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ADIV vs. EWY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ADIV vs. EWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Asia Pacific Dividend Builder ETF (ADIV) and iShares MSCI South Korea ETF (EWY). The values are adjusted to include any dividend payments, if applicable.

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ADIV vs. EWY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ADIV
SmartETFs Asia Pacific Dividend Builder ETF
-2.19%21.86%14.47%12.28%-18.00%1.50%
EWY
iShares MSCI South Korea ETF
26.53%95.33%-20.48%19.05%-26.59%-9.86%

Returns By Period

In the year-to-date period, ADIV achieves a -2.19% return, which is significantly lower than EWY's 26.53% return.


ADIV

1D
1.75%
1M
-6.80%
YTD
-2.19%
6M
-1.25%
1Y
17.88%
3Y*
13.53%
5Y*
4.87%
10Y*

EWY

1D
5.65%
1M
-18.74%
YTD
26.53%
6M
57.02%
1Y
132.74%
3Y*
29.24%
5Y*
8.53%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ADIV vs. EWY - Expense Ratio Comparison

ADIV has a 0.78% expense ratio, which is higher than EWY's 0.59% expense ratio.


Return for Risk

ADIV vs. EWY — Risk / Return Rank

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

ADIV
ADIV Risk / Return Rank: 5858
Overall Rank
ADIV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ADIV Sortino Ratio Rank: 6060
Sortino Ratio Rank
ADIV Omega Ratio Rank: 6161
Omega Ratio Rank
ADIV Calmar Ratio Rank: 4949
Calmar Ratio Rank
ADIV Martin Ratio Rank: 5757
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9898
Overall Rank
EWY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9898
Sortino Ratio Rank
EWY Omega Ratio Rank: 9797
Omega Ratio Rank
EWY Calmar Ratio Rank: 9898
Calmar Ratio Rank
EWY Martin Ratio Rank: 9898
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.

ADIV vs. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Asia Pacific Dividend Builder ETF (ADIV) 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.


ADIVEWYDifference

Sharpe ratio

Return per unit of total volatility

1.05

3.68

-2.63

Sortino ratio

Return per unit of downside risk

1.54

3.87

-2.34

Omega ratio

Gain probability vs. loss probability

1.22

1.55

-0.33

Calmar ratio

Return relative to maximum drawdown

1.25

5.61

-4.36

Martin ratio

Return relative to average drawdown

5.47

22.88

-17.41

ADIV vs. EWY - Sharpe Ratio Comparison

The current ADIV Sharpe Ratio is 1.05, which is lower than the EWY Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of ADIV and EWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ADIVEWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

3.68

-2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.32

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.27

+0.04

Correlation

The correlation between ADIV and EWY is 0.69, 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

ADIV vs. EWY - Dividend Comparison

ADIV's dividend yield for the trailing twelve months is around 3.08%, more than EWY's 1.66% yield.


TTM20252024202320222021202020192018201720162015
ADIV
SmartETFs Asia Pacific Dividend Builder ETF
3.08%2.77%4.83%4.55%2.98%13.85%0.00%0.00%0.00%0.00%0.00%0.00%
EWY
iShares MSCI South Korea ETF
1.66%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%

Drawdowns

ADIV vs. EWY - Drawdown Comparison

The maximum ADIV drawdown since its inception was -31.55%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for ADIV and EWY.


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Drawdown Indicators


ADIVEWYDifference

Max Drawdown

Largest peak-to-trough decline

-31.55%

-74.14%

+42.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

-23.08%

+9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-31.55%

-48.55%

+17.00%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

Current Drawdown

Current decline from peak

-8.41%

-18.74%

+10.33%

Average Drawdown

Average peak-to-trough decline

-8.64%

-20.23%

+11.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

5.66%

-2.56%

Volatility

ADIV vs. EWY - Volatility Comparison

The current volatility for SmartETFs Asia Pacific Dividend Builder ETF (ADIV) is 6.43%, while iShares MSCI South Korea ETF (EWY) has a volatility of 22.66%. This indicates that ADIV 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


ADIVEWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

22.66%

-16.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

31.11%

-20.79%

Volatility (1Y)

Calculated over the trailing 1-year period

17.12%

36.32%

-19.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

26.61%

-10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

26.19%

-9.76%