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EWL vs. BARIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWL vs. BARIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Switzerland ETF (EWL) and Baron Asset Fund Institutional Class (BARIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWL achieves a 4.60% return, which is significantly higher than BARIX's 0.84% return. Over the past 10 years, EWL has underperformed BARIX with an annualized return of 10.14%, while BARIX has yielded a comparatively higher 11.45% annualized return.


EWL

1D
-0.30%
1M
1.55%
YTD
4.60%
6M
7.45%
1Y
13.57%
3Y*
12.47%
5Y*
6.50%
10Y*
10.14%

BARIX

1D
0.43%
1M
9.83%
YTD
0.84%
6M
0.23%
1Y
4.48%
3Y*
10.21%
5Y*
2.48%
10Y*
11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWL vs. BARIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWL
iShares MSCI Switzerland ETF
4.60%32.92%-2.80%17.67%-18.89%20.20%11.80%31.58%-9.21%23.34%
BARIX
Baron Asset Fund Institutional Class
0.84%8.17%10.64%17.36%-25.87%14.17%33.32%37.98%0.13%26.55%

Correlation

The correlation between EWL and BARIX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since May 29, 2009

0.62

The correlation between EWL and BARIX shifts across timeframes, from 0.46 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EWL vs. BARIX — Risk / Return Rank

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

EWL
EWL Risk / Return Rank: 2626
Overall Rank
EWL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EWL Sortino Ratio Rank: 2626
Sortino Ratio Rank
EWL Omega Ratio Rank: 2525
Omega Ratio Rank
EWL Calmar Ratio Rank: 2424
Calmar Ratio Rank
EWL Martin Ratio Rank: 2727
Martin Ratio Rank

BARIX
BARIX Risk / Return Rank: 77
Overall Rank
BARIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BARIX Sortino Ratio Rank: 88
Sortino Ratio Rank
BARIX Omega Ratio Rank: 77
Omega Ratio Rank
BARIX Calmar Ratio Rank: 88
Calmar Ratio Rank
BARIX Martin Ratio Rank: 66
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.

EWL vs. BARIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Switzerland ETF (EWL) and Baron Asset Fund Institutional Class (BARIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EWLBARIXDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratioReturn relative to maximum drawdown

1.01

0.44

+0.57

Martin ratioReturn relative to average drawdown

3.24

0.91

+2.33

EWL vs. BARIX - Sharpe Ratio Comparison

The current EWL Sharpe Ratio is 0.85, which is higher than the BARIX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of EWL and BARIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EWL vs. BARIX - Drawdown Comparison

The maximum EWL drawdown since its inception was -51.62%, which is greater than BARIX's maximum drawdown of -37.44%. Use the drawdown chart below to compare losses from any high point for EWL and BARIX.


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Drawdown Indicators


EWLBARIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.62%

-37.44%

-14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-10.68%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-13.48%

-17.78%

+4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-37.44%

+8.45%

Max Drawdown (10Y)

Largest decline over 10 years

-28.99%

-37.44%

+8.45%

Current Drawdown

Current decline from peak

-3.63%

-1.45%

-2.18%

Average Drawdown

Average peak-to-trough decline

-11.08%

-6.73%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

5.16%

-0.94%

Volatility

EWL vs. BARIX - Volatility Comparison

The current volatility for iShares MSCI Switzerland ETF (EWL) is 5.12%, while Baron Asset Fund Institutional Class (BARIX) has a volatility of 7.48%. This indicates that EWL experiences smaller price fluctuations and is considered to be less risky than BARIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWLBARIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

7.48%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

11.11%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

16.36%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

19.80%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.47%

19.96%

-3.49%

EWL vs. BARIX - Expense Ratio Comparison

EWL has a 0.50% expense ratio, which is lower than BARIX's 1.03% expense ratio.


Dividends

EWL vs. BARIX - Dividend Comparison

EWL's dividend yield for the trailing twelve months is around 1.63%, less than BARIX's 10.50% yield.


PositionTTM20252024202320222021202020192018201720162015
BARIX
Baron Asset Fund Institutional Class
10.50%10.59%17.88%3.28%0.01%7.26%2.92%1.70%7.14%7.01%4.74%11.23%
EWL
iShares MSCI Switzerland ETF
1.63%1.71%2.21%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%

Frequently Asked Questions


EWL and BARIX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BARIX has higher volatility (7.48%) compared to EWL (5.12%). In terms of maximum drawdown, EWL dropped -51.62% vs BARIX's -37.44%.

EWL currently has the higher Sharpe Ratio (0.85 vs 0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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