omega ratio

Gain probability vs. loss probability

1.32

1.26

+0.06

Calmar ratio

Return relative to maximum drawdown

2.22

2.35

-0.13

Martin ratio

Return relative to average drawdown

9.82

8.16

+1.66

EWU vs. EPOL - Sharpe Ratio Comparison

The current EWU Sharpe Ratio is 1.59, which is comparable to the EPOL Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of EWU and EPOL, 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


EWUEPOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.33

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.64

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.33

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.19

+0.07

Correlation

The correlation between EWU and EPOL is 0.65, 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.


Dividends

EWU vs. EPOL - Dividend Comparison

EWU's dividend yield for the trailing twelve months is around 3.60%, less than EPOL's 4.62% yield.


TTM20252024202320222021202020192018201720162015
EWU
iShares MSCI United Kingdom ETF
3.60%3.73%4.16%4.14%3.43%4.35%2.48%4.13%4.98%3.91%3.97%4.11%
EPOL
iShares MSCI Poland ETF
4.62%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%

Drawdowns

EWU vs. EPOL - Drawdown Comparison

The maximum EWU drawdown since its inception was -63.99%, roughly equal to the maximum EPOL drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for EWU and EPOL.


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Drawdown Indicators


EWUEPOLDifference

Max Drawdown

Largest peak-to-trough decline

-63.99%

-63.72%

-0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-14.76%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.91%

-54.21%

+29.30%

Max Drawdown (10Y)

Largest decline over 10 years

-43.33%

-61.41%

+18.08%

Current Drawdown

Current decline from peak

-6.41%

-6.06%

-0.35%

Average Drawdown

Average peak-to-trough decline

-14.23%

-27.16%

+12.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

4.25%

-1.59%

Volatility

EWU vs. EPOL - Volatility Comparison

The current volatility for iShares MSCI United Kingdom ETF (EWU) is 7.05%, while iShares MSCI Poland ETF (EPOL) has a volatility of 10.66%. This indicates that EWU experiences smaller price fluctuations and is considered to be less risky than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWUEPOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

10.66%

-3.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

16.40%

-5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

27.80%

-11.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

29.02%

-12.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

27.67%

-8.86%