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EWU vs. FEZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWU and FEZ is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EWU vs. FEZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI United Kingdom ETF (EWU) and SPDR EURO STOXX 50 ETF (FEZ). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
251.03%
350.24%
EWU
FEZ

Key characteristics

Sharpe Ratio

EWU:

1.00

FEZ:

0.66

Sortino Ratio

EWU:

1.39

FEZ:

1.09

Omega Ratio

EWU:

1.20

FEZ:

1.14

Calmar Ratio

EWU:

1.29

FEZ:

0.88

Martin Ratio

EWU:

4.08

FEZ:

2.50

Ulcer Index

EWU:

3.99%

FEZ:

5.55%

Daily Std Dev

EWU:

16.31%

FEZ:

20.90%

Max Drawdown

EWU:

-63.99%

FEZ:

-64.21%

Current Drawdown

EWU:

-0.26%

FEZ:

-2.16%

Returns By Period

In the year-to-date period, EWU achieves a 11.77% return, which is significantly lower than FEZ's 16.73% return. Over the past 10 years, EWU has underperformed FEZ with an annualized return of 3.74%, while FEZ has yielded a comparatively higher 6.45% annualized return.


EWU

YTD

11.77%

1M

0.66%

6M

6.30%

1Y

15.19%

5Y*

13.28%

10Y*

3.74%

FEZ

YTD

16.73%

1M

-0.62%

6M

10.61%

1Y

12.31%

5Y*

16.71%

10Y*

6.45%

*Annualized

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EWU vs. FEZ - Expense Ratio Comparison

EWU has a 0.50% expense ratio, which is higher than FEZ's 0.29% expense ratio.


Expense ratio chart for EWU: 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%
EWU: 0.50%
Expense ratio chart for FEZ: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FEZ: 0.29%

Risk-Adjusted Performance

EWU vs. FEZ — Risk-Adjusted Performance Rank

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

EWU
The Risk-Adjusted Performance Rank of EWU is 8282
Overall Rank
The Sharpe Ratio Rank of EWU is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of EWU is 7979
Sortino Ratio Rank
The Omega Ratio Rank of EWU is 8181
Omega Ratio Rank
The Calmar Ratio Rank of EWU is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EWU is 8181
Martin Ratio Rank

FEZ
The Risk-Adjusted Performance Rank of FEZ is 7171
Overall Rank
The Sharpe Ratio Rank of FEZ is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FEZ is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FEZ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FEZ is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FEZ is 6868
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.

EWU vs. FEZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom ETF (EWU) and SPDR EURO STOXX 50 ETF (FEZ). 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.


The chart of Sharpe ratio for EWU, currently valued at 1.00, compared to the broader market-1.000.001.002.003.004.00
EWU: 1.00
FEZ: 0.66
The chart of Sortino ratio for EWU, currently valued at 1.39, compared to the broader market-2.000.002.004.006.008.00
EWU: 1.39
FEZ: 1.09
The chart of Omega ratio for EWU, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
EWU: 1.20
FEZ: 1.14
The chart of Calmar ratio for EWU, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.00
EWU: 1.29
FEZ: 0.88
The chart of Martin ratio for EWU, currently valued at 4.08, compared to the broader market0.0020.0040.0060.00
EWU: 4.08
FEZ: 2.50

The current EWU Sharpe Ratio is 1.00, which is higher than the FEZ Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of EWU and FEZ, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.00
0.66
EWU
FEZ

Dividends

EWU vs. FEZ - Dividend Comparison

EWU's dividend yield for the trailing twelve months is around 3.72%, more than FEZ's 2.61% yield.


TTM20242023202220212020201920182017201620152014
EWU
iShares MSCI United Kingdom ETF
3.72%4.16%4.14%3.43%4.35%2.48%4.13%4.99%3.91%3.97%4.11%7.59%
FEZ
SPDR EURO STOXX 50 ETF
2.61%2.94%2.75%3.05%2.61%2.12%2.61%3.45%2.44%3.35%3.03%3.78%

Drawdowns

EWU vs. FEZ - Drawdown Comparison

The maximum EWU drawdown since its inception was -63.99%, roughly equal to the maximum FEZ drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for EWU and FEZ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.26%
-2.16%
EWU
FEZ

Volatility

EWU vs. FEZ - Volatility Comparison

The current volatility for iShares MSCI United Kingdom ETF (EWU) is 11.34%, while SPDR EURO STOXX 50 ETF (FEZ) has a volatility of 12.86%. This indicates that EWU experiences smaller price fluctuations and is considered to be less risky than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.34%
12.86%
EWU
FEZ