PortfoliosLab logoPortfoliosLab logo
WAYEX vs. EWU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WAYEX vs. EWU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Waycross Long/Short Equity Fund (WAYEX) and iShares MSCI United Kingdom ETF (EWU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WAYEX achieves a 0.78% return, which is significantly lower than EWU's 5.55% return. Over the past 10 years, WAYEX has outperformed EWU with an annualized return of 9.88%, while EWU has yielded a comparatively lower 7.75% annualized return.


WAYEX

1D
-0.33%
1M
1.69%
YTD
0.78%
6M
0.54%
1Y
11.56%
3Y*
15.07%
5Y*
8.72%
10Y*
9.88%

EWU

1D
-1.09%
1M
-0.00%
YTD
5.55%
6M
8.87%
1Y
20.53%
3Y*
17.10%
5Y*
10.64%
10Y*
7.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WAYEX vs. EWU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAYEX
Waycross Long/Short Equity Fund
0.78%13.16%22.40%18.99%-11.66%11.43%22.27%21.17%-8.80%13.05%
EWU
iShares MSCI United Kingdom ETF
5.55%34.95%6.74%12.40%-4.39%18.19%-11.80%21.29%-14.30%21.54%

Correlation

The correlation between WAYEX and EWU is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.47

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

0.55

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

0.58

Correlation (All Time)
Calculated using the full available price history since May 12, 2015

0.59

The correlation between WAYEX and EWU shifts across timeframes, from 0.47 (3 years) to 0.59 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

WAYEX vs. EWU — Risk / Return Rank

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

WAYEX
WAYEX Risk / Return Rank: 2525
Overall Rank
WAYEX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
WAYEX Sortino Ratio Rank: 3030
Sortino Ratio Rank
WAYEX Omega Ratio Rank: 2929
Omega Ratio Rank
WAYEX Calmar Ratio Rank: 1717
Calmar Ratio Rank
WAYEX Martin Ratio Rank: 2222
Martin Ratio Rank

EWU
EWU Risk / Return Rank: 4141
Overall Rank
EWU Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EWU Sortino Ratio Rank: 3939
Sortino Ratio Rank
EWU Omega Ratio Rank: 3939
Omega Ratio Rank
EWU Calmar Ratio Rank: 4242
Calmar Ratio Rank
EWU Martin Ratio Rank: 4646
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.

WAYEX vs. EWU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Waycross Long/Short Equity Fund (WAYEX) and iShares MSCI United Kingdom ETF (EWU). 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.


WAYEXEWUDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratioReturn relative to maximum drawdown

1.47

2.08

-0.61

Martin ratioReturn relative to average drawdown

5.62

7.54

-1.92

WAYEX vs. EWU - Sharpe Ratio Comparison

The current WAYEX Sharpe Ratio is 1.55, which is comparable to the EWU Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of WAYEX and EWU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


WAYEXEWUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.44

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.65

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.41

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.26

+0.47

Drawdowns

WAYEX vs. EWU - Drawdown Comparison

The maximum WAYEX drawdown since its inception was -20.77%, smaller than the maximum EWU drawdown of -63.99%. Use the drawdown chart below to compare losses from any high point for WAYEX and EWU.


Loading charts...

Drawdown Indicators


WAYEXEWUDifference

Max Drawdown

Largest peak-to-trough decline

-20.77%

-63.99%

+43.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-9.92%

+1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-10.83%

-12.63%

+1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-17.31%

-24.91%

+7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.77%

-43.33%

+22.56%

Current Drawdown

Current decline from peak

-0.88%

-4.64%

+3.76%

Average Drawdown

Average peak-to-trough decline

-4.13%

-14.16%

+10.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.73%

-0.63%

Volatility

WAYEX vs. EWU - Volatility Comparison

The current volatility for Waycross Long/Short Equity Fund (WAYEX) is 2.35%, while iShares MSCI United Kingdom ETF (EWU) has a volatility of 5.56%. This indicates that WAYEX experiences smaller price fluctuations and is considered to be less risky than EWU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WAYEXEWUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

5.56%

-3.21%

Volatility (6M)

Calculated over the trailing 6-month period

5.65%

12.30%

-6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

7.60%

14.39%

-6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.38%

16.43%

-6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.57%

18.84%

-7.27%

WAYEX vs. EWU - Expense Ratio Comparison

WAYEX has a 2.27% expense ratio, which is higher than EWU's 0.50% expense ratio.


Dividends

WAYEX vs. EWU - Dividend Comparison

WAYEX's dividend yield for the trailing twelve months is around 5.25%, more than EWU's 3.53% yield.


PositionTTM20252024202320222021202020192018201720162015
EWU
iShares MSCI United Kingdom ETF
3.53%3.73%4.16%4.14%3.43%4.35%2.48%4.13%4.98%3.91%3.97%4.11%
WAYEX
Waycross Long/Short Equity Fund
5.25%5.29%12.41%2.86%0.00%5.33%1.17%1.05%0.00%1.01%0.00%0.00%

Frequently Asked Questions


WAYEX and EWU have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWU has higher volatility (5.56%) compared to WAYEX (2.35%). In terms of maximum drawdown, WAYEX dropped -20.77% vs EWU's -63.99%.

WAYEX currently has the higher Sharpe Ratio (1.55 vs 1.44), 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.

Portfolio Optimizer

Find the right allocation for WAYEX and EWU

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

Open Portfolio Optimizer