ECH vs. EWZS
Compare and contrast key facts about iShares MSCI Chile ETF (ECH) and iShares MSCI Brazil Small-Cap ETF (EWZS).
ECH and EWZS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ECH is a passively managed fund by iShares that tracks the performance of the MSCI Chile Investable Market Index. It was launched on Nov 12, 2007. EWZS is a passively managed fund by iShares that tracks the performance of the MSCI Brazil Small Cap Index. It was launched on Sep 28, 2010. Both ECH and EWZS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ECH or EWZS.
Key characteristics
| ECH | EWZS | |
|---|---|---|
| YTD Return | -5.73% | -19.74% |
| 1Y Return | 3.84% | -8.52% |
| 3Y Return (Ann) | 5.02% | -3.65% |
| 5Y Return (Ann) | -0.84% | -5.46% |
| 10Y Return (Ann) | -1.80% | 0.38% |
| Sharpe Ratio | 0.40 | -0.25 |
| Sortino Ratio | 0.71 | -0.19 |
| Omega Ratio | 1.08 | 0.98 |
| Calmar Ratio | 0.15 | -0.14 |
| Martin Ratio | 1.11 | -0.47 |
| Ulcer Index | 7.74% | 13.27% |
| Daily Std Dev | 21.02% | 25.06% |
| Max Drawdown | -74.09% | -79.26% |
| Current Drawdown | -53.64% | -43.15% |
Correlation
The correlation between ECH and EWZS 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.
Performance
ECH vs. EWZS - Performance Comparison
In the year-to-date period, ECH achieves a -5.73% return, which is significantly higher than EWZS's -19.74% return. Over the past 10 years, ECH has underperformed EWZS with an annualized return of -1.80%, while EWZS has yielded a comparatively higher 0.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ECH vs. EWZS - Expense Ratio Comparison
Both ECH and EWZS have an expense ratio of 0.59%.
Risk-Adjusted Performance
ECH vs. EWZS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and iShares MSCI Brazil Small-Cap ETF (EWZS). 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.
Dividends
ECH vs. EWZS - Dividend Comparison
ECH's dividend yield for the trailing twelve months is around 3.37%, less than EWZS's 3.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECH iShares MSCI Chile ETF | 3.37% | 4.77% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% | 1.74% | 1.42% |
EWZS iShares MSCI Brazil Small-Cap ETF | 3.86% | 2.75% | 4.61% | 4.50% | 1.15% | 1.76% | 4.75% | 3.38% | 3.58% | 4.31% | 3.02% | 1.86% |
Drawdowns
ECH vs. EWZS - Drawdown Comparison
The maximum ECH drawdown since its inception was -74.09%, smaller than the maximum EWZS drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for ECH and EWZS. For additional features, visit the drawdowns tool.
Volatility
ECH vs. EWZS - Volatility Comparison
The current volatility for iShares MSCI Chile ETF (ECH) is 4.36%, while iShares MSCI Brazil Small-Cap ETF (EWZS) has a volatility of 7.15%. This indicates that ECH experiences smaller price fluctuations and is considered to be less risky than EWZS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.