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ETFRX vs. EWW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETFRX vs. EWW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North Square Tactical Defensive Fund (ETFRX) and iShares MSCI Mexico ETF (EWW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETFRX achieves a 7.91% return, which is significantly lower than EWW's 12.62% return. Over the past 10 years, ETFRX has underperformed EWW with an annualized return of 6.81%, while EWW has yielded a comparatively higher 7.35% annualized return.


ETFRX

1D
0.24%
1M
4.41%
YTD
7.91%
6M
7.99%
1Y
19.81%
3Y*
10.09%
5Y*
5.52%
10Y*
6.81%

EWW

1D
-1.26%
1M
3.21%
YTD
12.62%
6M
16.29%
1Y
34.15%
3Y*
12.42%
5Y*
13.49%
10Y*
7.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETFRX vs. EWW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETFRX
North Square Tactical Defensive Fund
7.91%8.44%7.31%5.65%-8.28%13.49%3.99%12.46%-2.99%15.26%
EWW
iShares MSCI Mexico ETF
12.62%53.65%-28.22%40.32%1.24%20.27%-3.06%12.64%-14.58%14.47%

Correlation

The correlation between ETFRX and EWW is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.46

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

0.45

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

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2006

0.60

The correlation between ETFRX and EWW shifts across timeframes, from 0.45 (5 years) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ETFRX vs. EWW — Risk / Return Rank

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

ETFRX
ETFRX Risk / Return Rank: 5252
Overall Rank
ETFRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ETFRX Sortino Ratio Rank: 4343
Sortino Ratio Rank
ETFRX Omega Ratio Rank: 4545
Omega Ratio Rank
ETFRX Calmar Ratio Rank: 7474
Calmar Ratio Rank
ETFRX Martin Ratio Rank: 5050
Martin Ratio Rank

EWW
EWW Risk / Return Rank: 4747
Overall Rank
EWW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EWW Sortino Ratio Rank: 4545
Sortino Ratio Rank
EWW Omega Ratio Rank: 4444
Omega Ratio Rank
EWW Calmar Ratio Rank: 4949
Calmar Ratio Rank
EWW Martin Ratio Rank: 5252
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.

ETFRX vs. EWW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for North Square Tactical Defensive Fund (ETFRX) and iShares MSCI Mexico ETF (EWW). 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.


ETFRXEWWDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.36

1.29

+0.07

Calmar ratioReturn relative to maximum drawdown

3.37

2.45

+0.92

Martin ratioReturn relative to average drawdown

10.34

9.08

+1.27

ETFRX vs. EWW - Sharpe Ratio Comparison

The current ETFRX Sharpe Ratio is 2.00, which is comparable to the EWW Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ETFRX and EWW, 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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Sharpe Ratios by Period


ETFRXEWWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.62

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.60

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.29

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.30

+0.10

Drawdowns

ETFRX vs. EWW - Drawdown Comparison

The maximum ETFRX drawdown since its inception was -37.11%, smaller than the maximum EWW drawdown of -64.94%. Use the drawdown chart below to compare losses from any high point for ETFRX and EWW.


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Drawdown Indicators


ETFRXEWWDifference

Max Drawdown

Largest peak-to-trough decline

-37.11%

-64.94%

+27.83%

Max Drawdown (1Y)

Largest decline over 1 year

-6.02%

-13.98%

+7.96%

Max Drawdown (3Y)

Largest decline over 3 years

-11.98%

-31.17%

+19.19%

Max Drawdown (5Y)

Largest decline over 5 years

-12.17%

-31.17%

+19.00%

Max Drawdown (10Y)

Largest decline over 10 years

-21.30%

-53.62%

+32.32%

Current Drawdown

Current decline from peak

0.00%

-3.88%

+3.88%

Average Drawdown

Average peak-to-trough decline

-6.67%

-18.52%

+11.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

3.77%

-1.81%

Volatility

ETFRX vs. EWW - Volatility Comparison

The current volatility for North Square Tactical Defensive Fund (ETFRX) is 2.71%, while iShares MSCI Mexico ETF (EWW) has a volatility of 5.79%. This indicates that ETFRX experiences smaller price fluctuations and is considered to be less risky than EWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETFRXEWWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

5.79%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

6.84%

17.75%

-10.91%

Volatility (1Y)

Calculated over the trailing 1-year period

10.15%

21.15%

-11.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.44%

22.51%

-13.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.45%

25.39%

-14.94%

ETFRX vs. EWW - Expense Ratio Comparison

ETFRX has a 1.86% expense ratio, which is higher than EWW's 0.49% expense ratio.


Dividends

ETFRX vs. EWW - Dividend Comparison

ETFRX's dividend yield for the trailing twelve months is around 0.45%, less than EWW's 3.09% yield.


PositionTTM20252024202320222021202020192018201720162015
ETFRX
North Square Tactical Defensive Fund
0.45%0.48%0.93%0.00%0.00%0.00%0.00%0.38%0.00%2.25%0.00%3.02%
EWW
iShares MSCI Mexico ETF
3.09%3.48%4.39%2.19%3.64%2.06%1.43%2.92%2.30%2.22%1.77%2.34%

Frequently Asked Questions


ETFRX and EWW have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWW has higher volatility (5.79%) compared to ETFRX (2.71%). In terms of maximum drawdown, ETFRX dropped -37.11% vs EWW's -64.94%.

ETFRX currently has the higher Sharpe Ratio (2.00 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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