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FIEUX vs. EWG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIEUX vs. EWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Europe Fund (FIEUX) and iShares MSCI Germany ETF (EWG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIEUX achieves a 7.29% return, which is significantly higher than EWG's 0.64% return. Over the past 10 years, FIEUX has outperformed EWG with an annualized return of 8.18%, while EWG has yielded a comparatively lower 7.59% annualized return.


FIEUX

1D
0.54%
1M
4.69%
YTD
7.29%
6M
10.52%
1Y
18.87%
3Y*
17.12%
5Y*
5.87%
10Y*
8.18%

EWG

1D
-1.84%
1M
3.11%
YTD
0.64%
6M
4.44%
1Y
3.23%
3Y*
16.95%
5Y*
5.94%
10Y*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIEUX vs. EWG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIEUX
Fidelity Europe Fund
7.29%37.53%4.21%13.68%-20.62%6.63%18.29%24.43%-17.22%29.16%
EWG
iShares MSCI Germany ETF
0.64%35.79%9.79%23.35%-22.27%5.84%10.09%19.15%-21.40%27.42%

Correlation

The correlation between FIEUX and EWG is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.88

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

0.89

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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 2, 1996

0.82

The correlation between FIEUX and EWG has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

FIEUX vs. EWG — Risk / Return Rank

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

FIEUX
FIEUX Risk / Return Rank: 1717
Overall Rank
FIEUX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FIEUX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FIEUX Omega Ratio Rank: 1616
Omega Ratio Rank
FIEUX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FIEUX Martin Ratio Rank: 2121
Martin Ratio Rank

EWG
EWG Risk / Return Rank: 1111
Overall Rank
EWG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EWG Sortino Ratio Rank: 1111
Sortino Ratio Rank
EWG Omega Ratio Rank: 1111
Omega Ratio Rank
EWG Calmar Ratio Rank: 1111
Calmar Ratio Rank
EWG Martin Ratio Rank: 1212
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.

FIEUX vs. EWG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Fund (FIEUX) and iShares MSCI Germany ETF (EWG). 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.


FIEUXEWGDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.21

1.05

+0.16

Calmar ratioReturn relative to maximum drawdown

1.50

0.22

+1.28

Martin ratioReturn relative to average drawdown

5.59

0.66

+4.93

FIEUX vs. EWG - Sharpe Ratio Comparison

The current FIEUX Sharpe Ratio is 1.14, which is higher than the EWG Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FIEUX and EWG, 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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Sharpe Ratios by Period


FIEUXEWGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.19

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.29

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.36

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.25

+0.20

Drawdowns

FIEUX vs. EWG - Drawdown Comparison

The maximum FIEUX drawdown since its inception was -59.96%, smaller than the maximum EWG drawdown of -67.57%. Use the drawdown chart below to compare losses from any high point for FIEUX and EWG.


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Drawdown Indicators


FIEUXEWGDifference

Max Drawdown

Largest peak-to-trough decline

-59.96%

-67.57%

+7.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-14.54%

+2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

-15.81%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-38.04%

-43.44%

+5.40%

Max Drawdown (10Y)

Largest decline over 10 years

-38.04%

-46.80%

+8.76%

Current Drawdown

Current decline from peak

-0.48%

-4.02%

+3.54%

Average Drawdown

Average peak-to-trough decline

-14.04%

-19.20%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

4.89%

-1.57%

Volatility

FIEUX vs. EWG - Volatility Comparison

Fidelity Europe Fund (FIEUX) and iShares MSCI Germany ETF (EWG) have volatilities of 6.31% and 6.49%, 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.


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Volatility by Period


FIEUXEWGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

6.49%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.02%

14.18%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

17.28%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

20.48%

-3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

21.11%

-3.17%

FIEUX vs. EWG - Expense Ratio Comparison

FIEUX has a 1.06% expense ratio, which is higher than EWG's 0.49% expense ratio.


Dividends

FIEUX vs. EWG - Dividend Comparison

FIEUX's dividend yield for the trailing twelve months is around 2.08%, more than EWG's 1.59% yield.


PositionTTM20252024202320222021202020192018201720162015
EWG
iShares MSCI Germany ETF
1.59%1.60%2.38%2.56%3.24%2.70%1.67%2.51%2.93%2.06%2.35%1.93%
FIEUX
Fidelity Europe Fund
2.08%2.23%3.28%1.62%0.00%16.10%1.15%7.42%11.93%2.52%1.51%0.43%

Frequently Asked Questions


FIEUX and EWG have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWG has higher volatility (6.49%) compared to FIEUX (6.31%). In terms of maximum drawdown, FIEUX dropped -59.96% vs EWG's -67.57%.

FIEUX currently has the higher Sharpe Ratio (1.14 vs 0.19), 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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