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ECH vs. EWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECH and EWY is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ECH vs. EWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Chile ETF (ECH) and iShares MSCI South Korea ETF (EWY). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.31%
-20.18%
ECH
EWY

Key characteristics

Sharpe Ratio

ECH:

-0.13

EWY:

-0.49

Sortino Ratio

ECH:

-0.06

EWY:

-0.56

Omega Ratio

ECH:

0.99

EWY:

0.93

Calmar Ratio

ECH:

-0.04

EWY:

-0.27

Martin Ratio

ECH:

-0.32

EWY:

-1.16

Ulcer Index

ECH:

8.05%

EWY:

9.76%

Daily Std Dev

ECH:

18.92%

EWY:

23.14%

Max Drawdown

ECH:

-74.08%

EWY:

-74.14%

Current Drawdown

ECH:

-55.02%

EWY:

-39.60%

Returns By Period

In the year-to-date period, ECH achieves a 0.12% return, which is significantly lower than EWY's 5.17% return. Over the past 10 years, ECH has underperformed EWY with an annualized return of -1.08%, while EWY has yielded a comparatively higher 1.43% annualized return.


ECH

YTD

0.12%

1M

-2.85%

6M

-8.30%

1Y

-1.05%

5Y*

-2.06%

10Y*

-1.08%

EWY

YTD

5.17%

1M

-1.23%

6M

-20.18%

1Y

-10.69%

5Y*

-1.79%

10Y*

1.43%

*Annualized

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ECH vs. EWY - Expense Ratio Comparison

Both ECH and EWY have an expense ratio of 0.59%.


Expense ratio chart for ECH: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for EWY: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

ECH vs. EWY — Risk-Adjusted Performance Rank

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

ECH
The Risk-Adjusted Performance Rank of ECH is 99
Overall Rank
The Sharpe Ratio Rank of ECH is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of ECH is 99
Sortino Ratio Rank
The Omega Ratio Rank of ECH is 99
Omega Ratio Rank
The Calmar Ratio Rank of ECH is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ECH is 99
Martin Ratio Rank

EWY
The Risk-Adjusted Performance Rank of EWY is 44
Overall Rank
The Sharpe Ratio Rank of EWY is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of EWY is 44
Sortino Ratio Rank
The Omega Ratio Rank of EWY is 44
Omega Ratio Rank
The Calmar Ratio Rank of EWY is 44
Calmar Ratio Rank
The Martin Ratio Rank of EWY is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ECH vs. EWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and iShares MSCI South Korea ETF (EWY). 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.


The chart of Sharpe ratio for ECH, currently valued at -0.13, compared to the broader market0.002.004.00-0.13-0.49
The chart of Sortino ratio for ECH, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.00-0.06-0.56
The chart of Omega ratio for ECH, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.990.93
The chart of Calmar ratio for ECH, currently valued at -0.04, compared to the broader market0.005.0010.0015.00-0.04-0.27
The chart of Martin ratio for ECH, currently valued at -0.32, compared to the broader market0.0020.0040.0060.0080.00100.00-0.32-1.16
ECH
EWY

The current ECH Sharpe Ratio is -0.13, which is higher than the EWY Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of ECH and EWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.13
-0.49
ECH
EWY

Dividends

ECH vs. EWY - Dividend Comparison

ECH's dividend yield for the trailing twelve months is around 3.12%, more than EWY's 2.43% yield.


TTM20242023202220212020201920182017201620152014
ECH
iShares MSCI Chile ETF
3.12%3.12%4.76%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%1.74%
EWY
iShares MSCI South Korea ETF
2.43%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%1.20%

Drawdowns

ECH vs. EWY - Drawdown Comparison

The maximum ECH drawdown since its inception was -74.08%, roughly equal to the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for ECH and EWY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-55.02%
-39.60%
ECH
EWY

Volatility

ECH vs. EWY - Volatility Comparison

The current volatility for iShares MSCI Chile ETF (ECH) is 3.24%, while iShares MSCI South Korea ETF (EWY) has a volatility of 7.17%. This indicates that ECH experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.24%
7.17%
ECH
EWY