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ETW vs. EOS-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ETW and EOS-USD is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

ETW vs. EOS-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) and EOS (EOS-USD). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
35.34%
-42.23%
ETW
EOS-USD

Key characteristics

Sharpe Ratio

ETW:

0.64

EOS-USD:

0.59

Sortino Ratio

ETW:

1.03

EOS-USD:

1.50

Omega Ratio

ETW:

1.16

EOS-USD:

1.16

Calmar Ratio

ETW:

0.75

EOS-USD:

0.26

Martin Ratio

ETW:

3.87

EOS-USD:

1.64

Ulcer Index

ETW:

3.15%

EOS-USD:

37.48%

Daily Std Dev

ETW:

19.03%

EOS-USD:

78.40%

Max Drawdown

ETW:

-54.13%

EOS-USD:

-98.10%

Current Drawdown

ETW:

-5.73%

EOS-USD:

-96.83%

Returns By Period

In the year-to-date period, ETW achieves a -1.42% return, which is significantly higher than EOS-USD's -11.81% return.


ETW

YTD

-1.42%

1M

-2.67%

6M

-1.39%

1Y

13.04%

5Y*

9.99%

10Y*

5.61%

EOS-USD

YTD

-11.81%

1M

17.59%

6M

54.92%

1Y

-19.06%

5Y*

-24.26%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ETW vs. EOS-USD — Risk-Adjusted Performance Rank

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

ETW
The Risk-Adjusted Performance Rank of ETW is 7575
Overall Rank
The Sharpe Ratio Rank of ETW is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ETW is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ETW is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ETW is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ETW is 8383
Martin Ratio Rank

EOS-USD
The Risk-Adjusted Performance Rank of EOS-USD is 7474
Overall Rank
The Sharpe Ratio Rank of EOS-USD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of EOS-USD is 7474
Sortino Ratio Rank
The Omega Ratio Rank of EOS-USD is 7575
Omega Ratio Rank
The Calmar Ratio Rank of EOS-USD is 7575
Calmar Ratio Rank
The Martin Ratio Rank of EOS-USD is 7171
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.

ETW vs. EOS-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) and EOS (EOS-USD). 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 ETW, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.00
ETW: 0.28
EOS-USD: 0.57
The chart of Sortino ratio for ETW, currently valued at 0.57, compared to the broader market-6.00-4.00-2.000.002.004.00
ETW: 0.57
EOS-USD: 1.48
The chart of Omega ratio for ETW, currently valued at 1.08, compared to the broader market0.501.001.502.00
ETW: 1.08
EOS-USD: 1.16
The chart of Calmar ratio for ETW, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
ETW: 0.06
EOS-USD: 0.25
The chart of Martin ratio for ETW, currently valued at 1.69, compared to the broader market-5.000.005.0010.0015.0020.00
ETW: 1.69
EOS-USD: 1.58

The current ETW Sharpe Ratio is 0.64, which is comparable to the EOS-USD Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of ETW and EOS-USD, 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-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.28
0.57
ETW
EOS-USD

Drawdowns

ETW vs. EOS-USD - Drawdown Comparison

The maximum ETW drawdown since its inception was -54.13%, smaller than the maximum EOS-USD drawdown of -98.10%. Use the drawdown chart below to compare losses from any high point for ETW and EOS-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.73%
-96.83%
ETW
EOS-USD

Volatility

ETW vs. EOS-USD - Volatility Comparison

The current volatility for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) is 14.41%, while EOS (EOS-USD) has a volatility of 39.75%. This indicates that ETW experiences smaller price fluctuations and is considered to be less risky than EOS-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
14.41%
39.75%
ETW
EOS-USD