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

Correlation

The correlation between EWL and FSZ is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

EWL vs. FSZ - Performance Comparison

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

150.00%160.00%170.00%180.00%190.00%200.00%NovemberDecember2025FebruaryMarchApril
181.08%
190.04%
EWL
FSZ

Key characteristics

Sharpe Ratio

EWL:

0.93

FSZ:

0.67

Sortino Ratio

EWL:

1.37

FSZ:

1.03

Omega Ratio

EWL:

1.16

FSZ:

1.12

Calmar Ratio

EWL:

0.90

FSZ:

0.76

Martin Ratio

EWL:

2.24

FSZ:

1.80

Ulcer Index

EWL:

5.45%

FSZ:

5.17%

Daily Std Dev

EWL:

13.05%

FSZ:

13.87%

Max Drawdown

EWL:

-51.62%

FSZ:

-33.97%

Current Drawdown

EWL:

-3.96%

FSZ:

-5.81%

Returns By Period

In the year-to-date period, EWL achieves a 11.86% return, which is significantly higher than FSZ's 6.89% return. Over the past 10 years, EWL has underperformed FSZ with an annualized return of 6.48%, while FSZ has yielded a comparatively higher 7.17% annualized return.


EWL

YTD

11.86%

1M

-2.47%

6M

0.88%

1Y

11.78%

5Y*

10.32%

10Y*

6.48%

FSZ

YTD

6.89%

1M

-2.01%

6M

-3.24%

1Y

8.22%

5Y*

13.24%

10Y*

7.17%

*Annualized

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. FSZ - Expense Ratio Comparison

EWL has a 0.50% expense ratio, which is lower than FSZ's 0.80% expense ratio.


FSZ
First Trust Switzerland AlphaDEX Fund
Expense ratio chart for FSZ: current value is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSZ: 0.80%
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%

Risk-Adjusted Performance

EWL vs. FSZ — 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 6868
Overall Rank
The Sharpe Ratio Rank of EWL is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of EWL is 7373
Sortino Ratio Rank
The Omega Ratio Rank of EWL is 7070
Omega Ratio Rank
The Calmar Ratio Rank of EWL is 6969
Calmar Ratio Rank
The Martin Ratio Rank of EWL is 5555
Martin Ratio Rank

FSZ
The Risk-Adjusted Performance Rank of FSZ is 6060
Overall Rank
The Sharpe Ratio Rank of FSZ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FSZ is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FSZ is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FSZ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FSZ is 5151
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. FSZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Switzerland ETF (EWL) and First Trust Switzerland AlphaDEX Fund (FSZ). 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 0.93, compared to the broader market0.002.004.00
EWL: 0.93
FSZ: 0.67
The chart of Sortino ratio for EWL, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.0012.00
EWL: 1.37
FSZ: 1.03
The chart of Omega ratio for EWL, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
EWL: 1.16
FSZ: 1.12
The chart of Calmar ratio for EWL, currently valued at 0.90, compared to the broader market0.005.0010.0015.00
EWL: 0.90
FSZ: 0.76
The chart of Martin ratio for EWL, currently valued at 2.24, compared to the broader market0.0020.0040.0060.0080.00100.00
EWL: 2.24
FSZ: 1.80

The current EWL Sharpe Ratio is 0.93, which is higher than the FSZ Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of EWL and FSZ, 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
0.93
0.67
EWL
FSZ

Dividends

EWL vs. FSZ - Dividend Comparison

EWL's dividend yield for the trailing twelve months is around 1.98%, more than FSZ's 1.75% yield.


TTM20242023202220212020201920182017201620152014
EWL
iShares MSCI Switzerland ETF
1.98%2.21%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%2.49%
FSZ
First Trust Switzerland AlphaDEX Fund
1.75%1.80%2.11%4.28%1.92%1.53%2.01%2.29%1.49%1.93%1.08%1.89%

Drawdowns

EWL vs. FSZ - Drawdown Comparison

The maximum EWL drawdown since its inception was -51.62%, which is greater than FSZ's maximum drawdown of -33.97%. Use the drawdown chart below to compare losses from any high point for EWL and FSZ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.96%
-5.81%
EWL
FSZ

Volatility

EWL vs. FSZ - Volatility Comparison

The current volatility for iShares MSCI Switzerland ETF (EWL) is 4.06%, while First Trust Switzerland AlphaDEX Fund (FSZ) has a volatility of 4.62%. This indicates that EWL experiences smaller price fluctuations and is considered to be less risky than FSZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%NovemberDecember2025FebruaryMarchApril
4.06%
4.62%
EWL
FSZ
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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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