FRT vs. EWZ
Compare and contrast key facts about Federal Realty Investment Trust (FRT) and iShares MSCI Brazil ETF (EWZ).
EWZ is a passively managed fund by iShares that tracks the performance of the MSCI Brazil 25/50 Index. It was launched on Jul 10, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRT or EWZ.
Correlation
The correlation between FRT and EWZ is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FRT vs. EWZ - Performance Comparison
Key characteristics
FRT:
0.74
EWZ:
-1.18
FRT:
1.10
EWZ:
-1.61
FRT:
1.14
EWZ:
0.81
FRT:
0.53
EWZ:
-0.49
FRT:
4.29
EWZ:
-1.78
FRT:
3.03%
EWZ:
14.69%
FRT:
17.69%
EWZ:
22.10%
FRT:
-57.42%
EWZ:
-77.25%
FRT:
-10.44%
EWZ:
-52.00%
Returns By Period
In the year-to-date period, FRT achieves a 12.04% return, which is significantly higher than EWZ's -28.62% return. Over the past 10 years, FRT has outperformed EWZ with an annualized return of 1.58%, while EWZ has yielded a comparatively lower 0.32% annualized return.
FRT
12.04%
-1.09%
12.72%
11.70%
1.63%
1.58%
EWZ
-28.62%
-11.05%
-12.02%
-27.31%
-6.41%
0.32%
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Risk-Adjusted Performance
FRT vs. EWZ - Risk-Adjusted Performance 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.
Dividends
FRT vs. EWZ - Dividend Comparison
FRT's dividend yield for the trailing twelve months is around 3.90%, less than EWZ's 8.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 3.90% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
EWZ iShares MSCI Brazil ETF | 8.69% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% | 3.78% | 3.23% |
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. For additional features, visit the drawdowns tool.
Volatility
FRT vs. EWZ - Volatility Comparison
The current volatility for Federal Realty Investment Trust (FRT) is 5.87%, while iShares MSCI Brazil ETF (EWZ) has a volatility of 11.13%. 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.