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EWL vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWL and BND is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

EWL vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Switzerland ETF (EWL) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-6.98%
1.12%
EWL
BND

Key characteristics

Sharpe Ratio

EWL:

-0.10

BND:

0.31

Sortino Ratio

EWL:

-0.06

BND:

0.46

Omega Ratio

EWL:

0.99

BND:

1.05

Calmar Ratio

EWL:

-0.10

BND:

0.12

Martin Ratio

EWL:

-0.30

BND:

0.89

Ulcer Index

EWL:

4.46%

BND:

1.89%

Daily Std Dev

EWL:

12.71%

BND:

5.43%

Max Drawdown

EWL:

-51.62%

BND:

-18.84%

Current Drawdown

EWL:

-13.47%

BND:

-9.55%

Returns By Period

In the year-to-date period, EWL achieves a -3.29% return, which is significantly lower than BND's 1.17% return. Over the past 10 years, EWL has outperformed BND with an annualized return of 5.75%, while BND has yielded a comparatively lower 1.29% annualized return.


EWL

YTD

-3.29%

1M

-3.11%

6M

-6.98%

1Y

-0.06%

5Y*

4.59%

10Y*

5.75%

BND

YTD

1.17%

1M

-0.65%

6M

1.13%

1Y

1.35%

5Y*

-0.41%

10Y*

1.29%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EWL vs. BND - Expense Ratio Comparison

EWL has a 0.50% expense ratio, which is higher than BND's 0.03% expense ratio.


EWL
iShares MSCI Switzerland ETF
Expense ratio chart for EWL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

EWL vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Switzerland ETF (EWL) and Vanguard Total Bond Market ETF (BND). 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.


Sharpe ratio
The chart of Sharpe ratio for EWL, currently valued at -0.10, compared to the broader market0.002.004.00-0.100.31
The chart of Sortino ratio for EWL, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.00-0.060.46
The chart of Omega ratio for EWL, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.05
The chart of Calmar ratio for EWL, currently valued at -0.10, compared to the broader market0.005.0010.0015.00-0.100.12
The chart of Martin ratio for EWL, currently valued at -0.30, compared to the broader market0.0020.0040.0060.0080.00100.00-0.300.89
EWL
BND

The current EWL Sharpe Ratio is -0.10, which is lower than the BND Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of EWL and BND, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.10
0.31
EWL
BND

Dividends

EWL vs. BND - Dividend Comparison

EWL's dividend yield for the trailing twelve months is around 2.22%, less than BND's 3.63% yield.


TTM20232022202120202019201820172016201520142013
EWL
iShares MSCI Switzerland ETF
2.22%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%2.49%1.83%
BND
Vanguard Total Bond Market ETF
3.63%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

EWL vs. BND - Drawdown Comparison

The maximum EWL drawdown since its inception was -51.62%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for EWL and BND. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.47%
-9.55%
EWL
BND

Volatility

EWL vs. BND - Volatility Comparison

iShares MSCI Switzerland ETF (EWL) has a higher volatility of 3.74% compared to Vanguard Total Bond Market ETF (BND) at 1.62%. This indicates that EWL's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.74%
1.62%
EWL
BND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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