EWZ vs. FRT
Compare and contrast key facts about iShares MSCI Brazil ETF (EWZ) and Federal Realty Investment Trust (FRT).
EWZ is a passively managed fund by iShares that tracks the performance of the MSCI Brazil 25/50 Index. It was launched on Jul 10, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWZ or FRT.
Correlation
The correlation between EWZ and FRT 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
EWZ vs. FRT - Performance Comparison
Key characteristics
EWZ:
-0.26
FRT:
-0.19
EWZ:
-0.20
FRT:
-0.12
EWZ:
0.98
FRT:
0.98
EWZ:
-0.12
FRT:
-0.14
EWZ:
-0.48
FRT:
-0.53
EWZ:
13.59%
FRT:
8.15%
EWZ:
24.89%
FRT:
22.58%
EWZ:
-77.25%
FRT:
-57.42%
EWZ:
-43.99%
FRT:
-22.86%
Returns By Period
In the year-to-date period, EWZ achieves a 19.68% return, which is significantly higher than FRT's -13.89% return. Over the past 10 years, EWZ has outperformed FRT with an annualized return of 1.96%, while FRT has yielded a comparatively lower 0.15% annualized return.
EWZ
19.68%
3.78%
0.20%
-7.68%
9.55%
1.96%
FRT
-13.89%
-1.52%
-14.20%
-3.71%
8.63%
0.15%
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Risk-Adjusted Performance
EWZ vs. FRT — Risk-Adjusted Performance Rank
EWZ
FRT
EWZ vs. FRT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil ETF (EWZ) and Federal Realty Investment Trust (FRT). 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
EWZ vs. FRT - Dividend Comparison
EWZ's dividend yield for the trailing twelve months is around 7.45%, more than FRT's 4.65% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZ iShares MSCI Brazil ETF | 7.45% | 8.91% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% | 3.78% |
FRT Federal Realty Investment Trust | 4.65% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% |
Drawdowns
EWZ vs. FRT - Drawdown Comparison
The maximum EWZ drawdown since its inception was -77.25%, which is greater than FRT's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for EWZ and FRT. For additional features, visit the drawdowns tool.
Volatility
EWZ vs. FRT - Volatility Comparison
The current volatility for iShares MSCI Brazil ETF (EWZ) is 11.22%, while Federal Realty Investment Trust (FRT) has a volatility of 13.32%. This indicates that EWZ experiences smaller price fluctuations and is considered to be less risky than FRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.