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ASX vs. EWP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASX vs. EWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASE Technology Holding Co., Ltd. (ASX) and iShares MSCI Spain ETF (EWP). 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 147.89% return, which is significantly higher than EWP's 5.49% return. Over the past 10 years, ASX has outperformed EWP with an annualized return of 27.14%, while EWP has yielded a comparatively lower 10.99% annualized return.


ASX

1D
1.66%
1M
23.64%
YTD
147.89%
6M
159.16%
1Y
336.26%
3Y*
78.22%
5Y*
44.06%
10Y*
27.14%

EWP

1D
-1.06%
1M
3.64%
YTD
5.49%
6M
10.02%
1Y
34.73%
3Y*
30.89%
5Y*
17.03%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASX vs. EWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASX
ASE Technology Holding Co., Ltd.
147.89%65.68%10.14%60.87%-12.75%38.25%8.13%53.97%-37.08%31.93%
EWP
iShares MSCI Spain ETF
5.49%78.03%5.70%30.26%-5.18%0.25%-3.94%11.93%-15.32%26.98%

Correlation

The correlation between ASX and EWP is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.31

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

0.37

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

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2000

0.35

The correlation between ASX and EWP shifts across timeframes, from 0.26 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ASX vs. EWP — 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: 9999
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

EWP
EWP Risk / Return Rank: 5555
Overall Rank
EWP Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 5151
Sortino Ratio Rank
EWP Omega Ratio Rank: 5151
Omega Ratio Rank
EWP Calmar Ratio Rank: 6161
Calmar Ratio Rank
EWP Martin Ratio Rank: 6060
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. EWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASE Technology Holding Co., Ltd. (ASX) 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.


ASXEWPDifference
Sharpe ratioReturn per unit of total volatility

+5.89

Sortino ratioReturn per unit of downside risk

+3.91

Omega ratioGain probability vs. loss probability

1.87

1.33

+0.54

Calmar ratioReturn relative to maximum drawdown

20.16

3.07

+17.09

Martin ratioReturn relative to average drawdown

55.80

10.91

+44.89

ASX vs. EWP - Sharpe Ratio Comparison

The current ASX Sharpe Ratio is 7.76, which is higher than the EWP Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of ASX and EWP, 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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Sharpe Ratios by Period


ASXEWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.76

1.87

+5.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.85

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.50

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.31

+0.08

Drawdowns

ASX vs. EWP - Drawdown Comparison

The maximum ASX drawdown since its inception was -78.05%, which is greater than EWP's maximum drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for ASX and EWP.


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Drawdown Indicators


ASXEWPDifference

Max Drawdown

Largest peak-to-trough decline

-78.05%

-61.19%

-16.86%

Max Drawdown (1Y)

Largest decline over 1 year

-16.81%

-11.38%

-5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-40.64%

-12.19%

-28.45%

Max Drawdown (5Y)

Largest decline over 5 years

-45.99%

-33.91%

-12.08%

Max Drawdown (10Y)

Largest decline over 10 years

-54.17%

-46.36%

-7.81%

Current Drawdown

Current decline from peak

-1.70%

-2.60%

+0.90%

Average Drawdown

Average peak-to-trough decline

-22.58%

-21.43%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.06%

3.19%

+2.87%

Volatility

ASX vs. EWP - Volatility Comparison

ASE Technology Holding Co., Ltd. (ASX) has a higher volatility of 19.08% compared to iShares MSCI Spain ETF (EWP) at 6.12%. This indicates that ASX's price experiences larger fluctuations and is considered to be riskier than EWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASXEWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.08%

6.12%

+12.96%

Volatility (6M)

Calculated over the trailing 6-month period

33.26%

15.64%

+17.62%

Volatility (1Y)

Calculated over the trailing 1-year period

43.68%

18.76%

+24.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.70%

20.24%

+19.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.30%

22.23%

+16.07%

Dividends

ASX vs. EWP - Dividend Comparison

ASX's dividend yield for the trailing twelve months is around 0.90%, less than EWP's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
ASX
ASE Technology Holding Co., Ltd.
0.90%2.23%3.19%6.07%7.64%3.86%2.34%2.88%14.19%2.51%3.63%4.00%
EWP
iShares MSCI Spain ETF
2.15%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%

Frequently Asked Questions


ASX and EWP have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASX has higher volatility (19.08%) compared to EWP (6.12%). In terms of maximum drawdown, ASX dropped -78.05% vs EWP's -61.19%.

ASX currently has the higher Sharpe Ratio (7.76 vs 1.87), 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

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