EWUS vs. EWZS
Compare and contrast key facts about iShares MSCI United Kingdom Small-Cap ETF (EWUS) and iShares MSCI Brazil Small-Cap ETF (EWZS).
EWUS and EWZS 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. EWZS is a passively managed fund by iShares that tracks the performance of the MSCI Brazil Small Cap Index. It was launched on Sep 28, 2010. Both EWUS and EWZS 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 EWZS.
Key characteristics
| EWUS | EWZS | |
|---|---|---|
| YTD Return | 7.18% | -21.56% |
| 1Y Return | 24.03% | -9.66% |
| 3Y Return (Ann) | -5.34% | -4.74% |
| 5Y Return (Ann) | 0.92% | -5.15% |
| 10Y Return (Ann) | 2.57% | 0.21% |
| Sharpe Ratio | 1.21 | -0.42 |
| Sortino Ratio | 1.71 | -0.46 |
| Omega Ratio | 1.23 | 0.95 |
| Calmar Ratio | 0.67 | -0.23 |
| Martin Ratio | 6.14 | -0.78 |
| Ulcer Index | 3.93% | 13.52% |
| Daily Std Dev | 19.97% | 25.16% |
| Max Drawdown | -49.33% | -79.26% |
| Current Drawdown | -20.55% | -44.44% |
Correlation
The correlation between EWUS and EWZS is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EWUS vs. EWZS - Performance Comparison
In the year-to-date period, EWUS achieves a 7.18% return, which is significantly higher than EWZS's -21.56% return. Over the past 10 years, EWUS has outperformed EWZS with an annualized return of 2.57%, while EWZS has yielded a comparatively lower 0.21% 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. EWZS - Expense Ratio Comparison
Both EWUS and EWZS have an expense ratio of 0.59%.
Risk-Adjusted Performance
EWUS vs. EWZS - 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 Brazil Small-Cap ETF (EWZS). 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. EWZS - Dividend Comparison
EWUS's dividend yield for the trailing twelve months is around 2.89%, less than EWZS's 3.95% 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% |
EWZS iShares MSCI Brazil Small-Cap ETF | 3.95% | 2.75% | 4.62% | 4.51% | 1.15% | 1.77% | 4.79% | 3.41% | 3.62% | 4.35% | 3.05% | 1.88% |
Drawdowns
EWUS vs. EWZS - Drawdown Comparison
The maximum EWUS drawdown since its inception was -49.33%, smaller than the maximum EWZS drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for EWUS and EWZS. For additional features, visit the drawdowns tool.
Volatility
EWUS vs. EWZS - Volatility Comparison
The current volatility for iShares MSCI United Kingdom Small-Cap ETF (EWUS) is 4.96%, while iShares MSCI Brazil Small-Cap ETF (EWZS) has a volatility of 7.70%. This indicates that EWUS experiences smaller price fluctuations and is considered to be less risky than EWZS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.