ISEU.L vs. EWQ
Compare and contrast key facts about iShares MSCI Europe UCITS Dist (ISEU.L) and iShares MSCI France ETF (EWQ).
ISEU.L and EWQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007. EWQ is a passively managed fund by iShares that tracks the performance of the MSCI France Index. It was launched on Mar 12, 1996. Both ISEU.L and EWQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISEU.L or EWQ.
Key characteristics
| ISEU.L | EWQ | |
|---|---|---|
| YTD Return | 5.00% | -2.47% |
| 1Y Return | 16.19% | 8.06% |
| 3Y Return (Ann) | 2.44% | 1.03% |
| 5Y Return (Ann) | 6.78% | 6.19% |
| Sharpe Ratio | 1.37 | 0.53 |
| Sortino Ratio | 2.02 | 0.83 |
| Omega Ratio | 1.24 | 1.10 |
| Calmar Ratio | 2.06 | 0.74 |
| Martin Ratio | 7.11 | 1.70 |
| Ulcer Index | 2.51% | 4.87% |
| Daily Std Dev | 13.03% | 15.59% |
| Max Drawdown | -36.02% | -61.41% |
| Current Drawdown | -7.94% | -10.25% |
Correlation
The correlation between ISEU.L and EWQ is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ISEU.L vs. EWQ - Performance Comparison
In the year-to-date period, ISEU.L achieves a 5.00% return, which is significantly higher than EWQ's -2.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ISEU.L vs. EWQ - Expense Ratio Comparison
ISEU.L has a 1.00% expense ratio, which is higher than EWQ's 0.50% expense ratio.
Risk-Adjusted Performance
ISEU.L vs. EWQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (ISEU.L) and iShares MSCI France ETF (EWQ). 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
ISEU.L vs. EWQ - Dividend Comparison
ISEU.L's dividend yield for the trailing twelve months is around 2.92%, less than EWQ's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISEU.L iShares MSCI Europe UCITS Dist | 2.92% | 2.81% | 2.86% | 2.36% | 1.91% | 3.03% | 3.31% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% |
EWQ iShares MSCI France ETF | 3.12% | 2.73% | 3.23% | 3.79% | 1.02% | 2.44% | 2.90% | 1.90% | 2.84% | 2.25% | 3.38% | 2.43% |
Drawdowns
ISEU.L vs. EWQ - Drawdown Comparison
The maximum ISEU.L drawdown since its inception was -36.02%, smaller than the maximum EWQ drawdown of -61.41%. Use the drawdown chart below to compare losses from any high point for ISEU.L and EWQ. For additional features, visit the drawdowns tool.
Volatility
ISEU.L vs. EWQ - Volatility Comparison
The current volatility for iShares MSCI Europe UCITS Dist (ISEU.L) is 4.03%, while iShares MSCI France ETF (EWQ) has a volatility of 5.37%. This indicates that ISEU.L experiences smaller price fluctuations and is considered to be less risky than EWQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.