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:
-0.16
EWZ:
-0.48
FRT:
-0.07
EWZ:
-0.53
FRT:
0.99
EWZ:
0.94
FRT:
-0.13
EWZ:
-0.21
FRT:
-0.50
EWZ:
-0.79
FRT:
6.42%
EWZ:
14.09%
FRT:
20.41%
EWZ:
23.13%
FRT:
-57.42%
EWZ:
-77.25%
FRT:
-24.25%
EWZ:
-45.26%
Returns By Period
In the year-to-date period, FRT achieves a -15.44% return, which is significantly lower than EWZ's 16.97% return. Over the past 10 years, FRT has underperformed EWZ with an annualized return of -1.13%, while EWZ has yielded a comparatively higher 2.47% annualized return.
FRT
-15.44%
-9.01%
-15.17%
-3.53%
11.76%
-1.13%
EWZ
16.97%
10.12%
-5.72%
-11.32%
11.69%
2.47%
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Risk-Adjusted Performance
FRT vs. EWZ — Risk-Adjusted Performance Rank
FRT
EWZ
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 4.74%, less than EWZ's 7.62% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 4.74% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% |
EWZ iShares MSCI Brazil ETF | 7.62% | 8.91% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% | 3.78% |
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
Federal Realty Investment Trust (FRT) has a higher volatility of 9.58% compared to iShares MSCI Brazil ETF (EWZ) at 6.36%. This indicates that FRT's price experiences larger fluctuations and is considered to be riskier than EWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.