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FEZ vs. EWU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEZ and EWU is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

FEZ vs. EWU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR EURO STOXX 50 ETF (FEZ) and iShares MSCI United Kingdom ETF (EWU). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
353.21%
251.49%
FEZ
EWU

Key characteristics

Sharpe Ratio

FEZ:

0.60

EWU:

0.93

Sortino Ratio

FEZ:

1.00

EWU:

1.31

Omega Ratio

FEZ:

1.13

EWU:

1.19

Calmar Ratio

FEZ:

0.79

EWU:

1.20

Martin Ratio

FEZ:

2.27

EWU:

3.82

Ulcer Index

FEZ:

5.55%

EWU:

3.99%

Daily Std Dev

FEZ:

20.90%

EWU:

16.31%

Max Drawdown

FEZ:

-64.21%

EWU:

-63.99%

Current Drawdown

FEZ:

-1.52%

EWU:

-0.13%

Returns By Period

In the year-to-date period, FEZ achieves a 17.50% return, which is significantly higher than EWU's 11.92% return. Over the past 10 years, FEZ has outperformed EWU with an annualized return of 6.53%, while EWU has yielded a comparatively lower 3.70% annualized return.


FEZ

YTD

17.50%

1M

2.01%

6M

11.78%

1Y

13.61%

5Y*

16.85%

10Y*

6.53%

EWU

YTD

11.92%

1M

1.15%

6M

7.21%

1Y

14.24%

5Y*

13.30%

10Y*

3.70%

*Annualized

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FEZ vs. EWU - Expense Ratio Comparison

FEZ has a 0.29% expense ratio, which is lower than EWU's 0.50% expense ratio.


Expense ratio chart for EWU: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWU: 0.50%
Expense ratio chart for FEZ: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FEZ: 0.29%

Risk-Adjusted Performance

FEZ vs. EWU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FEZ
The Risk-Adjusted Performance Rank of FEZ is 6666
Overall Rank
The Sharpe Ratio Rank of FEZ is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FEZ is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FEZ is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FEZ is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FEZ is 6363
Martin Ratio Rank

EWU
The Risk-Adjusted Performance Rank of EWU is 7979
Overall Rank
The Sharpe Ratio Rank of EWU is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of EWU is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EWU is 7878
Omega Ratio Rank
The Calmar Ratio Rank of EWU is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EWU is 7979
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.

FEZ vs. EWU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR EURO STOXX 50 ETF (FEZ) and iShares MSCI United Kingdom ETF (EWU). 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.


The chart of Sharpe ratio for FEZ, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.00
FEZ: 0.60
EWU: 0.93
The chart of Sortino ratio for FEZ, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
FEZ: 1.00
EWU: 1.31
The chart of Omega ratio for FEZ, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
FEZ: 1.13
EWU: 1.19
The chart of Calmar ratio for FEZ, currently valued at 0.79, compared to the broader market0.002.004.006.008.0010.0012.00
FEZ: 0.79
EWU: 1.20
The chart of Martin ratio for FEZ, currently valued at 2.27, compared to the broader market0.0020.0040.0060.00
FEZ: 2.27
EWU: 3.82

The current FEZ Sharpe Ratio is 0.60, which is lower than the EWU Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FEZ and EWU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.60
0.93
FEZ
EWU

Dividends

FEZ vs. EWU - Dividend Comparison

FEZ's dividend yield for the trailing twelve months is around 2.59%, less than EWU's 3.71% yield.


TTM20242023202220212020201920182017201620152014
FEZ
SPDR EURO STOXX 50 ETF
2.59%2.94%2.75%3.05%2.61%2.12%2.61%3.45%2.44%3.35%3.03%3.78%
EWU
iShares MSCI United Kingdom ETF
3.71%4.16%4.14%3.42%4.35%2.48%4.13%4.98%3.91%3.97%4.11%7.59%

Drawdowns

FEZ vs. EWU - Drawdown Comparison

The maximum FEZ drawdown since its inception was -64.21%, roughly equal to the maximum EWU drawdown of -63.99%. Use the drawdown chart below to compare losses from any high point for FEZ and EWU. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.52%
-0.13%
FEZ
EWU

Volatility

FEZ vs. EWU - Volatility Comparison

SPDR EURO STOXX 50 ETF (FEZ) has a higher volatility of 12.71% compared to iShares MSCI United Kingdom ETF (EWU) at 11.33%. This indicates that FEZ's price experiences larger fluctuations and is considered to be riskier than EWU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.71%
11.33%
FEZ
EWU