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DIA.AS vs. EWL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIA.AS vs. EWL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) and iShares MSCI Switzerland ETF (EWL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DIA.AS is traded in EUR, while EWL is traded in USD. To make them comparable, the EWL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DIA.AS achieves a 12.14% return, which is significantly higher than EWL's 9.51% return. Over the past 10 years, DIA.AS has outperformed EWL with an annualized return of 12.70%, while EWL has yielded a comparatively lower 9.48% annualized return.


DIA.AS

1D
0.00%
1M
2.09%
6M
9.82%
YTD
12.14%
1Y
23.72%
3Y*
14.93%
5Y*
11.14%
10Y*
12.70%
ALL TIME*
9.62%

EWL

1D
0.58%
1M
2.66%
6M
8.94%
YTD
9.51%
1Y
19.91%
3Y*
10.90%
5Y*
7.77%
10Y*
9.48%
ALL TIME*
8.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIA.AS vs. EWL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIA.AS
SPDR Dow Jones Industrial Average ETF Trust
12.14%2.13%22.48%11.53%-1.09%31.76%-0.04%26.82%0.96%12.57%
EWL
iShares MSCI Switzerland ETF
9.51%17.15%3.61%14.14%-13.87%29.19%2.59%34.55%-4.94%8.18%

Correlation

The correlation between DIA.AS and EWL is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.09

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

0.18

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.40

Over the past year, the correlation between DIA.AS and EWL has dropped to 0.07 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

DIA.AS vs. EWL — Risk / Return Rank

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

DIA.AS
DIA.AS Risk / Return Rank: 9393
Overall Rank
DIA.AS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DIA.AS Sortino Ratio Rank: 9696
Sortino Ratio Rank
DIA.AS Omega Ratio Rank: 9898
Omega Ratio Rank
DIA.AS Calmar Ratio Rank: 9090
Calmar Ratio Rank
DIA.AS Martin Ratio Rank: 8989
Martin Ratio Rank

EWL
EWL Risk / Return Rank: 3737
Overall Rank
EWL Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EWL Sortino Ratio Rank: 4040
Sortino Ratio Rank
EWL Omega Ratio Rank: 3737
Omega Ratio Rank
EWL Calmar Ratio Rank: 3333
Calmar Ratio Rank
EWL Martin Ratio Rank: 3636
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.

DIA.AS vs. EWL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) 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.


DIA.ASEWLDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

2.36

1.26

+1.10

Calmar ratioReturn relative to maximum drawdown

4.13

1.72

+2.41

Martin ratioReturn relative to average drawdown

14.67

5.97

+8.70

DIA.AS vs. EWL - Sharpe Ratio Comparison

The current DIA.AS Sharpe Ratio is 2.58, which is higher than the EWL Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of DIA.AS 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

DIA.AS vs. EWL - Drawdown Comparison

The maximum DIA.AS drawdown since its inception was -59.02%, which is greater than EWL's maximum drawdown of -43.99%. Use the drawdown chart below to compare losses from any high point for DIA.AS and EWL.


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Drawdown Indicators


DIA.ASEWLDifference

Max Drawdown

Largest peak-to-trough decline

-59.02%

-43.99%

-15.03%

Max Drawdown (1Y)

Largest decline over 1 year

-5.71%

-11.59%

+5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-13.75%

-7.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-18.41%

-2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-36.08%

-28.96%

-7.12%

Current Drawdown

Current decline from peak

-0.27%

-1.83%

+1.56%

Average Drawdown

Average peak-to-trough decline

-11.78%

-7.16%

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

3.34%

-1.73%

Volatility

DIA.AS vs. EWL - Volatility Comparison

The current volatility for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) is 1.51%, while iShares MSCI Switzerland ETF (EWL) has a volatility of 3.72%. This indicates that DIA.AS experiences smaller price fluctuations and is considered to be less risky 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


DIA.ASEWLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

3.72%

-2.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

11.24%

-3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

9.15%

13.97%

-4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

13.80%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

15.32%

+1.71%

DIA.AS vs. EWL - Expense Ratio Comparison

DIA.AS has a 0.16% expense ratio, which is lower than EWL's 0.50% expense ratio.


Dividends

DIA.AS vs. EWL - Dividend Comparison

DIA.AS's dividend yield for the trailing twelve months is around 1.35%, less than EWL's 1.74% yield.


PositionTTM20252024202320222021202020192018201720162015
DIA.AS
SPDR Dow Jones Industrial Average ETF Trust
1.35%1.47%1.55%1.85%1.93%1.52%2.03%2.10%2.18%2.08%2.16%2.51%
EWL
iShares MSCI Switzerland ETF
1.74%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


DIA.AS and EWL have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DIA.AS is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DIA.AS is cheaper with a 0.16% expense ratio, compared with 0.50% for EWL.

DIA.AS is categorized as Large Cap Value Equities, while EWL is Europe Equities. DIA.AS tracks Russell 1000 Value TR USD, while EWL tracks MSCI Switzerland Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.16% for DIA.AS and 0.50% for EWL.

Portfolio Optimizer

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