EWUS vs. FLEE
Compare and contrast key facts about iShares MSCI United Kingdom Small-Cap ETF (EWUS) and Franklin FTSE Europe ETF (FLEE).
EWUS and FLEE 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. FLEE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Developed Europe RIC Capped Index. It was launched on Nov 2, 2017. Both EWUS and FLEE 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
EWUS vs. FLEE - Performance Comparison
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EWUS vs. FLEE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWUS iShares MSCI United Kingdom Small-Cap ETF | -5.72% | 25.13% | 3.55% | 15.41% | -31.19% | 12.55% | -2.58% | 35.16% | -20.16% | 4.20% |
FLEE Franklin FTSE Europe ETF | -0.49% | 35.76% | 2.03% | 20.46% | -15.22% | 16.84% | 5.33% | 24.41% | -14.97% | 1.47% |
Returns By Period
In the year-to-date period, EWUS achieves a -5.72% return, which is significantly lower than FLEE's -0.49% return.
EWUS
- 1D
- 3.35%
- 1M
- -11.10%
- YTD
- -5.72%
- 6M
- -2.16%
- 1Y
- 17.68%
- 3Y*
- 10.68%
- 5Y*
- -0.08%
- 10Y*
- 3.52%
FLEE
- 1D
- 3.33%
- 1M
- -7.60%
- YTD
- -0.49%
- 6M
- 5.81%
- 1Y
- 21.11%
- 3Y*
- 14.51%
- 5Y*
- 9.16%
- 10Y*
- —
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EWUS vs. FLEE - Expense Ratio Comparison
EWUS has a 0.59% expense ratio, which is higher than FLEE's 0.09% expense ratio.
Return for Risk
EWUS vs. FLEE — Risk / Return Rank
EWUS
FLEE
EWUS vs. FLEE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom Small-Cap ETF (EWUS) and Franklin FTSE Europe ETF (FLEE). 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.
| EWUS | FLEE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.21 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.72 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.61 | -0.58 |
Martin ratioReturn relative to average drawdown | 3.99 | 6.22 | -2.23 |
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
| EWUS | FLEE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.21 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.54 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.41 | -0.13 |
Correlation
The correlation between EWUS and FLEE is 0.79, 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
EWUS vs. FLEE - Dividend Comparison
EWUS's dividend yield for the trailing twelve months is around 3.81%, more than FLEE's 2.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWUS iShares MSCI United Kingdom Small-Cap ETF | 3.81% | 3.59% | 3.67% | 2.88% | 2.03% | 3.54% | 1.97% | 2.59% | 3.53% | 2.61% | 3.18% | 2.85% |
FLEE Franklin FTSE Europe ETF | 2.77% | 2.76% | 3.93% | 2.57% | 3.48% | 3.61% | 1.88% | 3.02% | 3.85% | 0.02% | 0.00% | 0.00% |
Drawdowns
EWUS vs. FLEE - Drawdown Comparison
The maximum EWUS drawdown since its inception was -49.33%, which is greater than FLEE's maximum drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for EWUS and FLEE.
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Drawdown Indicators
| EWUS | FLEE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.33% | -37.27% | -12.06% |
Max Drawdown (1Y)Largest decline over 1 year | -15.21% | -12.37% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -48.14% | -31.62% | -16.52% |
Max Drawdown (10Y)Largest decline over 10 years | -49.33% | — | — |
Current DrawdownCurrent decline from peak | -12.37% | -8.60% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -13.17% | -7.18% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 3.21% | +0.74% |
Volatility
EWUS vs. FLEE - Volatility Comparison
iShares MSCI United Kingdom Small-Cap ETF (EWUS) and Franklin FTSE Europe ETF (FLEE) have volatilities of 7.54% and 7.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWUS | FLEE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 7.57% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 11.04% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.62% | 17.61% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.83% | 17.19% | +3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.44% | 18.92% | +3.52% |