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EWH vs. EWT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWH vs. EWT - Performance Comparison

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

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EWH vs. EWT - 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%
EWT
iShares MSCI Taiwan ETF
11.63%28.38%16.11%23.97%-28.90%26.18%31.50%33.36%-9.90%26.81%

Returns By Period

In the year-to-date period, EWH achieves a 8.66% return, which is significantly lower than EWT's 11.63% return. Over the past 10 years, EWH has underperformed EWT with an annualized return of 5.22%, while EWT has yielded a comparatively higher 14.99% 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%

EWT

1D
2.84%
1M
-6.28%
YTD
11.63%
6M
16.60%
1Y
56.23%
3Y*
22.26%
5Y*
10.25%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWH vs. EWT - Expense Ratio Comparison

EWH has a 0.49% expense ratio, which is lower than EWT's 0.59% expense ratio.


Return for Risk

EWH vs. EWT — 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

EWT
EWT Risk / Return Rank: 9393
Overall Rank
EWT Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWT Omega Ratio Rank: 9191
Omega Ratio Rank
EWT Calmar Ratio Rank: 9494
Calmar Ratio Rank
EWT Martin Ratio Rank: 9494
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. EWT - Risk-Adjusted Trends Comparison

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


EWHEWTDifference

Sharpe ratio

Return per unit of total volatility

2.09

2.11

-0.01

Sortino ratio

Return per unit of downside risk

2.66

2.80

-0.14

Omega ratio

Gain probability vs. loss probability

1.38

1.38

0.00

Calmar ratio

Return relative to maximum drawdown

2.66

3.55

-0.89

Martin ratio

Return relative to average drawdown

11.06

14.26

-3.19

EWH vs. EWT - Sharpe Ratio Comparison

The current EWH Sharpe Ratio is 2.09, which is comparable to the EWT Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of EWH and EWT, 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


EWHEWTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

2.11

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.46

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.71

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.20

-0.02

Correlation

The correlation between EWH and EWT is 0.60, 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. EWT - Dividend Comparison

EWH's dividend yield for the trailing twelve months is around 4.78%, more than EWT's 3.97% 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%
EWT
iShares MSCI Taiwan ETF
3.97%4.43%3.32%8.12%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%

Drawdowns

EWH vs. EWT - Drawdown Comparison

The maximum EWH drawdown since its inception was -66.44%, roughly equal to the maximum EWT drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for EWH and EWT.


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Drawdown Indicators


EWHEWTDifference

Max Drawdown

Largest peak-to-trough decline

-66.44%

-64.37%

-2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.56%

-15.53%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-42.71%

-38.88%

-3.83%

Max Drawdown (10Y)

Largest decline over 10 years

-42.71%

-38.88%

-3.83%

Current Drawdown

Current decline from peak

-4.63%

-7.97%

+3.34%

Average Drawdown

Average peak-to-trough decline

-19.58%

-19.35%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.87%

-0.38%

Volatility

EWH vs. EWT - Volatility Comparison

The current volatility for iShares MSCI Hong Kong ETF (EWH) is 6.30%, while iShares MSCI Taiwan ETF (EWT) has a volatility of 11.00%. This indicates that EWH experiences smaller price fluctuations and is considered to be less risky than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWHEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

11.00%

-4.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

18.14%

-5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

18.77%

26.85%

-8.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

22.32%

-2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

21.22%

-1.67%