EWA vs. VTSI
EWA (iShares MSCI-Australia ETF) is Asia Pacific Equities fund tracking the MSCI Australia Index, while VTSI (VirTra, Inc.) is a stock. Over the past 10 years, EWA returned 8.41%/yr vs 6.31%/yr for VTSI. At a 0.13 correlation, their price movements are largely independent.
Performance
EWA vs. VTSI - Performance Comparison
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Returns By Period
In the year-to-date period, EWA achieves a 11.26% return, which is significantly higher than VTSI's -20.95% return. Over the past 10 years, EWA has outperformed VTSI with an annualized return of 8.41%, while VTSI has yielded a comparatively lower 6.31% annualized return.
EWA
- 1D
- -1.12%
- 1M
- 0.90%
- YTD
- 11.26%
- 6M
- 13.42%
- 1Y
- 15.43%
- 3Y*
- 12.60%
- 5Y*
- 5.51%
- 10Y*
- 8.41%
VTSI
- 1D
- 0.91%
- 1M
- -26.22%
- YTD
- -20.95%
- 6M
- -34.90%
- 1Y
- -48.53%
- 3Y*
- -24.78%
- 5Y*
- -10.06%
- 10Y*
- 6.31%
EWA vs. VTSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWA iShares MSCI-Australia ETF | 11.26% | 13.35% | 1.60% | 13.81% | -5.92% | 8.93% | 8.29% | 22.45% | -12.04% | 19.88% |
VTSI VirTra, Inc. | -20.95% | -37.78% | -28.72% | 102.35% | -33.14% | 98.86% | -27.72% | 58.63% | 16.29% | 0.00% |
Correlation
The correlation between EWA and VTSI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.13 |
The correlation between EWA and VTSI shifts across timeframes, from 0.13 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EWA vs. VTSI — Risk / Return Rank
EWA
VTSI
EWA vs. VTSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI-Australia ETF (EWA) and VirTra, Inc. (VTSI). 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.
| EWA | VTSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.86 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | -0.87 | +2.42 |
| Martin ratioReturn relative to average drawdown | 4.43 | -1.50 | +5.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EWA | VTSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | -0.81 | +1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | -0.15 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.08 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.11 | +0.18 |
Drawdowns
EWA vs. VTSI - Drawdown Comparison
The maximum EWA drawdown since its inception was -66.98%, smaller than the maximum VTSI drawdown of -81.25%. Use the drawdown chart below to compare losses from any high point for EWA and VTSI.
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Drawdown Indicators
| EWA | VTSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -81.25% | +14.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -56.03% | +46.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.91% | -81.25% | +59.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -81.25% | +56.38% |
Max Drawdown (10Y)Largest decline over 10 years | -45.54% | -81.25% | +35.71% |
Current DrawdownCurrent decline from peak | -3.70% | -80.61% | +76.91% |
Average DrawdownAverage peak-to-trough decline | -11.33% | -40.54% | +29.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 32.33% | -28.84% |
Volatility
EWA vs. VTSI - Volatility Comparison
The current volatility for iShares MSCI-Australia ETF (EWA) is 5.46%, while VirTra, Inc. (VTSI) has a volatility of 18.85%. This indicates that EWA experiences smaller price fluctuations and is considered to be less risky than VTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWA | VTSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 18.85% | -13.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 39.56% | -25.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 60.09% | -43.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 67.29% | -47.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 79.76% | -57.15% |
Dividends
EWA vs. VTSI - Dividend Comparison
EWA's dividend yield for the trailing twelve months is around 2.89%, while VTSI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWA iShares MSCI-Australia ETF | 2.89% | 3.21% | 3.71% | 3.72% | 5.28% | 5.08% | 2.02% | 3.97% | 6.11% | 4.44% | 4.03% | 5.48% |
VTSI VirTra, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EWA and VTSI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTSI has higher volatility (18.85%) compared to EWA (5.46%). In terms of maximum drawdown, EWA dropped -66.98% vs VTSI's -81.25%.
EWA currently has the higher Sharpe Ratio (0.92 vs -0.81), 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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