ECH vs. RIO.L
ECH (iShares MSCI Chile ETF) is Foreign Large Cap Equities fund tracking the MSCI Chile Investable Market Index, while RIO.L (Rio Tinto PLC) is a stock. Over the past 10 years, ECH returned 4.44%/yr vs 20.72%/yr for RIO.L. At a 0.45 correlation, their price movements are largely independent.
Performance
ECH vs. RIO.L - Performance Comparison
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Different Trading Currencies
ECH is traded in USD, while RIO.L is traded in GBp. To make them comparable, the RIO.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ECH achieves a 2.23% return, which is significantly lower than RIO.L's 24.60% return. Over the past 10 years, ECH has underperformed RIO.L with an annualized return of 4.44%, while RIO.L has yielded a comparatively higher 20.72% annualized return.
ECH
- 1D
- -0.85%
- 1M
- 1.75%
- YTD
- 2.23%
- 6M
- 5.27%
- 1Y
- 36.61%
- 3Y*
- 14.33%
- 5Y*
- 12.22%
- 10Y*
- 4.44%
RIO.L
- 1D
- -2.39%
- 1M
- -4.70%
- YTD
- 24.60%
- 6M
- 28.73%
- 1Y
- 84.66%
- 3Y*
- 21.37%
- 5Y*
- 12.55%
- 10Y*
- 20.72%
ECH vs. RIO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ECH iShares MSCI Chile ETF | 2.23% | 65.41% | -8.67% | 9.01% | 25.12% | -19.80% | -7.13% | -17.79% | -18.98% | 41.79% |
RIO.L Rio Tinto PLC | 24.60% | 44.94% | -14.82% | 12.61% | 17.90% | -0.65% | 34.36% | 33.42% | -5.37% | 43.93% |
Correlation
The correlation between ECH and RIO.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2007 | 0.45 |
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Return for Risk
ECH vs. RIO.L — Risk / Return Rank
ECH
RIO.L
ECH vs. RIO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and Rio Tinto PLC (RIO.L). 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.
| ECH | RIO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.45 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 5.48 | -3.61 |
| Martin ratioReturn relative to average drawdown | 4.41 | 19.48 | -15.08 |
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Drawdowns
ECH vs. RIO.L - Drawdown Comparison
The maximum ECH drawdown since its inception was -74.08%, smaller than the maximum RIO.L drawdown of -88.71%. Use the drawdown chart below to compare losses from any high point for ECH and RIO.L.
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Drawdown Indicators
| ECH | RIO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -88.71% | +14.63% |
Max Drawdown (1Y)Largest decline over 1 year | -19.74% | -15.38% | -4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -25.59% | -23.98% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.59% | -35.65% | +10.06% |
Max Drawdown (10Y)Largest decline over 10 years | -66.89% | -38.42% | -28.47% |
Current DrawdownCurrent decline from peak | -24.03% | -12.56% | -11.47% |
Average DrawdownAverage peak-to-trough decline | -37.48% | -28.10% | -9.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.33% | 4.33% | +4.00% |
Volatility
ECH vs. RIO.L - Volatility Comparison
The current volatility for iShares MSCI Chile ETF (ECH) is 9.09%, while Rio Tinto PLC (RIO.L) has a volatility of 9.71%. This indicates that ECH experiences smaller price fluctuations and is considered to be less risky than RIO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECH | RIO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 9.71% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 21.20% | 23.54% | -2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.51% | 28.04% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.63% | 29.47% | -1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.27% | 30.70% | -3.43% |
Dividends
ECH vs. RIO.L - Dividend Comparison
ECH's dividend yield for the trailing twelve months is around 1.93%, less than RIO.L's 4.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECH iShares MSCI Chile ETF | 1.93% | 2.01% | 3.12% | 4.77% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% |
RIO.L Rio Tinto PLC | 4.06% | 4.75% | 7.16% | 5.53% | 9.90% | 14.14% | 5.43% | 5.76% | 6.07% | 4.66% | 3.42% | 7.42% |
Frequently Asked Questions
ECH and RIO.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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