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

Correlation

The correlation between EWL and FLSW is 0.59, 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

EWL vs. FLSW - Performance Comparison

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

55.00%60.00%65.00%70.00%75.00%80.00%NovemberDecember2025FebruaryMarchApril
76.94%
79.18%
EWL
FLSW

Key characteristics

Sharpe Ratio

EWL:

1.06

FLSW:

1.08

Sortino Ratio

EWL:

1.53

FLSW:

1.56

Omega Ratio

EWL:

1.21

FLSW:

1.21

Calmar Ratio

EWL:

1.23

FLSW:

1.30

Martin Ratio

EWL:

2.95

FLSW:

3.04

Ulcer Index

EWL:

5.61%

FLSW:

5.46%

Daily Std Dev

EWL:

15.72%

FLSW:

15.33%

Max Drawdown

EWL:

-51.62%

FLSW:

-28.16%

Current Drawdown

EWL:

-0.92%

FLSW:

-1.01%

Returns By Period

The year-to-date returns for both stocks are quite close, with EWL having a 15.40% return and FLSW slightly lower at 14.76%.


EWL

YTD

15.40%

1M

1.07%

6M

4.72%

1Y

17.86%

5Y*

9.41%

10Y*

6.66%

FLSW

YTD

14.76%

1M

1.02%

6M

4.64%

1Y

18.05%

5Y*

9.65%

10Y*

N/A

*Annualized

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EWL vs. FLSW - Expense Ratio Comparison

EWL has a 0.50% expense ratio, which is higher than FLSW's 0.09% expense ratio.


Expense ratio chart for EWL: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWL: 0.50%
Expense ratio chart for FLSW: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLSW: 0.09%

Risk-Adjusted Performance

EWL vs. FLSW — Risk-Adjusted Performance Rank

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

EWL
The Risk-Adjusted Performance Rank of EWL is 8181
Overall Rank
The Sharpe Ratio Rank of EWL is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EWL is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EWL is 8181
Omega Ratio Rank
The Calmar Ratio Rank of EWL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EWL is 7373
Martin Ratio Rank

FLSW
The Risk-Adjusted Performance Rank of FLSW is 8181
Overall Rank
The Sharpe Ratio Rank of FLSW is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FLSW is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FLSW is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FLSW is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FLSW is 7474
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.

EWL vs. FLSW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Switzerland ETF (EWL) and Franklin FTSE Switzerland ETF (FLSW). 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 EWL, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.00
EWL: 1.06
FLSW: 1.08
The chart of Sortino ratio for EWL, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.00
EWL: 1.53
FLSW: 1.56
The chart of Omega ratio for EWL, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
EWL: 1.21
FLSW: 1.21
The chart of Calmar ratio for EWL, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.00
EWL: 1.23
FLSW: 1.30
The chart of Martin ratio for EWL, currently valued at 2.95, compared to the broader market0.0020.0040.0060.00
EWL: 2.95
FLSW: 3.04

The current EWL Sharpe Ratio is 1.06, which is comparable to the FLSW Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of EWL and FLSW, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.06
1.08
EWL
FLSW

Dividends

EWL vs. FLSW - Dividend Comparison

EWL's dividend yield for the trailing twelve months is around 1.92%, more than FLSW's 1.78% yield.


TTM20242023202220212020201920182017201620152014
EWL
iShares MSCI Switzerland ETF
1.92%2.21%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%2.49%
FLSW
Franklin FTSE Switzerland ETF
1.78%2.04%2.36%2.02%1.86%2.28%1.15%2.85%0.00%0.00%0.00%0.00%

Drawdowns

EWL vs. FLSW - Drawdown Comparison

The maximum EWL drawdown since its inception was -51.62%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for EWL and FLSW. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.92%
-1.01%
EWL
FLSW

Volatility

EWL vs. FLSW - Volatility Comparison

iShares MSCI Switzerland ETF (EWL) has a higher volatility of 9.65% compared to Franklin FTSE Switzerland ETF (FLSW) at 9.14%. This indicates that EWL's price experiences larger fluctuations and is considered to be riskier than FLSW 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%NovemberDecember2025FebruaryMarchApril
9.65%
9.14%
EWL
FLSW