EWZ vs. F
EWZ (iShares MSCI Brazil ETF) is Latin America Equities fund tracking the MSCI Brazil 25/50 Index, while F (Ford Motor Company) is a stock. Over the past 10 years, EWZ returned 7.53%/yr vs 6.32%/yr for F. At a 0.33 correlation, their price movements are largely independent.
Performance
EWZ vs. F - Performance Comparison
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Returns By Period
In the year-to-date period, EWZ achieves a 6.04% return, which is significantly lower than F's 17.02% return. Over the past 10 years, EWZ has outperformed F with an annualized return of 7.53%, while F has yielded a comparatively lower 6.32% annualized return.
EWZ
- 1D
- -0.94%
- 1M
- -13.88%
- YTD
- 6.04%
- 6M
- 6.47%
- 1Y
- 28.14%
- 3Y*
- 7.95%
- 5Y*
- 3.87%
- 10Y*
- 7.53%
F
- 1D
- 0.67%
- 1M
- 23.29%
- YTD
- 17.02%
- 6M
- 16.85%
- 1Y
- 53.41%
- 3Y*
- 9.65%
- 5Y*
- 4.45%
- 10Y*
- 6.32%
EWZ vs. F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWZ iShares MSCI Brazil ETF | 6.04% | 48.81% | -30.41% | 32.62% | 12.09% | -17.32% | -20.35% | 27.67% | -2.52% | 23.62% |
F Ford Motor Company | 17.02% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
Correlation
The correlation between EWZ and F is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2000 | 0.33 |
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Return for Risk
EWZ vs. F — Risk / Return Rank
EWZ
F
EWZ vs. F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil ETF (EWZ) and Ford Motor Company (F). 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.
| EWZ | F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.41 | -0.94 |
| Martin ratioReturn relative to average drawdown | 4.96 | 6.36 | -1.40 |
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
| EWZ | F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.45 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.11 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.17 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.16 | +0.01 |
Drawdowns
EWZ vs. F - Drawdown Comparison
The maximum EWZ drawdown since its inception was -77.25%, smaller than the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for EWZ and F.
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Drawdown Indicators
| EWZ | F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.25% | -97.07% | +19.82% |
Max Drawdown (1Y)Largest decline over 1 year | -19.27% | -22.31% | +3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -31.36% | -36.51% | +5.15% |
Max Drawdown (5Y)Largest decline over 5 years | -32.24% | -58.62% | +26.38% |
Max Drawdown (10Y)Largest decline over 10 years | -56.99% | -64.77% | +7.78% |
Current DrawdownCurrent decline from peak | -26.15% | -33.81% | +7.66% |
Average DrawdownAverage peak-to-trough decline | -35.95% | -44.70% | +8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 8.42% | -2.74% |
Volatility
EWZ vs. F - Volatility Comparison
The current volatility for iShares MSCI Brazil ETF (EWZ) is 7.32%, while Ford Motor Company (F) has a volatility of 21.84%. This indicates that EWZ experiences smaller price fluctuations and is considered to be less risky than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWZ | F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 21.84% | -14.52% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 29.26% | -8.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.12% | 37.21% | -12.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.68% | 39.41% | -11.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.07% | 37.48% | -3.41% |
Dividends
EWZ vs. F - Dividend Comparison
EWZ's dividend yield for the trailing twelve months is around 4.89%, more than F's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZ iShares MSCI Brazil ETF | 4.89% | 5.19% | 8.91% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% |
F Ford Motor Company | 4.00% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
Frequently Asked Questions
EWZ and F have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (21.84%) compared to EWZ (7.32%). In terms of maximum drawdown, EWZ dropped -77.25% vs F's -97.07%.
F currently has the higher Sharpe Ratio (1.45 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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