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EWH vs. IAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWH vs. IAU - Performance Comparison

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

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EWH vs. IAU - 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%
IAU
iShares Gold Trust
8.61%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Returns By Period

The year-to-date returns for both stocks are quite close, with EWH having a 8.66% return and IAU slightly lower at 8.61%. Over the past 10 years, EWH has underperformed IAU with an annualized return of 5.22%, while IAU has yielded a comparatively higher 14.08% 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%

IAU

1D
3.80%
1M
-11.01%
YTD
8.61%
6M
21.15%
1Y
49.53%
3Y*
33.12%
5Y*
21.78%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWH vs. IAU - Expense Ratio Comparison

EWH has a 0.49% expense ratio, which is higher than IAU's 0.25% expense ratio.


Return for Risk

EWH vs. IAU — 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

IAU
IAU Risk / Return Rank: 8787
Overall Rank
IAU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 8686
Sortino Ratio Rank
IAU Omega Ratio Rank: 8686
Omega Ratio Rank
IAU Calmar Ratio Rank: 8989
Calmar Ratio Rank
IAU Martin Ratio Rank: 8787
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. IAU - Risk-Adjusted Trends Comparison

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


EWHIAUDifference

Sharpe ratio

Return per unit of total volatility

2.09

1.80

+0.29

Sortino ratio

Return per unit of downside risk

2.66

2.24

+0.43

Omega ratio

Gain probability vs. loss probability

1.38

1.33

+0.05

Calmar ratio

Return relative to maximum drawdown

2.66

2.69

-0.04

Martin ratio

Return relative to average drawdown

11.06

9.97

+1.10

EWH vs. IAU - Sharpe Ratio Comparison

The current EWH Sharpe Ratio is 2.09, which is comparable to the IAU Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of EWH and IAU, 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


EWHIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.80

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

1.24

-1.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.89

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.64

-0.46

Correlation

The correlation between EWH and IAU is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EWH vs. IAU - Dividend Comparison

EWH's dividend yield for the trailing twelve months is around 4.78%, while IAU has not paid dividends to shareholders.


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%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EWH vs. IAU - Drawdown Comparison

The maximum EWH drawdown since its inception was -66.44%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for EWH and IAU.


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Drawdown Indicators


EWHIAUDifference

Max Drawdown

Largest peak-to-trough decline

-66.44%

-45.14%

-21.30%

Max Drawdown (1Y)

Largest decline over 1 year

-14.56%

-19.18%

+4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-42.71%

-20.93%

-21.78%

Max Drawdown (10Y)

Largest decline over 10 years

-42.71%

-21.82%

-20.89%

Current Drawdown

Current decline from peak

-4.63%

-13.20%

+8.57%

Average Drawdown

Average peak-to-trough decline

-19.58%

-15.98%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

5.18%

-1.69%

Volatility

EWH vs. IAU - Volatility Comparison

The current volatility for iShares MSCI Hong Kong ETF (EWH) is 6.30%, while iShares Gold Trust (IAU) has a volatility of 11.02%. This indicates that EWH experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWHIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

11.02%

-4.72%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

24.11%

-11.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.77%

27.62%

-8.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

17.69%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

15.82%

+3.73%