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:
-0.72
FRT:
-0.35
EWZ:
-0.88
FRT:
-0.33
EWZ:
0.89
FRT:
0.96
EWZ:
-0.33
FRT:
-0.27
EWZ:
-1.24
FRT:
-1.11
EWZ:
14.14%
FRT:
6.57%
EWZ:
24.13%
FRT:
20.77%
EWZ:
-77.25%
FRT:
-57.42%
EWZ:
-49.06%
FRT:
-27.18%
Returns By Period
In the year-to-date period, EWZ achieves a 8.84% return, which is significantly higher than FRT's -18.72% return. Over the past 10 years, EWZ has outperformed FRT with an annualized return of 1.78%, while FRT has yielded a comparatively lower -1.31% annualized return.
EWZ
8.84%
-0.33%
-12.84%
-17.48%
10.08%
1.78%
FRT
-18.72%
-12.98%
-18.28%
-6.51%
10.87%
-1.31%
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 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 8.19%, more than FRT's 4.93% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZ iShares MSCI Brazil ETF | 8.19% | 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 | 4.93% | 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
iShares MSCI Brazil ETF (EWZ) and Federal Realty Investment Trust (FRT) have volatilities of 9.86% and 9.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.