PortfoliosLab logoPortfoliosLab logo
NORW vs. EWP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NORW vs. EWP - Performance Comparison

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

Loading graphics...

NORW vs. EWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NORW
Global X MSCI Norway ETF
27.18%32.59%-2.50%5.03%-12.55%13.65%26.00%14.39%-10.39%24.03%
EWP
iShares MSCI Spain ETF
0.74%78.03%5.70%30.26%-5.18%0.25%-3.94%11.93%-15.32%26.98%

Returns By Period

In the year-to-date period, NORW achieves a 27.18% return, which is significantly higher than EWP's 0.74% return. Over the past 10 years, NORW has underperformed EWP with an annualized return of 9.91%, while EWP has yielded a comparatively higher 10.80% annualized return.


NORW

1D
2.44%
1M
6.82%
YTD
27.18%
6M
28.29%
1Y
46.00%
3Y*
22.15%
5Y*
10.33%
10Y*
9.91%

EWP

1D
4.00%
1M
-5.12%
YTD
0.74%
6M
11.24%
1Y
46.32%
3Y*
28.91%
5Y*
18.10%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NORW vs. EWP - Expense Ratio Comparison

Both NORW and EWP have an expense ratio of 0.50%.


Return for Risk

NORW vs. EWP — Risk / Return Rank

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

NORW
NORW Risk / Return Rank: 9191
Overall Rank
NORW Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
NORW Sortino Ratio Rank: 9292
Sortino Ratio Rank
NORW Omega Ratio Rank: 9393
Omega Ratio Rank
NORW Calmar Ratio Rank: 9090
Calmar Ratio Rank
NORW Martin Ratio Rank: 9191
Martin Ratio Rank

EWP
EWP Risk / Return Rank: 9393
Overall Rank
EWP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWP Omega Ratio Rank: 9393
Omega Ratio Rank
EWP Calmar Ratio Rank: 9494
Calmar Ratio Rank
EWP Martin Ratio Rank: 9494
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.

NORW vs. EWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Norway ETF (NORW) 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.


NORWEWPDifference

Sharpe ratio

Return per unit of total volatility

2.07

2.17

-0.09

Sortino ratio

Return per unit of downside risk

2.73

2.74

-0.01

Omega ratio

Gain probability vs. loss probability

1.41

1.41

0.00

Calmar ratio

Return relative to maximum drawdown

2.97

3.69

-0.72

Martin ratio

Return relative to average drawdown

12.16

14.14

-1.98

NORW vs. EWP - Sharpe Ratio Comparison

The current NORW Sharpe Ratio is 2.07, which is comparable to the EWP Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of NORW and EWP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NORWEWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.17

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.91

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.49

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.31

+0.10

Correlation

The correlation between NORW and EWP is 0.67, 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.


Dividends

NORW vs. EWP - Dividend Comparison

NORW's dividend yield for the trailing twelve months is around 2.71%, more than EWP's 2.25% yield.


TTM20252024202320222021202020192018201720162015
NORW
Global X MSCI Norway ETF
2.71%3.44%6.02%5.27%4.01%1.51%1.13%2.47%3.53%3.64%3.79%2.95%
EWP
iShares MSCI Spain ETF
2.25%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%

Drawdowns

NORW vs. EWP - Drawdown Comparison

The maximum NORW drawdown since its inception was -35.62%, smaller than the maximum EWP drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for NORW and EWP.


Loading graphics...

Drawdown Indicators


NORWEWPDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-61.19%

+25.57%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-12.19%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-32.78%

-33.91%

+1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-33.86%

-46.36%

+12.50%

Current Drawdown

Current decline from peak

0.00%

-6.78%

+6.78%

Average Drawdown

Average peak-to-trough decline

-10.22%

-21.54%

+11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

3.18%

+0.67%

Volatility

NORW vs. EWP - Volatility Comparison

The current volatility for Global X MSCI Norway ETF (NORW) is 7.20%, while iShares MSCI Spain ETF (EWP) has a volatility of 9.97%. This indicates that NORW 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.


Loading graphics...

Volatility by Period


NORWEWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

9.97%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

14.14%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

22.29%

21.52%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.93%

20.02%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.79%

22.21%

-1.42%