EWUS vs. IJR
Compare and contrast key facts about iShares MSCI United Kingdom Small-Cap ETF (EWUS) and iShares Core S&P Small-Cap ETF (IJR).
EWUS and IJR 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. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both EWUS and IJR 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 IJR.
Key characteristics
| EWUS | IJR | |
|---|---|---|
| YTD Return | 4.63% | 13.66% |
| 1Y Return | 14.91% | 27.78% |
| 3Y Return (Ann) | -5.89% | 2.15% |
| 5Y Return (Ann) | 0.19% | 10.18% |
| 10Y Return (Ann) | 2.53% | 9.79% |
| Sharpe Ratio | 0.77 | 1.40 |
| Sortino Ratio | 1.14 | 2.09 |
| Omega Ratio | 1.15 | 1.25 |
| Calmar Ratio | 0.45 | 1.52 |
| Martin Ratio | 3.66 | 7.92 |
| Ulcer Index | 4.10% | 3.53% |
| Daily Std Dev | 19.53% | 19.99% |
| Max Drawdown | -49.33% | -58.15% |
| Current Drawdown | -22.44% | -3.63% |
Correlation
The correlation between EWUS and IJR is 0.53, 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.
Performance
EWUS vs. IJR - Performance Comparison
In the year-to-date period, EWUS achieves a 4.63% return, which is significantly lower than IJR's 13.66% return. Over the past 10 years, EWUS has underperformed IJR with an annualized return of 2.53%, while IJR has yielded a comparatively higher 9.79% 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. IJR - Expense Ratio Comparison
EWUS has a 0.59% expense ratio, which is higher than IJR's 0.07% expense ratio.
Risk-Adjusted Performance
EWUS vs. IJR - 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 Core S&P Small-Cap ETF (IJR). 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. IJR - Dividend Comparison
EWUS's dividend yield for the trailing twelve months is around 2.96%, more than IJR's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWUS iShares MSCI United Kingdom Small-Cap ETF | 2.96% | 2.88% | 2.03% | 3.54% | 1.97% | 2.59% | 3.52% | 2.61% | 3.18% | 2.85% | 3.33% | 0.80% |
IJR iShares Core S&P Small-Cap ETF | 1.24% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
EWUS vs. IJR - Drawdown Comparison
The maximum EWUS drawdown since its inception was -49.33%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for EWUS and IJR. For additional features, visit the drawdowns tool.
Volatility
EWUS vs. IJR - Volatility Comparison
The current volatility for iShares MSCI United Kingdom Small-Cap ETF (EWUS) is 5.13%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.66%. This indicates that EWUS experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.