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:
-1.30
FRT:
0.56
EWZ:
-1.81
FRT:
0.87
EWZ:
0.79
FRT:
1.11
EWZ:
-0.54
FRT:
0.40
EWZ:
-1.99
FRT:
3.28
EWZ:
14.45%
FRT:
2.99%
EWZ:
22.09%
FRT:
17.60%
EWZ:
-77.25%
FRT:
-57.42%
EWZ:
-53.43%
FRT:
-12.04%
Returns By Period
In the year-to-date period, EWZ achieves a -30.75% return, which is significantly lower than FRT's 10.05% return. Over the past 10 years, EWZ has underperformed FRT with an annualized return of 0.14%, while FRT has yielded a comparatively higher 1.57% annualized return.
EWZ
-30.75%
-14.44%
-13.39%
-29.70%
-6.99%
0.14%
FRT
10.05%
-2.31%
11.10%
9.76%
1.27%
1.57%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
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 14.41%, more than FRT's 3.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZ iShares MSCI Brazil ETF | 14.41% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% | 3.78% | 3.23% |
FRT Federal Realty Investment Trust | 3.98% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
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
iShares MSCI Brazil ETF (EWZ) has a higher volatility of 10.67% compared to Federal Realty Investment Trust (FRT) at 5.45%. This indicates that EWZ's price experiences larger fluctuations and is considered to be riskier than FRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.