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ATR.L vs. EWT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATR.L vs. EWT - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc (ATR.L) and iShares MSCI Taiwan ETF (EWT). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATR.L vs. EWT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

ATR.L
ATR.L Risk / Return Rank: 9292
Overall Rank
ATR.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ATR.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
ATR.L Omega Ratio Rank: 9393
Omega Ratio Rank
ATR.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
ATR.L Martin Ratio Rank: 9393
Martin Ratio Rank

EWT
EWT Risk / Return Rank: 9595
Overall Rank
EWT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9494
Sortino Ratio Rank
EWT Omega Ratio Rank: 9494
Omega Ratio Rank
EWT Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWT Martin Ratio Rank: 9595
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.

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.LEWTDifference
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

ATR.L vs. EWT - Sharpe Ratio Comparison

The current ATR.L Sharpe Ratio is 2.85, which is lower than the EWT Sharpe Ratio of 4.88. The chart below compares the historical Sharpe Ratios of ATR.L and EWT, 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


ATR.LEWTDifference

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.LEWTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.92%

0.00%

-1.92%

Average Drawdown

Average peak-to-trough decline

-18.27%

-9.17%

-9.10%

Ulcer Index

Depth 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.LEWTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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