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EZU vs. PFE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EZU vs. PFE

Last updated Jun 14, 2026

EZU (iShares MSCI Eurozone ETF) is Europe Equities fund tracking the MSCI EMU, while PFE (Pfizer Inc.) is a stock. Over the past 10 years, EZU returned 10.85%/yr vs 2.11%/yr for PFE. At a 0.41 correlation, their price movements are largely independent.

Performance

EZU vs. PFE - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with EZU having a 9.10% return and PFE slightly lower at 8.79%. Over the past 10 years, EZU has outperformed PFE with an annualized return of 10.85%, while PFE has yielded a comparatively lower 2.11% annualized return.

EZU

1D
0.00%
1M
6.05%
YTD
9.10%
6M
10.35%
1Y
22.18%
3Y*
18.40%
5Y*
9.24%
10Y*
10.85%

PFE

1D
0.15%
1M
3.47%
YTD
8.79%
6M
4.79%
1Y
14.27%
3Y*
-7.78%
5Y*
-3.35%
10Y*
2.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EZU vs. PFE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EZU
iShares MSCI Eurozone ETF		9.10%40.00%2.23%23.44%-17.25%13.92%7.62%23.27%-16.76%27.89%
PFE
Pfizer Inc.		8.79%0.65%-2.22%-41.26%-10.41%66.70%3.07%-6.91%24.82%15.90%

Correlation

The correlation between EZU and PFE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.41

The correlation between EZU and PFE shifts across timeframes, from 0.30 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares MSCI Eurozone ETF

Pfizer Inc.

Often compared with EZU:
EZU vs. VGKEZU vs. FEZEZU vs. IEUREZU vs. IEVEZU vs. HEZUEZU vs. SPYEZU vs. IEZ
Often compared with PFE:
PFE vs. MRKPFE vs. JNJPFE vs. UNHPFE vs. ABBVPFE vs. MRNAPFE vs. SCHDPFE vs. SPY

Return for Risk

EZU vs. PFE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EZU
EZU Risk / Return Rank: 3737
Overall Rank
EZU Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EZU Sortino Ratio Rank: 3636
Sortino Ratio Rank
EZU Omega Ratio Rank: 3535
Omega Ratio Rank
EZU Calmar Ratio Rank: 3535
Calmar Ratio Rank
EZU Martin Ratio Rank: 4040
Martin Ratio Rank
PFE
PFE Risk / Return Rank: 6060
Overall Rank
PFE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PFE Sortino Ratio Rank: 5656
Sortino Ratio Rank
PFE Omega Ratio Rank: 5454
Omega Ratio Rank
PFE Calmar Ratio Rank: 6666
Calmar Ratio Rank
PFE Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EZU vs. PFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Eurozone ETF (EZU) and Pfizer Inc. (PFE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

EZUPFEDifference
Sharpe ratioReturn per unit of total volatility
1.15
0.54

+0.61

Sortino ratioReturn per unit of downside risk
1.71
0.99

+0.72

Omega ratioGain probability vs. loss probability

1.21

1.12

+0.09

Calmar ratioReturn relative to maximum drawdown

1.55

1.13

+0.42

Martin ratioReturn relative to average drawdown

5.60

2.27

+3.33

EZU vs. PFE - Sharpe Ratio Comparison

The current EZU Sharpe Ratio is 1.15, which is higher than the PFE Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EZU and PFE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EZU vs. PFE - Drawdown Comparison

The maximum EZU drawdown since its inception was -65.32%, smaller than the maximum PFE drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for EZU and PFE.

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Drawdown Indicators

EZUPFEDifference

Max Drawdown

Largest peak-to-trough decline

-65.32%

-69.24%

+3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-11.47%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-15.02%

-40.43%

+25.41%

Max Drawdown (5Y)

Largest decline over 5 years

-36.11%

-58.96%

+22.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.37%

-58.96%

+17.59%

Current Drawdown

Current decline from peak

0.00%

-45.68%

+45.68%

Average Drawdown

Average peak-to-trough decline

-19.21%

-22.90%

+3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

5.70%

-2.09%

Volatility

EZU vs. PFE - Volatility Comparison

iShares MSCI Eurozone ETF (EZU) has a higher volatility of 6.52% compared to Pfizer Inc. (PFE) at 5.07%. This indicates that EZU's price experiences larger fluctuations and is considered to be riskier than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EZUPFEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

5.07%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

14.62%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

23.84%

-6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.96%

25.48%

-5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.50%

23.89%

-3.39%

Dividends

EZU vs. PFE - Dividend Comparison

EZU's dividend yield for the trailing twelve months is around 2.61%, less than PFE's 6.56% yield.

PositionTTM20252024202320222021202020192018201720162015
EZU
iShares MSCI Eurozone ETF		2.61%2.85%2.90%2.56%2.79%2.46%2.13%2.84%3.47%1.91%3.07%2.18%
PFE
Pfizer Inc.		6.56%6.91%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%

Frequently Asked Questions

EZU and PFE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EZU has higher volatility (6.52%) compared to PFE (5.07%). In terms of maximum drawdown, EZU dropped -65.32% vs PFE's -69.24%.

EZU currently has the higher Sharpe Ratio (1.15 vs 0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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