EWUS vs. EWU
Compare and contrast key facts about iShares MSCI United Kingdom Small-Cap ETF (EWUS) and iShares MSCI United Kingdom ETF (EWU).
EWUS and EWU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWUS is a passively managed fund by iShares that tracks the performance of the MSCI United Kingdom Small Cap Index. It was launched on Jan 25, 2012. 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. Both EWUS and EWU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWUS or EWU.
Key characteristics
| EWUS | EWU | |
|---|---|---|
| YTD Return | 7.18% | 8.96% |
| 1Y Return | 24.03% | 18.37% |
| 3Y Return (Ann) | -5.34% | 5.95% |
| 5Y Return (Ann) | 0.92% | 5.39% |
| 10Y Return (Ann) | 2.57% | 3.13% |
| Sharpe Ratio | 1.21 | 1.51 |
| Sortino Ratio | 1.71 | 2.10 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 0.67 | 2.45 |
| Martin Ratio | 6.14 | 9.15 |
| Ulcer Index | 3.93% | 2.02% |
| Daily Std Dev | 19.97% | 12.22% |
| Max Drawdown | -49.33% | -63.99% |
| Current Drawdown | -20.55% | -6.21% |
Correlation
The correlation between EWUS and EWU 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.
Performance
EWUS vs. EWU - Performance Comparison
In the year-to-date period, EWUS achieves a 7.18% return, which is significantly lower than EWU's 8.96% return. Over the past 10 years, EWUS has underperformed EWU with an annualized return of 2.57%, while EWU has yielded a comparatively higher 3.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EWUS vs. EWU - Expense Ratio Comparison
EWUS has a 0.59% expense ratio, which is higher than EWU's 0.50% expense ratio.
Risk-Adjusted Performance
EWUS vs. EWU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom Small-Cap ETF (EWUS) and iShares MSCI United Kingdom ETF (EWU). 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.
Dividends
EWUS vs. EWU - Dividend Comparison
EWUS's dividend yield for the trailing twelve months is around 2.89%, less than EWU's 4.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWUS iShares MSCI United Kingdom Small-Cap ETF | 2.89% | 2.88% | 2.03% | 3.54% | 1.97% | 2.59% | 3.52% | 2.61% | 3.18% | 2.85% | 3.33% | 0.80% |
EWU iShares MSCI United Kingdom ETF | 4.05% | 4.14% | 3.42% | 4.35% | 2.48% | 4.13% | 4.98% | 3.91% | 3.97% | 4.11% | 7.59% | 2.39% |
Drawdowns
EWUS vs. EWU - Drawdown Comparison
The maximum EWUS drawdown since its inception was -49.33%, smaller than the maximum EWU drawdown of -63.99%. Use the drawdown chart below to compare losses from any high point for EWUS and EWU. For additional features, visit the drawdowns tool.
Volatility
EWUS vs. EWU - Volatility Comparison
iShares MSCI United Kingdom Small-Cap ETF (EWUS) has a higher volatility of 4.96% compared to iShares MSCI United Kingdom ETF (EWU) at 3.65%. This indicates that EWUS's price experiences larger fluctuations and is considered to be riskier than EWU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.