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EZU vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

EZU vs. LLY

Last updated May 12, 2025

Compare and contrast key facts about iShares MSCI Eurozone ETF (EZU) and Eli Lilly and Company (LLY).

EZU is a passively managed fund by iShares that tracks the performance of the MSCI EMU. It was launched on Jul 25, 2000.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EZU or LLY.

Correlation

The correlation between EZU and LLY is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

EZU vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Eurozone ETF (EZU) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EZU:

8.25%

LLY:

38.01%

Max Drawdown

EZU:

-0.54%

LLY:

-68.27%

Current Drawdown

EZU:

0.00%

LLY:

-23.23%

Returns By Period

EZU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LLY

YTD

-4.68%

1M

0.29%

6M

-11.36%

1Y

-2.72%

5Y*

37.88%

10Y*

28.33%

*Annualized

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Risk-Adjusted Performance

EZU vs. LLY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EZU
The Risk-Adjusted Performance Rank of EZU is 7575
Overall Rank
The Sharpe Ratio Rank of EZU is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of EZU is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EZU is 7373
Omega Ratio Rank
The Calmar Ratio Rank of EZU is 8383
Calmar Ratio Rank
The Martin Ratio Rank of EZU is 7373
Martin Ratio Rank
LLY
The Risk-Adjusted Performance Rank of LLY is 4040
Overall Rank
The Sharpe Ratio Rank of LLY is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 4141
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 4040
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 3535
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EZU vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Eurozone ETF (EZU) and Eli Lilly and Company (LLY). 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.

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Dividends

EZU vs. LLY - Dividend Comparison

EZU's dividend yield for the trailing twelve months is around 2.40%, more than LLY's 0.74% yield.

TTM20242023202220212020201920182017201620152014
EZU
iShares MSCI Eurozone ETF		2.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company		0.74%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

EZU vs. LLY - Drawdown Comparison

The maximum EZU drawdown since its inception was -0.54%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for EZU and LLY. For additional features, visit the drawdowns tool.

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Volatility

EZU vs. LLY - Volatility Comparison

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