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ASX vs. EWL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASX vs. EWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASE Technology Holding Co., Ltd. (ASX) and iShares MSCI Switzerland ETF (EWL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASX achieves a 139.13% return, which is significantly higher than EWL's 4.69% return. Over the past 10 years, ASX has outperformed EWL with an annualized return of 27.37%, while EWL has yielded a comparatively lower 9.94% annualized return.


ASX

1D
1.00%
1M
13.87%
YTD
139.13%
6M
147.11%
1Y
296.98%
3Y*
70.69%
5Y*
42.42%
10Y*
27.37%

EWL

1D
0.08%
1M
2.68%
YTD
4.69%
6M
6.28%
1Y
15.82%
3Y*
12.00%
5Y*
6.54%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASX vs. EWL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASX
ASE Technology Holding Co., Ltd.
139.13%65.68%10.14%60.87%-12.75%38.25%8.13%53.97%-37.08%31.93%
EWL
iShares MSCI Switzerland ETF
4.69%32.92%-2.80%17.67%-18.89%20.20%11.80%31.58%-9.21%23.34%

Correlation

The correlation between ASX and EWL is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.33

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

0.37

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

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2000

0.34

The correlation between ASX and EWL shifts across timeframes, from 0.25 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ASX vs. EWL — Risk / Return Rank

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

ASX
ASX Risk / Return Rank: 9999
Overall Rank
ASX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ASX Sortino Ratio Rank: 9898
Sortino Ratio Rank
ASX Omega Ratio Rank: 9898
Omega Ratio Rank
ASX Calmar Ratio Rank: 9999
Calmar Ratio Rank
ASX Martin Ratio Rank: 9999
Martin Ratio Rank

EWL
EWL Risk / Return Rank: 2929
Overall Rank
EWL Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EWL Sortino Ratio Rank: 3030
Sortino Ratio Rank
EWL Omega Ratio Rank: 2828
Omega Ratio Rank
EWL Calmar Ratio Rank: 2727
Calmar Ratio Rank
EWL Martin Ratio Rank: 2929
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.

ASX vs. EWL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASE Technology Holding Co., Ltd. (ASX) and iShares MSCI Switzerland ETF (EWL). 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.


ASXEWLDifference
Sharpe ratioReturn per unit of total volatility

+5.47

Sortino ratioReturn per unit of downside risk

+3.95

Omega ratioGain probability vs. loss probability

1.75

1.18

+0.57

Calmar ratioReturn relative to maximum drawdown

17.80

1.18

+16.62

Martin ratioReturn relative to average drawdown

46.76

3.78

+42.98

ASX vs. EWL - Sharpe Ratio Comparison

The current ASX Sharpe Ratio is 6.47, which is higher than the EWL Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of ASX and EWL, 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

ASX vs. EWL - Drawdown Comparison

The maximum ASX drawdown since its inception was -78.05%, which is greater than EWL's maximum drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for ASX and EWL.


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Drawdown Indicators


ASXEWLDifference

Max Drawdown

Largest peak-to-trough decline

-78.05%

-51.62%

-26.43%

Max Drawdown (1Y)

Largest decline over 1 year

-16.81%

-13.48%

-3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-40.64%

-13.48%

-27.16%

Max Drawdown (5Y)

Largest decline over 5 years

-45.99%

-28.99%

-17.00%

Max Drawdown (10Y)

Largest decline over 10 years

-54.17%

-28.99%

-25.18%

Current Drawdown

Current decline from peak

-5.17%

-3.55%

-1.62%

Average Drawdown

Average peak-to-trough decline

-22.56%

-11.08%

-11.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.39%

4.20%

+2.19%

Volatility

ASX vs. EWL - Volatility Comparison

ASE Technology Holding Co., Ltd. (ASX) has a higher volatility of 24.10% compared to iShares MSCI Switzerland ETF (EWL) at 5.12%. This indicates that ASX's price experiences larger fluctuations and is considered to be riskier than EWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASXEWLDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.10%

5.12%

+18.98%

Volatility (6M)

Calculated over the trailing 6-month period

36.65%

12.70%

+23.95%

Volatility (1Y)

Calculated over the trailing 1-year period

46.32%

15.94%

+30.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.21%

16.14%

+24.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.60%

16.47%

+22.13%

Dividends

ASX vs. EWL - Dividend Comparison

ASX's dividend yield for the trailing twelve months is around 0.93%, less than EWL's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
ASX
ASE Technology Holding Co., Ltd.
0.93%2.23%3.19%6.07%7.64%3.86%2.34%2.88%14.19%2.51%3.63%4.00%
EWL
iShares MSCI Switzerland ETF
3.43%1.71%2.21%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%

Frequently Asked Questions


ASX and EWL have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASX has higher volatility (24.10%) compared to EWL (5.12%). In terms of maximum drawdown, ASX dropped -78.05% vs EWL's -51.62%.

ASX currently has the higher Sharpe Ratio (6.47 vs 1.00), 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.

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