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EWH vs. EWS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWH and EWS is 0.55, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

EWH vs. EWS - Performance Comparison

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

120.00%140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
215.69%
157.71%
EWH
EWS

Key characteristics

Sharpe Ratio

EWH:

0.78

EWS:

1.77

Sortino Ratio

EWH:

1.21

EWS:

2.47

Omega Ratio

EWH:

1.16

EWS:

1.40

Calmar Ratio

EWH:

0.48

EWS:

2.17

Martin Ratio

EWH:

1.54

EWS:

11.92

Ulcer Index

EWH:

12.62%

EWS:

2.97%

Daily Std Dev

EWH:

24.98%

EWS:

20.01%

Max Drawdown

EWH:

-66.43%

EWS:

-75.20%

Current Drawdown

EWH:

-29.99%

EWS:

-0.58%

Returns By Period

In the year-to-date period, EWH achieves a 3.06% return, which is significantly lower than EWS's 9.98% return. Over the past 10 years, EWH has underperformed EWS with an annualized return of -0.16%, while EWS has yielded a comparatively higher 2.95% annualized return.


EWH

YTD

3.06%

1M

-2.94%

6M

-2.10%

1Y

15.50%

5Y*

-0.83%

10Y*

-0.16%

EWS

YTD

9.98%

1M

-0.04%

6M

12.65%

1Y

33.00%

5Y*

11.20%

10Y*

2.95%

*Annualized

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EWH vs. EWS - Expense Ratio Comparison

EWH has a 0.49% expense ratio, which is lower than EWS's 0.50% expense ratio.


Expense ratio chart for EWS: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWS: 0.50%
Expense ratio chart for EWH: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWH: 0.49%

Risk-Adjusted Performance

EWH vs. EWS — Risk-Adjusted Performance Rank

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

EWH
The Risk-Adjusted Performance Rank of EWH is 6767
Overall Rank
The Sharpe Ratio Rank of EWH is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of EWH is 7474
Sortino Ratio Rank
The Omega Ratio Rank of EWH is 7272
Omega Ratio Rank
The Calmar Ratio Rank of EWH is 6262
Calmar Ratio Rank
The Martin Ratio Rank of EWH is 5353
Martin Ratio Rank

EWS
The Risk-Adjusted Performance Rank of EWS is 9494
Overall Rank
The Sharpe Ratio Rank of EWS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of EWS is 9393
Sortino Ratio Rank
The Omega Ratio Rank of EWS is 9494
Omega Ratio Rank
The Calmar Ratio Rank of EWS is 9494
Calmar Ratio Rank
The Martin Ratio Rank of EWS is 9595
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.

EWH vs. EWS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Hong Kong ETF (EWH) and iShares MSCI Singapore ETF (EWS). 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 EWH, currently valued at 0.78, compared to the broader market-1.000.001.002.003.004.00
EWH: 0.78
EWS: 1.77
The chart of Sortino ratio for EWH, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.00
EWH: 1.21
EWS: 2.47
The chart of Omega ratio for EWH, currently valued at 1.16, compared to the broader market0.501.001.502.00
EWH: 1.16
EWS: 1.40
The chart of Calmar ratio for EWH, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.00
EWH: 0.48
EWS: 2.17
The chart of Martin ratio for EWH, currently valued at 1.54, compared to the broader market0.0020.0040.0060.00
EWH: 1.54
EWS: 11.92

The current EWH Sharpe Ratio is 0.78, which is lower than the EWS Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of EWH and EWS, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.78
1.77
EWH
EWS

Dividends

EWH vs. EWS - Dividend Comparison

EWH's dividend yield for the trailing twelve months is around 4.05%, more than EWS's 3.89% yield.


TTM20242023202220212020201920182017201620152014
EWH
iShares MSCI Hong Kong ETF
4.05%4.17%4.28%2.91%2.78%2.56%2.71%2.93%4.35%3.08%2.63%3.52%
EWS
iShares MSCI Singapore ETF
3.89%4.28%6.49%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%3.35%

Drawdowns

EWH vs. EWS - Drawdown Comparison

The maximum EWH drawdown since its inception was -66.43%, smaller than the maximum EWS drawdown of -75.20%. Use the drawdown chart below to compare losses from any high point for EWH and EWS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.99%
-0.58%
EWH
EWS

Volatility

EWH vs. EWS - Volatility Comparison

The current volatility for iShares MSCI Hong Kong ETF (EWH) is 10.87%, while iShares MSCI Singapore ETF (EWS) has a volatility of 14.82%. This indicates that EWH experiences smaller price fluctuations and is considered to be less risky than EWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.87%
14.82%
EWH
EWS