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EIRL vs. FLSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIRL vs. FLSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Ireland ETF (EIRL) and Franklin FTSE Switzerland ETF (FLSW). The values are adjusted to include any dividend payments, if applicable.

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EIRL vs. FLSW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EIRL
iShares MSCI Ireland ETF
-6.33%28.82%-1.64%35.13%-18.83%13.72%9.63%28.15%-18.58%
FLSW
Franklin FTSE Switzerland ETF
-2.21%32.92%-1.77%16.79%-18.14%20.82%13.25%31.66%-7.85%

Returns By Period

In the year-to-date period, EIRL achieves a -6.33% return, which is significantly lower than FLSW's -2.21% return.


EIRL

1D
3.83%
1M
-8.44%
YTD
-6.33%
6M
3.09%
1Y
19.87%
3Y*
10.14%
5Y*
6.03%
10Y*
7.06%

FLSW

1D
2.29%
1M
-10.00%
YTD
-2.21%
6M
5.90%
1Y
16.22%
3Y*
11.56%
5Y*
8.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EIRL vs. FLSW - Expense Ratio Comparison

EIRL has a 0.49% expense ratio, which is higher than FLSW's 0.09% expense ratio.


Return for Risk

EIRL vs. FLSW — Risk / Return Rank

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

EIRL
EIRL Risk / Return Rank: 5555
Overall Rank
EIRL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EIRL Sortino Ratio Rank: 6060
Sortino Ratio Rank
EIRL Omega Ratio Rank: 5757
Omega Ratio Rank
EIRL Calmar Ratio Rank: 5050
Calmar Ratio Rank
EIRL Martin Ratio Rank: 4848
Martin Ratio Rank

FLSW
FLSW Risk / Return Rank: 5151
Overall Rank
FLSW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FLSW Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLSW Omega Ratio Rank: 5151
Omega Ratio Rank
FLSW Calmar Ratio Rank: 4444
Calmar Ratio Rank
FLSW Martin Ratio Rank: 4646
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.

EIRL vs. FLSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Ireland ETF (EIRL) and Franklin FTSE Switzerland ETF (FLSW). 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.


EIRLFLSWDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.99

+0.02

Sortino ratio

Return per unit of downside risk

1.51

1.46

+0.04

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.24

1.08

+0.16

Martin ratio

Return relative to average drawdown

4.56

4.21

+0.36

EIRL vs. FLSW - Sharpe Ratio Comparison

The current EIRL Sharpe Ratio is 1.01, which is comparable to the FLSW Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of EIRL and FLSW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EIRLFLSWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.99

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.52

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.54

-0.13

Correlation

The correlation between EIRL and FLSW is 0.62, 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.


Dividends

EIRL vs. FLSW - Dividend Comparison

EIRL's dividend yield for the trailing twelve months is around 2.89%, more than FLSW's 2.17% yield.


TTM20252024202320222021202020192018201720162015
EIRL
iShares MSCI Ireland ETF
2.89%2.71%2.56%1.00%1.13%0.82%0.50%2.11%1.52%1.44%1.34%1.70%
FLSW
Franklin FTSE Switzerland ETF
2.17%2.12%2.04%2.36%2.02%1.86%2.28%1.15%2.86%0.00%0.00%0.00%

Drawdowns

EIRL vs. FLSW - Drawdown Comparison

The maximum EIRL drawdown since its inception was -46.48%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for EIRL and FLSW.


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Drawdown Indicators


EIRLFLSWDifference

Max Drawdown

Largest peak-to-trough decline

-46.48%

-28.16%

-18.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.28%

-13.38%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-40.14%

-28.16%

-11.98%

Max Drawdown (10Y)

Largest decline over 10 years

-46.48%

Current Drawdown

Current decline from peak

-10.70%

-10.00%

-0.70%

Average Drawdown

Average peak-to-trough decline

-9.16%

-5.97%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

3.43%

+0.45%

Volatility

EIRL vs. FLSW - Volatility Comparison

iShares MSCI Ireland ETF (EIRL) has a higher volatility of 8.24% compared to Franklin FTSE Switzerland ETF (FLSW) at 6.41%. This indicates that EIRL's price experiences larger fluctuations and is considered to be riskier than FLSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIRLFLSWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

6.41%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

10.64%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

19.78%

16.53%

+3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

15.50%

+5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.64%

16.84%

+4.80%