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226490.KS vs. EWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

226490.KS vs. EWY - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in KODEX KOSPI ETF (226490.KS) and iShares MSCI South Korea ETF (EWY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

226490.KS is traded in KRW, while EWY is traded in USD. To make them comparable, the EWY values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 226490.KS achieves a 79.27% return, which is significantly lower than EWY's 96.63% return. Over the past 10 years, 226490.KS has underperformed EWY with an annualized return of 16.54%, while EWY has yielded a comparatively higher 18.63% annualized return.


226490.KS

1D
3.12%
1M
0.10%
6M
66.04%
YTD
79.27%
1Y
144.88%
3Y*
46.77%
5Y*
21.04%
10Y*
16.54%

EWY

1D
0.53%
1M
-2.89%
6M
77.60%
YTD
96.63%
1Y
184.85%
3Y*
53.46%
5Y*
24.26%
10Y*
18.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

226490.KS vs. EWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
226490.KS
KODEX KOSPI ETF
79.27%79.41%-7.43%20.19%-22.48%5.26%32.87%9.76%-15.46%23.69%
EWY
iShares MSCI South Korea ETF
96.63%90.84%-9.34%22.45%-22.44%1.25%31.25%12.06%-16.93%28.09%

Correlation

The correlation between 226490.KS and EWY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.49

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

0.52

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

0.55

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2015

0.54

The correlation between 226490.KS and EWY shifts across timeframes, from 0.38 (1 year) to 0.55 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

226490.KS vs. EWY — Risk / Return Rank

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

226490.KS
226490.KS Risk / Return Rank: 9494
Overall Rank
226490.KS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
226490.KS Sortino Ratio Rank: 8989
Sortino Ratio Rank
226490.KS Omega Ratio Rank: 9393
Omega Ratio Rank
226490.KS Calmar Ratio Rank: 9696
Calmar Ratio Rank
226490.KS Martin Ratio Rank: 9696
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9292
Overall Rank
EWY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 8787
Sortino Ratio Rank
EWY Omega Ratio Rank: 9090
Omega Ratio Rank
EWY Calmar Ratio Rank: 9595
Calmar Ratio Rank
EWY 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.

226490.KS vs. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KODEX KOSPI ETF (226490.KS) and iShares MSCI South Korea ETF (EWY). 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.


226490.KSEWYDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.54

1.58

-0.04

Calmar ratioReturn relative to maximum drawdown

7.49

9.82

-2.33

Martin ratioReturn relative to average drawdown

25.56

31.27

-5.72

226490.KS vs. EWY - Sharpe Ratio Comparison

The current 226490.KS Sharpe Ratio is 3.41, which is comparable to the EWY Sharpe Ratio of 4.02. The chart below compares the historical Sharpe Ratios of 226490.KS and EWY, 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

226490.KS vs. EWY - Drawdown Comparison

The maximum 226490.KS drawdown since its inception was -41.27%, smaller than the maximum EWY drawdown of -57.04%. Use the drawdown chart below to compare losses from any high point for 226490.KS and EWY.


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Drawdown Indicators


226490.KSEWYDifference

Max Drawdown

Largest peak-to-trough decline

-41.27%

-57.04%

+15.77%

Max Drawdown (1Y)

Largest decline over 1 year

-20.04%

-18.95%

-1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-20.04%

-21.76%

+1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-32.55%

-33.41%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-41.27%

-39.73%

-1.54%

Current Drawdown

Current decline from peak

-17.54%

-18.28%

+0.74%

Average Drawdown

Average peak-to-trough decline

-10.59%

-13.38%

+2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.78%

5.94%

-0.16%

Volatility

226490.KS vs. EWY - Volatility Comparison

The current volatility for KODEX KOSPI ETF (226490.KS) is 19.94%, while iShares MSCI South Korea ETF (EWY) has a volatility of 25.21%. This indicates that 226490.KS experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


226490.KSEWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.94%

25.21%

-5.27%

Volatility (6M)

Calculated over the trailing 6-month period

41.08%

43.37%

-2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

44.06%

46.30%

-2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.20%

26.78%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

23.93%

-2.47%

226490.KS vs. EWY - Expense Ratio Comparison

226490.KS has a 0.15% expense ratio, which is lower than EWY's 0.59% expense ratio.


Dividends

226490.KS vs. EWY - Dividend Comparison

226490.KS's dividend yield for the trailing twelve months is around 0.61%, less than EWY's 1.11% yield.


PositionTTM20252024202320222021202020192018201720162015
226490.KS
KODEX KOSPI ETF
0.61%1.30%2.43%1.83%1.81%1.65%1.30%2.09%1.72%1.28%1.48%0.00%
EWY
iShares MSCI South Korea ETF
1.11%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%

Frequently Asked Questions


226490.KS and EWY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 226490.KS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

226490.KS is cheaper with a 0.15% expense ratio, compared with 0.59% for EWY.

226490.KS tracks KOSPI Index, while EWY tracks MSCI Korea Index. They also come from different issuers: Samsung Asset Management and iShares. Their fees differ too: 0.15% for 226490.KS and 0.59% for EWY.

Portfolio Optimizer

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