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EWI vs. EIRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWI and EIRL is 0.61, 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

EWI vs. EIRL - Performance Comparison

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

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
145.19%
259.53%
EWI
EIRL

Key characteristics

Sharpe Ratio

EWI:

1.02

EIRL:

-0.47

Sortino Ratio

EWI:

1.52

EIRL:

-0.55

Omega Ratio

EWI:

1.21

EIRL:

0.93

Calmar Ratio

EWI:

1.29

EIRL:

-0.39

Martin Ratio

EWI:

4.81

EIRL:

-0.86

Ulcer Index

EWI:

4.52%

EIRL:

10.38%

Daily Std Dev

EWI:

21.39%

EIRL:

19.26%

Max Drawdown

EWI:

-70.38%

EIRL:

-46.48%

Current Drawdown

EWI:

0.00%

EIRL:

-13.25%

Returns By Period

In the year-to-date period, EWI achieves a 22.44% return, which is significantly higher than EIRL's 2.71% return. Over the past 10 years, EWI has outperformed EIRL with an annualized return of 7.10%, while EIRL has yielded a comparatively lower 5.70% annualized return.


EWI

YTD

22.44%

1M

3.36%

6M

16.73%

1Y

23.63%

5Y*

20.93%

10Y*

7.10%

EIRL

YTD

2.71%

1M

0.44%

6M

-4.47%

1Y

-7.88%

5Y*

14.34%

10Y*

5.70%

*Annualized

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EWI vs. EIRL - Expense Ratio Comparison

Both EWI and EIRL have an expense ratio of 0.49%.


Expense ratio chart for EWI: 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%
EWI: 0.49%
Expense ratio chart for EIRL: 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%
EIRL: 0.49%

Risk-Adjusted Performance

EWI vs. EIRL — Risk-Adjusted Performance Rank

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

EWI
The Risk-Adjusted Performance Rank of EWI is 8282
Overall Rank
The Sharpe Ratio Rank of EWI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of EWI is 8080
Sortino Ratio Rank
The Omega Ratio Rank of EWI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of EWI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EWI is 8484
Martin Ratio Rank

EIRL
The Risk-Adjusted Performance Rank of EIRL is 55
Overall Rank
The Sharpe Ratio Rank of EIRL is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of EIRL is 44
Sortino Ratio Rank
The Omega Ratio Rank of EIRL is 55
Omega Ratio Rank
The Calmar Ratio Rank of EIRL is 44
Calmar Ratio Rank
The Martin Ratio Rank of EIRL is 77
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.

EWI vs. EIRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Italy ETF (EWI) and iShares MSCI Ireland ETF (EIRL). 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 EWI, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.00
EWI: 1.02
EIRL: -0.47
The chart of Sortino ratio for EWI, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.00
EWI: 1.52
EIRL: -0.55
The chart of Omega ratio for EWI, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
EWI: 1.21
EIRL: 0.93
The chart of Calmar ratio for EWI, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.00
EWI: 1.29
EIRL: -0.39
The chart of Martin ratio for EWI, currently valued at 4.81, compared to the broader market0.0020.0040.0060.00
EWI: 4.81
EIRL: -0.86

The current EWI Sharpe Ratio is 1.02, which is higher than the EIRL Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of EWI and EIRL, 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
1.02
-0.47
EWI
EIRL

Dividends

EWI vs. EIRL - Dividend Comparison

EWI's dividend yield for the trailing twelve months is around 3.33%, more than EIRL's 2.50% yield.


TTM20242023202220212020201920182017201620152014
EWI
iShares MSCI Italy ETF
3.33%4.07%3.40%4.57%2.63%1.65%3.80%4.70%2.19%3.64%2.31%2.51%
EIRL
iShares MSCI Ireland ETF
2.50%2.56%1.00%1.13%0.81%0.50%2.11%1.52%1.44%1.34%1.70%2.26%

Drawdowns

EWI vs. EIRL - Drawdown Comparison

The maximum EWI drawdown since its inception was -70.38%, which is greater than EIRL's maximum drawdown of -46.48%. Use the drawdown chart below to compare losses from any high point for EWI and EIRL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-13.25%
EWI
EIRL

Volatility

EWI vs. EIRL - Volatility Comparison

iShares MSCI Italy ETF (EWI) has a higher volatility of 14.46% compared to iShares MSCI Ireland ETF (EIRL) at 12.14%. This indicates that EWI's price experiences larger fluctuations and is considered to be riskier than EIRL 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
14.46%
12.14%
EWI
EIRL