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

Correlation

The correlation between EWU and SPY 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.


-0.50.00.51.00.6

Performance

EWU vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI United Kingdom ETF (EWU) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
304.71%
1,392.97%
EWU
SPY

Key characteristics

Sharpe Ratio

EWU:

0.67

SPY:

2.21

Sortino Ratio

EWU:

0.97

SPY:

2.93

Omega Ratio

EWU:

1.12

SPY:

1.41

Calmar Ratio

EWU:

0.92

SPY:

3.26

Martin Ratio

EWU:

2.68

SPY:

14.43

Ulcer Index

EWU:

3.00%

SPY:

1.90%

Daily Std Dev

EWU:

12.02%

SPY:

12.41%

Max Drawdown

EWU:

-63.99%

SPY:

-55.19%

Current Drawdown

EWU:

-8.69%

SPY:

-2.74%

Returns By Period

In the year-to-date period, EWU achieves a 6.08% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, EWU has underperformed SPY with an annualized return of 3.15%, while SPY has yielded a comparatively higher 12.97% annualized return.


EWU

YTD

6.08%

1M

-1.02%

6M

-2.04%

1Y

6.86%

5Y*

3.87%

10Y*

3.15%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EWU vs. SPY - Expense Ratio Comparison

EWU has a 0.50% expense ratio, which is higher than SPY's 0.09% expense ratio.


EWU
iShares MSCI United Kingdom ETF
Expense ratio chart for EWU: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

EWU vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom ETF (EWU) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for EWU, currently valued at 0.67, compared to the broader market0.002.004.000.672.21
The chart of Sortino ratio for EWU, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.972.93
The chart of Omega ratio for EWU, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.41
The chart of Calmar ratio for EWU, currently valued at 0.92, compared to the broader market0.005.0010.0015.000.923.26
The chart of Martin ratio for EWU, currently valued at 2.68, compared to the broader market0.0020.0040.0060.0080.00100.002.6814.43
EWU
SPY

The current EWU Sharpe Ratio is 0.67, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EWU and SPY, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.67
2.21
EWU
SPY

Dividends

EWU vs. SPY - Dividend Comparison

EWU's dividend yield for the trailing twelve months is around 4.18%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
EWU
iShares MSCI United Kingdom ETF
4.18%4.14%3.42%4.35%2.48%4.13%4.98%3.91%3.97%4.11%7.59%2.39%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

EWU vs. SPY - Drawdown Comparison

The maximum EWU drawdown since its inception was -63.99%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EWU and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.69%
-2.74%
EWU
SPY

Volatility

EWU vs. SPY - Volatility Comparison

The current volatility for iShares MSCI United Kingdom ETF (EWU) is 3.52%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.72%. This indicates that EWU experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.52%
3.72%
EWU
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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