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 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EWZ vs. FRT - Performance Comparison
Key characteristics
EWZ:
-0.81
FRT:
0.49
EWZ:
-1.03
FRT:
0.76
EWZ:
0.88
FRT:
1.10
EWZ:
-0.34
FRT:
0.38
EWZ:
-1.20
FRT:
2.28
EWZ:
15.27%
FRT:
4.06%
EWZ:
22.58%
FRT:
18.83%
EWZ:
-77.25%
FRT:
-57.42%
EWZ:
-47.05%
FRT:
-15.75%
Returns By Period
In the year-to-date period, EWZ achieves a 13.15% return, which is significantly higher than FRT's -5.95% return. Over the past 10 years, EWZ has outperformed FRT with an annualized return of 1.69%, while FRT has yielded a comparatively lower 0.45% annualized return.
EWZ
13.15%
5.20%
-12.46%
-16.89%
-1.95%
1.69%
FRT
-5.95%
-0.80%
-8.51%
10.51%
0.12%
0.45%
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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 7.88%, more than FRT's 4.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZ iShares MSCI Brazil ETF | 7.88% | 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 | 4.20% | 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 6.74%, while Federal Realty Investment Trust (FRT) has a volatility of 8.16%. 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.