EWA vs. VTI
Compare and contrast key facts about iShares MSCI-Australia ETF (EWA) and Vanguard Total Stock Market ETF (VTI).
EWA and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWA is a passively managed fund by iShares that tracks the performance of the MSCI Australia Index. It was launched on Mar 18, 1996. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both EWA and VTI 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: EWA or VTI.
Performance
EWA vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, EWA achieves a 7.08% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, EWA has underperformed VTI with an annualized return of 5.26%, while VTI has yielded a comparatively higher 12.59% annualized return.
EWA
7.08%
-3.73%
3.26%
19.73%
6.48%
5.26%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| EWA | VTI | |
|---|---|---|
| Sharpe Ratio | 1.18 | 2.58 |
| Sortino Ratio | 1.73 | 3.45 |
| Omega Ratio | 1.21 | 1.48 |
| Calmar Ratio | 1.59 | 3.76 |
| Martin Ratio | 6.35 | 16.56 |
| Ulcer Index | 3.12% | 1.95% |
| Daily Std Dev | 16.76% | 12.51% |
| Max Drawdown | -66.98% | -55.45% |
| Current Drawdown | -5.68% | -2.43% |
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EWA vs. VTI - Expense Ratio Comparison
EWA has a 0.50% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between EWA and VTI is 0.66, 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.
Risk-Adjusted Performance
EWA vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI-Australia ETF (EWA) and Vanguard Total Stock Market ETF (VTI). 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
EWA vs. VTI - Dividend Comparison
EWA's dividend yield for the trailing twelve months is around 3.74%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWA iShares MSCI-Australia ETF | 3.74% | 3.72% | 5.28% | 5.08% | 2.02% | 3.97% | 6.11% | 4.44% | 4.03% | 5.48% | 4.92% | 4.69% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
EWA vs. VTI - Drawdown Comparison
The maximum EWA drawdown since its inception was -66.98%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EWA and VTI. For additional features, visit the drawdowns tool.
Volatility
EWA vs. VTI - Volatility Comparison
iShares MSCI-Australia ETF (EWA) has a higher volatility of 4.99% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that EWA's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.