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HEZU vs. PBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEZU vs. PBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI Eurozone ETF (HEZU) and Portfolio Building Block European Banks Index ETF (PBEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with HEZU having a 13.40% return and PBEU slightly lower at 12.82%.


HEZU

1D
1.06%
1M
3.04%
YTD
13.40%
6M
13.42%
1Y
26.69%
3Y*
19.44%
5Y*
12.98%
10Y*
13.39%

PBEU

1D
0.86%
1M
3.98%
YTD
12.82%
6M
13.21%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEZU vs. PBEU - Yearly Performance Comparison


Correlation

The correlation between HEZU and PBEU is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

0.83

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Return for Risk

HEZU vs. PBEU — Risk / Return Rank

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

HEZU
HEZU Risk / Return Rank: 6060
Overall Rank
HEZU Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
HEZU Sortino Ratio Rank: 6161
Sortino Ratio Rank
HEZU Omega Ratio Rank: 5959
Omega Ratio Rank
HEZU Calmar Ratio Rank: 5757
Calmar Ratio Rank
HEZU Martin Ratio Rank: 6161
Martin Ratio Rank

PBEU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

HEZU vs. PBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI Eurozone ETF (HEZU) and Portfolio Building Block European Banks Index ETF (PBEU). 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.


HEZUPBEUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.45

Martin ratioReturn relative to average drawdown

9.61

HEZU vs. PBEU - Sharpe Ratio Comparison


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Drawdowns

HEZU vs. PBEU - Drawdown Comparison

The maximum HEZU drawdown since its inception was -38.80%, which is greater than PBEU's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for HEZU and PBEU.


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Drawdown Indicators


HEZUPBEUDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-17.26%

-21.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

Max Drawdown (3Y)

Largest decline over 3 years

-14.83%

Max Drawdown (5Y)

Largest decline over 5 years

-22.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

Current Drawdown

Current decline from peak

-1.13%

-2.12%

+0.99%

Average Drawdown

Average peak-to-trough decline

-5.81%

-3.92%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

Volatility

HEZU vs. PBEU - Volatility Comparison


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Volatility by Period


HEZUPBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

27.55%

-12.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

27.55%

-10.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

27.55%

-9.38%

HEZU vs. PBEU - Expense Ratio Comparison

HEZU has a 0.52% expense ratio, which is higher than PBEU's 0.13% expense ratio.


Dividends

HEZU vs. PBEU - Dividend Comparison

HEZU's dividend yield for the trailing twelve months is around 2.58%, more than PBEU's 0.01% yield.


PositionTTM20252024202320222021202020192018201720162015
HEZU
iShares Currency Hedged MSCI Eurozone ETF
2.58%2.92%2.77%2.52%23.26%2.25%2.32%5.40%3.48%1.92%3.11%2.68%
PBEU
Portfolio Building Block European Banks Index ETF
0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HEZU and PBEU have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBEU is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBEU is cheaper with a 0.13% expense ratio, compared with 0.52% for HEZU.

HEZU has the higher dividend yield at 2.58%, compared with 0.01% for PBEU.

HEZU is categorized as Europe Equities, while PBEU is Financials Equities. HEZU tracks MSCI EMU 100% USD Hedged Index, while PBEU tracks BITA European Banks Index. They also come from different issuers: iShares and Portfolio Building Block. Their fees differ too: 0.52% for HEZU and 0.13% for PBEU.

Portfolio Optimizer

Find the right allocation for HEZU and PBEU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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