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EWUS vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWUS vs. IVV - Performance Comparison

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

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EWUS vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%32.17%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Returns By Period

In the year-to-date period, EWUS achieves a -5.72% return, which is significantly lower than IVV's -4.38% return. Over the past 10 years, EWUS has underperformed IVV with an annualized return of 3.52%, while IVV has yielded a comparatively higher 14.02% annualized 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%

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWUS vs. IVV - Expense Ratio Comparison

EWUS has a 0.59% expense ratio, which is higher than IVV's 0.03% expense ratio.


Return for Risk

EWUS vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EWUS
EWUS Risk / Return Rank: 4747
Overall Rank
EWUS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EWUS Sortino Ratio Rank: 5252
Sortino Ratio Rank
EWUS Omega Ratio Rank: 4949
Omega Ratio Rank
EWUS Calmar Ratio Rank: 4040
Calmar Ratio Rank
EWUS Martin Ratio Rank: 4242
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EWUS vs. IVV - Risk-Adjusted Trends 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 500 ETF (IVV). 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.


EWUSIVVDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.97

-0.01

Sortino ratio

Return per unit of downside risk

1.37

1.49

-0.11

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.03

1.53

-0.50

Martin ratio

Return relative to average drawdown

3.99

7.32

-3.33

EWUS vs. IVV - Sharpe Ratio Comparison

The current EWUS Sharpe Ratio is 0.96, which is comparable to the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of EWUS and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EWUSIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.97

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.70

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.78

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.42

-0.14

Correlation

The correlation between EWUS and IVV is 0.57, 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.


Dividends

EWUS vs. IVV - Dividend Comparison

EWUS's dividend yield for the trailing twelve months is around 3.81%, more than IVV's 1.23% yield.


TTM20252024202320222021202020192018201720162015
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%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

EWUS vs. IVV - Drawdown Comparison

The maximum EWUS drawdown since its inception was -49.33%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EWUS and IVV.


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Drawdown Indicators


EWUSIVVDifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-55.25%

+5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-15.21%

-12.06%

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-48.14%

-24.53%

-23.61%

Max Drawdown (10Y)

Largest decline over 10 years

-49.33%

-33.90%

-15.43%

Current Drawdown

Current decline from peak

-12.37%

-6.26%

-6.11%

Average Drawdown

Average peak-to-trough decline

-13.17%

-10.85%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

2.53%

+1.42%

Volatility

EWUS vs. IVV - Volatility Comparison

iShares MSCI United Kingdom Small-Cap ETF (EWUS) has a higher volatility of 7.54% compared to iShares Core S&P 500 ETF (IVV) at 5.30%. This indicates that EWUS's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWUSIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

5.30%

+2.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

9.45%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

18.31%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

16.89%

+3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.44%

18.04%

+4.40%