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EWH vs. ACWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWH vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Hong Kong ETF (EWH) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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EWH vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWH
iShares MSCI Hong Kong ETF
8.66%34.50%0.00%-13.87%-6.81%-3.49%4.17%10.74%-8.76%36.46%
ACWI
iShares MSCI ACWI ETF
-2.21%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%

Returns By Period

In the year-to-date period, EWH achieves a 8.66% return, which is significantly higher than ACWI's -2.21% return. Over the past 10 years, EWH has underperformed ACWI with an annualized return of 5.22%, while ACWI has yielded a comparatively higher 11.58% annualized return.


EWH

1D
3.17%
1M
-4.63%
YTD
8.66%
6M
10.59%
1Y
39.05%
3Y*
8.77%
5Y*
0.83%
10Y*
5.22%

ACWI

1D
3.11%
1M
-6.11%
YTD
-2.21%
6M
0.97%
1Y
20.86%
3Y*
16.98%
5Y*
9.40%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWH vs. ACWI - Expense Ratio Comparison

EWH has a 0.49% expense ratio, which is higher than ACWI's 0.32% expense ratio.


Return for Risk

EWH vs. ACWI — Risk / Return Rank

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

EWH
EWH Risk / Return Rank: 9090
Overall Rank
EWH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EWH Sortino Ratio Rank: 9292
Sortino Ratio Rank
EWH Omega Ratio Rank: 9191
Omega Ratio Rank
EWH Calmar Ratio Rank: 8787
Calmar Ratio Rank
EWH Martin Ratio Rank: 8989
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 7575
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7474
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7575
Omega Ratio Rank
ACWI Calmar Ratio Rank: 7474
Calmar Ratio Rank
ACWI Martin Ratio Rank: 8181
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.

EWH vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Hong Kong ETF (EWH) and iShares MSCI ACWI ETF (ACWI). 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.


EWHACWIDifference

Sharpe ratio

Return per unit of total volatility

2.09

1.20

+0.89

Sortino ratio

Return per unit of downside risk

2.66

1.77

+0.89

Omega ratio

Gain probability vs. loss probability

1.38

1.27

+0.11

Calmar ratio

Return relative to maximum drawdown

2.66

1.79

+0.87

Martin ratio

Return relative to average drawdown

11.06

8.26

+2.80

EWH vs. ACWI - Sharpe Ratio Comparison

The current EWH Sharpe Ratio is 2.09, which is higher than the ACWI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of EWH and ACWI, 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


EWHACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.20

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.59

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.68

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.39

-0.21

Correlation

The correlation between EWH and ACWI is 0.67, 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

EWH vs. ACWI - Dividend Comparison

EWH's dividend yield for the trailing twelve months is around 4.78%, more than ACWI's 1.59% yield.


TTM20252024202320222021202020192018201720162015
EWH
iShares MSCI Hong Kong ETF
4.78%5.20%4.17%4.28%2.91%2.78%2.56%2.71%2.93%4.35%3.08%2.63%
ACWI
iShares MSCI ACWI ETF
1.59%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%

Drawdowns

EWH vs. ACWI - Drawdown Comparison

The maximum EWH drawdown since its inception was -66.44%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for EWH and ACWI.


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Drawdown Indicators


EWHACWIDifference

Max Drawdown

Largest peak-to-trough decline

-66.44%

-56.00%

-10.44%

Max Drawdown (1Y)

Largest decline over 1 year

-14.56%

-11.76%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-42.71%

-26.42%

-16.29%

Max Drawdown (10Y)

Largest decline over 10 years

-42.71%

-33.53%

-9.18%

Current Drawdown

Current decline from peak

-4.63%

-6.92%

+2.29%

Average Drawdown

Average peak-to-trough decline

-19.58%

-8.69%

-10.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.54%

+0.95%

Volatility

EWH vs. ACWI - Volatility Comparison

iShares MSCI Hong Kong ETF (EWH) and iShares MSCI ACWI ETF (ACWI) have volatilities of 6.30% and 6.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWHACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

6.38%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

10.05%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.77%

17.48%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

15.97%

+4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

17.08%

+2.47%