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IBDRY vs. EWP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDRY vs. EWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iberdrola SA (IBDRY) and iShares MSCI Spain ETF (EWP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBDRY achieves a 15.88% return, which is significantly lower than EWP's 16.77% return. Over the past 10 years, IBDRY has outperformed EWP with an annualized return of 18.98%, while EWP has yielded a comparatively lower 12.76% annualized return.


IBDRY

1D
-0.70%
1M
0.44%
6M
10.01%
YTD
15.88%
1Y
41.81%
3Y*
32.91%
5Y*
20.07%
10Y*
18.98%
ALL TIME*
8.23%

EWP

1D
0.78%
1M
3.86%
6M
10.71%
YTD
16.77%
1Y
43.37%
3Y*
34.09%
5Y*
20.96%
10Y*
12.76%
ALL TIME*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$20.96M$19.84M$20.30M
$5.95M$6.32M$8.51M

IBDRY vs. EWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBDRY
Iberdrola SA
15.88%65.75%10.02%17.36%3.59%-15.13%44.34%33.28%7.72%27.83%
EWP
iShares MSCI Spain ETF
16.77%78.03%5.70%30.26%-5.18%0.25%-3.94%11.93%-15.32%26.98%

Correlation

The correlation between IBDRY and EWP is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.60

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.64

Correlation (10Y)
Provides a long-term view across more market conditions.

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.72

Over the past year, the correlation between IBDRY and EWP has dropped to 0.51 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

IBDRY vs. EWP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IBDRY
IBDRY Risk / Return Rank: 9494
Overall Rank
IBDRY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBDRY Sortino Ratio Rank: 9393
Sortino Ratio Rank
IBDRY Omega Ratio Rank: 9393
Omega Ratio Rank
IBDRY Calmar Ratio Rank: 9494
Calmar Ratio Rank
IBDRY Martin Ratio Rank: 9494
Martin Ratio Rank

EWP
EWP Risk / Return Rank: 8888
Overall Rank
EWP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 8888
Sortino Ratio Rank
EWP Omega Ratio Rank: 8787
Omega Ratio Rank
EWP Calmar Ratio Rank: 8989
Calmar Ratio Rank
EWP Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBDRY vs. EWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iberdrola SA (IBDRY) and iShares MSCI Spain ETF (EWP). 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.


IBDRYEWPDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.42

1.39

+0.03

Calmar ratioReturn relative to maximum drawdown

4.58

3.83

+0.75

Martin ratioReturn relative to average drawdown

12.88

13.64

-0.76

IBDRY vs. EWP - Sharpe Ratio Comparison

The current IBDRY Sharpe Ratio is 2.44, which is comparable to the EWP Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of IBDRY and EWP, 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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Drawdowns

IBDRY vs. EWP - Drawdown Comparison

The maximum IBDRY drawdown since its inception was -77.08%, which is greater than EWP's maximum drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for IBDRY and EWP.


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Drawdown Indicators


IBDRYEWPDifference

Max Drawdown

Largest peak-to-trough decline

-77.08%

-61.19%

-15.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-11.38%

+2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.65%

-12.19%

-2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-26.79%

-30.26%

+3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-37.43%

-46.36%

+8.93%

Current Drawdown

Current decline from peak

-2.76%

0.00%

-2.76%

Average Drawdown

Average peak-to-trough decline

-29.25%

-21.32%

-7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

3.19%

+0.07%

Volatility

IBDRY vs. EWP - Volatility Comparison

The current volatility for Iberdrola SA (IBDRY) is 4.44%, while iShares MSCI Spain ETF (EWP) has a volatility of 5.87%. This indicates that IBDRY experiences smaller price fluctuations and is considered to be less risky than EWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDRYEWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

5.87%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

16.55%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

19.15%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

20.28%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

21.50%

+1.37%

Dividends

IBDRY vs. EWP - Dividend Comparison

IBDRY's dividend yield for the trailing twelve months is around 3.31%, more than EWP's 2.69% yield.


PositionTTM20252024202320222021202020192018201720162015
EWP
iShares MSCI Spain ETF
2.69%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%
IBDRY
Iberdrola SA
3.31%4.18%4.38%4.11%4.14%3.77%2.83%3.01%3.76%7.28%10.00%1.71%

Frequently Asked Questions


IBDRY and EWP have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWP has higher volatility (5.87%) compared to IBDRY (4.44%). In terms of maximum drawdown, IBDRY dropped -77.08% vs EWP's -61.19%.

IBDRY currently has the higher Sharpe Ratio (2.44 vs 2.28), 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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