PortfoliosLab logo
EWU vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWU and VOO 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. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
110.77%
557.08%
EWU
VOO

Key characteristics

Sharpe Ratio

EWU:

0.93

VOO:

0.54

Sortino Ratio

EWU:

1.31

VOO:

0.88

Omega Ratio

EWU:

1.19

VOO:

1.13

Calmar Ratio

EWU:

1.20

VOO:

0.55

Martin Ratio

EWU:

3.82

VOO:

2.27

Ulcer Index

EWU:

3.99%

VOO:

4.55%

Daily Std Dev

EWU:

16.31%

VOO:

19.19%

Max Drawdown

EWU:

-63.99%

VOO:

-33.99%

Current Drawdown

EWU:

-0.13%

VOO:

-9.90%

Returns By Period

In the year-to-date period, EWU achieves a 11.92% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, EWU has underperformed VOO with an annualized return of 3.70%, while VOO has yielded a comparatively higher 12.07% annualized return.


EWU

YTD

11.92%

1M

1.15%

6M

7.21%

1Y

14.24%

5Y*

13.30%

10Y*

3.70%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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. VOO - Expense Ratio Comparison

EWU has a 0.50% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

EWU vs. VOO — 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 7979
Overall Rank
The Sharpe Ratio Rank of EWU is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of EWU is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EWU is 7878
Omega Ratio Rank
The Calmar Ratio Rank of EWU is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EWU is 7979
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom ETF (EWU) and Vanguard S&P 500 ETF (VOO). 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 0.93, compared to the broader market-1.000.001.002.003.004.00
EWU: 0.93
VOO: 0.54
The chart of Sortino ratio for EWU, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.00
EWU: 1.31
VOO: 0.88
The chart of Omega ratio for EWU, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
EWU: 1.19
VOO: 1.13
The chart of Calmar ratio for EWU, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.00
EWU: 1.20
VOO: 0.55
The chart of Martin ratio for EWU, currently valued at 3.82, compared to the broader market0.0020.0040.0060.00
EWU: 3.82
VOO: 2.27

The current EWU Sharpe Ratio is 0.93, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EWU and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.93
0.54
EWU
VOO

Dividends

EWU vs. VOO - Dividend Comparison

EWU's dividend yield for the trailing twelve months is around 3.71%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
EWU
iShares MSCI United Kingdom ETF
3.71%4.16%4.14%3.42%4.35%2.48%4.13%4.98%3.91%3.97%4.11%7.59%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EWU vs. VOO - Drawdown Comparison

The maximum EWU drawdown since its inception was -63.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EWU and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.13%
-9.90%
EWU
VOO

Volatility

EWU vs. VOO - Volatility Comparison

The current volatility for iShares MSCI United Kingdom ETF (EWU) is 11.33%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that EWU experiences smaller price fluctuations and is considered to be less risky than VOO 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%14.00%NovemberDecember2025FebruaryMarchApril
11.33%
13.96%
EWU
VOO