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IEV vs. MAIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEV vs. MAIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Europe ETF (IEV) and iShares MSCI EAFE International Index Fund (MAIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEV achieves a 6.59% return, which is significantly lower than MAIIX's 8.73% return. Both investments have delivered pretty close results over the past 10 years, with IEV having a 9.15% annualized return and MAIIX not far ahead at 9.27%.


IEV

1D
1.15%
1M
2.48%
YTD
6.59%
6M
9.69%
1Y
18.09%
3Y*
16.65%
5Y*
8.80%
10Y*
9.15%

MAIIX

1D
-0.85%
1M
2.09%
YTD
8.73%
6M
10.84%
1Y
20.85%
3Y*
16.83%
5Y*
8.50%
10Y*
9.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEV vs. MAIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEV
iShares Europe ETF
6.59%35.63%1.36%20.14%-14.24%16.73%4.07%24.03%-14.68%24.84%
MAIIX
iShares MSCI EAFE International Index Fund
8.73%31.62%3.65%18.35%-14.15%11.25%8.03%21.82%-13.43%25.24%

Correlation

The correlation between IEV and MAIIX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2000

0.90

The correlation between IEV and MAIIX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

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Return for Risk

IEV vs. MAIIX — Risk / Return Rank

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

IEV
IEV Risk / Return Rank: 3333
Overall Rank
IEV Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IEV Sortino Ratio Rank: 3333
Sortino Ratio Rank
IEV Omega Ratio Rank: 3232
Omega Ratio Rank
IEV Calmar Ratio Rank: 3131
Calmar Ratio Rank
IEV Martin Ratio Rank: 3636
Martin Ratio Rank

MAIIX
MAIIX Risk / Return Rank: 2626
Overall Rank
MAIIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MAIIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MAIIX Omega Ratio Rank: 2424
Omega Ratio Rank
MAIIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MAIIX Martin Ratio Rank: 3131
Martin Ratio Rank
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.

IEV vs. MAIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Europe ETF (IEV) and iShares MSCI EAFE International Index Fund (MAIIX). 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.


IEVMAIIXDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.21

1.26

-0.05

Calmar ratioReturn relative to maximum drawdown

1.48

1.90

-0.42

Martin ratioReturn relative to average drawdown

5.40

7.11

-1.71

IEV vs. MAIIX - Sharpe Ratio Comparison

The current IEV Sharpe Ratio is 1.16, which is comparable to the MAIIX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of IEV and MAIIX, 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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Sharpe Ratios by Period


IEVMAIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.42

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.53

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.56

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.31

-0.08

Drawdowns

IEV vs. MAIIX - Drawdown Comparison

The maximum IEV drawdown since its inception was -63.27%, roughly equal to the maximum MAIIX drawdown of -61.05%. Use the drawdown chart below to compare losses from any high point for IEV and MAIIX.


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Drawdown Indicators


IEVMAIIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.27%

-61.05%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-11.31%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

-13.68%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-29.31%

-1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

-34.01%

-2.61%

Current Drawdown

Current decline from peak

-1.65%

-1.22%

-0.43%

Average Drawdown

Average peak-to-trough decline

-15.04%

-15.34%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.02%

+0.34%

Volatility

IEV vs. MAIIX - Volatility Comparison

iShares Europe ETF (IEV) has a higher volatility of 5.56% compared to iShares MSCI EAFE International Index Fund (MAIIX) at 4.64%. This indicates that IEV's price experiences larger fluctuations and is considered to be riskier than MAIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEVMAIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

4.64%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

12.29%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

15.10%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

16.14%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

16.65%

+2.01%

IEV vs. MAIIX - Expense Ratio Comparison

IEV has a 0.59% expense ratio, which is higher than MAIIX's 0.09% expense ratio.


Dividends

IEV vs. MAIIX - Dividend Comparison

IEV's dividend yield for the trailing twelve months is around 2.56%, less than MAIIX's 3.41% yield.


PositionTTM20252024202320222021202020192018201720162015
IEV
iShares Europe ETF
2.56%2.73%3.10%2.77%3.06%2.81%1.76%3.06%3.43%2.39%3.08%2.81%
MAIIX
iShares MSCI EAFE International Index Fund
3.41%3.71%3.38%3.16%2.76%3.00%1.94%3.29%4.53%2.42%2.81%2.40%

Frequently Asked Questions


With a correlation of 0.95, IEV and MAIIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IEV has higher volatility (5.56%) compared to MAIIX (4.64%). In terms of maximum drawdown, IEV dropped -63.27% vs MAIIX's -61.05%.

MAIIX currently has the higher Sharpe Ratio (1.42 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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