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.
Performance
EWZ vs. FRT - Performance Comparison
Returns By Period
In the year-to-date period, EWZ achieves a -20.46% return, which is significantly lower than FRT's 14.52% return. Over the past 10 years, EWZ has underperformed FRT with an annualized return of -0.04%, while FRT has yielded a comparatively higher 2.21% annualized return.
EWZ
-20.46%
-4.20%
-9.24%
-14.71%
-2.78%
-0.04%
FRT
14.52%
0.03%
18.36%
29.49%
1.58%
2.21%
Key characteristics
| EWZ | FRT | |
|---|---|---|
| Sharpe Ratio | -0.73 | 1.64 |
| Sortino Ratio | -0.95 | 2.35 |
| Omega Ratio | 0.89 | 1.29 |
| Calmar Ratio | -0.32 | 1.02 |
| Martin Ratio | -1.15 | 8.75 |
| Ulcer Index | 12.85% | 3.42% |
| Daily Std Dev | 20.16% | 18.18% |
| Max Drawdown | -77.27% | -57.42% |
| Current Drawdown | -46.55% | -8.46% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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 7.93%, more than FRT's 3.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZ iShares MSCI Brazil ETF | 7.93% | 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 | 3.82% | 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 -77.27%, 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 5.65% compared to Federal Realty Investment Trust (FRT) at 5.01%. 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.