FRT vs. EWZ
FRT (Federal Realty Investment Trust) is a stock, while EWZ (iShares MSCI Brazil ETF) is Latin America Equities fund tracking the MSCI Brazil 25/50 Index. Over the past 10 years, FRT returned 1.39%/yr vs 7.48%/yr for EWZ. At a 0.32 correlation, their price movements are largely independent.
Performance
FRT vs. EWZ - Performance Comparison
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Returns By Period
In the year-to-date period, FRT achieves a 25.42% return, which is significantly higher than EWZ's 8.51% return. Over the past 10 years, FRT has underperformed EWZ with an annualized return of 1.39%, while EWZ has yielded a comparatively higher 7.48% annualized return.
FRT
- 1D
- 1.61%
- 1M
- 3.28%
- YTD
- 25.42%
- 6M
- 25.01%
- 1Y
- 34.21%
- 3Y*
- 15.63%
- 5Y*
- 5.12%
- 10Y*
- 1.39%
EWZ
- 1D
- -0.35%
- 1M
- -5.21%
- YTD
- 8.51%
- 6M
- 9.29%
- 1Y
- 29.01%
- 3Y*
- 7.56%
- 5Y*
- 3.74%
- 10Y*
- 7.48%
FRT vs. EWZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 25.42% | -5.91% | 12.07% | 6.55% | -22.66% | 65.97% | -30.66% | 12.51% | -8.10% | -3.59% |
EWZ iShares MSCI Brazil ETF | 8.51% | 48.81% | -30.41% | 32.62% | 12.09% | -17.32% | -20.35% | 27.67% | -2.52% | 23.62% |
Correlation
The correlation between FRT and EWZ is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2000 | 0.32 |
The correlation between FRT and EWZ shifts across timeframes, from 0.21 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FRT vs. EWZ — Risk / Return Rank
FRT
EWZ
FRT vs. EWZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) and iShares MSCI Brazil ETF (EWZ). 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.
| FRT | EWZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.94 | 1.51 | +3.42 |
| Martin ratioReturn relative to average drawdown | 12.50 | 4.37 | +8.12 |
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Drawdowns
FRT vs. EWZ - Drawdown Comparison
The maximum FRT drawdown since its inception was -57.42%, smaller than the maximum EWZ drawdown of -77.25%. Use the drawdown chart below to compare losses from any high point for FRT and EWZ.
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Drawdown Indicators
| FRT | EWZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.42% | -77.25% | +19.83% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -19.27% | +12.31% |
Max Drawdown (3Y)Largest decline over 3 years | -27.38% | -31.36% | +3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -34.99% | -32.24% | -2.75% |
Max Drawdown (10Y)Largest decline over 10 years | -56.47% | -56.99% | +0.52% |
Current DrawdownCurrent decline from peak | -1.72% | -24.43% | +22.71% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -35.92% | +24.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 6.65% | -3.90% |
Volatility
FRT vs. EWZ - Volatility Comparison
The current volatility for Federal Realty Investment Trust (FRT) is 4.96%, while iShares MSCI Brazil ETF (EWZ) has a volatility of 6.05%. This indicates that FRT experiences smaller price fluctuations and is considered to be less risky than EWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRT | EWZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 6.05% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 19.72% | -7.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 25.14% | -7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.32% | 27.72% | -4.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.47% | 34.00% | -4.53% |
Dividends
FRT vs. EWZ - Dividend Comparison
FRT's dividend yield for the trailing twelve months is around 3.63%, less than EWZ's 4.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZ iShares MSCI Brazil ETF | 4.29% | 5.19% | 8.91% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% |
FRT Federal Realty Investment Trust | 3.63% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
Frequently Asked Questions
FRT and EWZ have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWZ has higher volatility (6.05%) compared to FRT (4.96%). In terms of maximum drawdown, FRT dropped -57.42% vs EWZ's -77.25%.
FRT currently has the higher Sharpe Ratio (1.98 vs 1.16), 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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