EWU vs. IEUR
Compare and contrast key facts about iShares MSCI United Kingdom ETF (EWU) and iShares Core MSCI Europe ETF (IEUR).
EWU and IEUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014. Both EWU and IEUR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EWU vs. IEUR - Performance Comparison
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EWU vs. IEUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWU iShares MSCI United Kingdom ETF | 5.39% | 34.95% | 6.74% | 12.40% | -4.39% | 18.19% | -11.80% | 21.29% | -14.30% | 21.54% |
IEUR iShares Core MSCI Europe ETF | 0.51% | 35.67% | 1.40% | 19.71% | -15.90% | 16.71% | 5.31% | 24.95% | -14.86% | 26.70% |
Returns By Period
In the year-to-date period, EWU achieves a 5.39% return, which is significantly higher than IEUR's 0.51% return. Over the past 10 years, EWU has underperformed IEUR with an annualized return of 8.23%, while IEUR has yielded a comparatively higher 9.04% annualized return.
EWU
- 1D
- 1.73%
- 1M
- -3.68%
- YTD
- 5.39%
- 6M
- 11.17%
- 1Y
- 28.77%
- 3Y*
- 17.49%
- 5Y*
- 12.27%
- 10Y*
- 8.23%
IEUR
- 1D
- 1.52%
- 1M
- -4.73%
- YTD
- 0.51%
- 6M
- 4.68%
- 1Y
- 22.17%
- 3Y*
- 14.50%
- 5Y*
- 8.72%
- 10Y*
- 9.04%
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EWU vs. IEUR - Expense Ratio Comparison
EWU has a 0.50% expense ratio, which is higher than IEUR's 0.09% expense ratio.
Return for Risk
EWU vs. IEUR — Risk / Return Rank
EWU
IEUR
EWU vs. IEUR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom ETF (EWU) and iShares Core MSCI Europe ETF (IEUR). 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 | IEUR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 1.25 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.26 | 1.80 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.26 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.86 | +0.58 |
Martin ratioReturn relative to average drawdown | 10.73 | 7.15 | +3.58 |
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 | IEUR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 1.25 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.50 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.49 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.33 | -0.07 |
Correlation
The correlation between EWU and IEUR is 0.90, 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.
Dividends
EWU vs. IEUR - Dividend Comparison
EWU's dividend yield for the trailing twelve months is around 3.54%, more than IEUR's 2.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWU iShares MSCI United Kingdom ETF | 3.54% | 3.73% | 4.16% | 4.14% | 3.43% | 4.35% | 2.48% | 4.13% | 4.98% | 3.91% | 3.97% | 4.11% |
IEUR iShares Core MSCI Europe ETF | 2.96% | 2.97% | 3.54% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% |
Drawdowns
EWU vs. IEUR - Drawdown Comparison
The maximum EWU drawdown since its inception was -63.99%, which is greater than IEUR's maximum drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for EWU and IEUR.
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Drawdown Indicators
| EWU | IEUR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.99% | -36.96% | -27.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -12.04% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.91% | -32.75% | +7.84% |
Max Drawdown (10Y)Largest decline over 10 years | -43.33% | -36.96% | -6.37% |
Current DrawdownCurrent decline from peak | -4.79% | -7.05% | +2.26% |
Average DrawdownAverage peak-to-trough decline | -14.22% | -8.30% | -5.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.13% | -0.46% |
Volatility
EWU vs. IEUR - Volatility Comparison
The current volatility for iShares MSCI United Kingdom ETF (EWU) is 6.76%, while iShares Core MSCI Europe ETF (IEUR) has a volatility of 7.36%. This indicates that EWU experiences smaller price fluctuations and is considered to be less risky than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWU | IEUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 7.36% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 11.03% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 17.81% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 17.54% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 18.60% | +0.21% |