ATR.L vs. EWT
ATR.L (Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc) is a stock, while EWT (iShares MSCI Taiwan ETF) is Asia Pacific Equities fund tracking the MSCI Taiwan Index. Over the past 10 years, ATR.L returned 15.59%/yr vs 20.84%/yr for EWT. At a 0.35 correlation, their price movements are largely independent.
Performance
ATR.L vs. EWT - Performance Comparison
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Different Trading Currencies
ATR.L is traded in GBp, while EWT is traded in USD. To make them comparable, the EWT values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, ATR.L achieves a 30.32% return, which is significantly lower than EWT's 68.89% return. Over the past 10 years, ATR.L has underperformed EWT with an annualized return of 15.59%, while EWT has yielded a comparatively higher 20.84% annualized return.
ATR.L
- 1D
- -1.92%
- 1M
- 14.93%
- YTD
- 30.32%
- 6M
- 31.26%
- 1Y
- 57.62%
- 3Y*
- 22.92%
- 5Y*
- 10.45%
- 10Y*
- 15.59%
EWT
- 1D
- 0.07%
- 1M
- 19.20%
- YTD
- 68.89%
- 6M
- 71.51%
- 1Y
- 111.84%
- 3Y*
- 34.92%
- 5Y*
- 19.60%
- 10Y*
- 20.84%
ATR.L vs. EWT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATR.L Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc | 30.32% | 19.35% | 12.63% | 10.29% | -17.46% | 4.94% | 35.64% | 13.08% | -7.28% | 43.92% |
EWT iShares MSCI Taiwan ETF | 68.89% | 19.23% | 18.14% | 17.77% | -20.44% | 27.38% | 27.64% | 28.29% | -4.56% | 15.85% |
Correlation
The correlation between ATR.L and EWT is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007 | 0.35 |
The correlation between ATR.L and EWT shifts across timeframes, from 0.35 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ATR.L vs. EWT — Risk / Return Rank
ATR.L
EWT
ATR.L vs. EWT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc (ATR.L) and iShares MSCI Taiwan ETF (EWT). 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.
| ATR.L | EWT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.81 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 12.79 | -8.87 |
| Martin ratioReturn relative to average drawdown | 15.12 | 36.91 | -21.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ATR.L | EWT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.85 | 4.88 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.96 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 1.02 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.54 | -0.11 |
Drawdowns
ATR.L vs. EWT - Drawdown Comparison
The maximum ATR.L drawdown since its inception was -70.72%, which is greater than EWT's maximum drawdown of -49.31%. Use the drawdown chart below to compare losses from any high point for ATR.L and EWT.
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Drawdown Indicators
| ATR.L | EWT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.72% | -49.31% | -21.41% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -8.80% | -5.83% |
Max Drawdown (3Y)Largest decline over 3 years | -19.08% | -26.08% | +7.00% |
Max Drawdown (5Y)Largest decline over 5 years | -28.93% | -28.99% | +0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -35.92% | -28.99% | -6.93% |
Current DrawdownCurrent decline from peak | -1.92% | 0.00% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -18.27% | -9.17% | -9.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 3.04% | +0.76% |
Volatility
ATR.L vs. EWT - Volatility Comparison
The current volatility for Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc (ATR.L) is 7.17%, while iShares MSCI Taiwan ETF (EWT) has a volatility of 9.64%. This indicates that ATR.L experiences smaller price fluctuations and is considered to be less risky than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATR.L | EWT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 9.64% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 17.49% | 18.49% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 23.05% | -2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.28% | 20.51% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 20.59% | +0.44% |
Dividends
ATR.L vs. EWT - Dividend Comparison
ATR.L's dividend yield for the trailing twelve months is around 1.61%, less than EWT's 2.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATR.L Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc | 1.61% | 2.05% | 2.38% | 2.50% | 2.08% | 1.40% | 1.33% | 1.68% | 1.45% | 1.24% | 1.49% | 1.71% |
EWT iShares MSCI Taiwan ETF | 2.63% | 4.43% | 3.32% | 8.12% | 18.82% | 0.55% | 1.83% | 2.49% | 3.16% | 2.81% | 2.39% | 3.12% |
Frequently Asked Questions
ATR.L and EWT have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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