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EWL vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWL vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Switzerland ETF (EWL) and iShares U.S. Technology ETF (IYW). 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 lower than IYW's 22.66% return. Over the past 10 years, EWL has underperformed IYW with an annualized return of 10.14%, while IYW has yielded a comparatively higher 25.63% 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%

IYW

1D
0.61%
1M
1.73%
YTD
22.66%
6M
23.40%
1Y
47.94%
3Y*
32.06%
5Y*
21.19%
10Y*
25.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWL vs. IYW - 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%
IYW
iShares U.S. Technology ETF
22.66%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between EWL and IYW is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.33

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

0.46

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

0.52

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.50

The correlation between EWL and IYW shifts across timeframes, from 0.33 (1 year) to 0.52 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EWL vs. IYW — 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

IYW
IYW Risk / Return Rank: 6969
Overall Rank
IYW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 7373
Sortino Ratio Rank
IYW Omega Ratio Rank: 7474
Omega Ratio Rank
IYW Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYW Martin Ratio Rank: 5656
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. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Switzerland ETF (EWL) and iShares U.S. Technology ETF (IYW). 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.


EWLIYWDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.15

1.38

-0.22

Calmar ratioReturn relative to maximum drawdown

1.01

2.70

-1.69

Martin ratioReturn relative to average drawdown

3.24

8.68

-5.44

EWL vs. IYW - Sharpe Ratio Comparison

The current EWL Sharpe Ratio is 0.85, which is lower than the IYW Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of EWL and IYW, 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. IYW - Drawdown Comparison

The maximum EWL drawdown since its inception was -51.62%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for EWL and IYW.


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Drawdown Indicators


EWLIYWDifference

Max Drawdown

Largest peak-to-trough decline

-51.62%

-81.90%

+30.28%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-17.81%

+4.33%

Max Drawdown (3Y)

Largest decline over 3 years

-13.48%

-26.47%

+12.99%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-39.44%

+10.45%

Max Drawdown (10Y)

Largest decline over 10 years

-28.99%

-39.44%

+10.45%

Current Drawdown

Current decline from peak

-3.63%

-5.81%

+2.18%

Average Drawdown

Average peak-to-trough decline

-11.08%

-34.62%

+23.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

5.54%

-1.32%

Volatility

EWL vs. IYW - Volatility Comparison

The current volatility for iShares MSCI Switzerland ETF (EWL) is 5.12%, while iShares U.S. Technology ETF (IYW) has a volatility of 9.41%. This indicates that EWL experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWLIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

9.41%

-4.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

17.67%

-4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

21.47%

-5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

26.07%

-9.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.47%

25.20%

-8.73%

EWL vs. IYW - Expense Ratio Comparison

EWL has a 0.50% expense ratio, which is higher than IYW's 0.38% expense ratio.


Dividends

EWL vs. IYW - Dividend Comparison

EWL's dividend yield for the trailing twelve months is around 1.63%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions


EWL and IYW have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYW has higher volatility (9.41%) compared to EWL (5.12%). In terms of maximum drawdown, EWL dropped -51.62% vs IYW's -81.90%.

On 10-year performance, IYW leads with 25.63% vs 10.14% for EWL. On fees, IYW is cheaper at 0.38% per year. On volatility, EWL has been the lower-risk option at 5.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYW has performed better with a 25.63% return vs 10.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYW is cheaper with a 0.38% expense ratio, compared with 0.50% for EWL.

EWL has the higher dividend yield at 1.63%, compared with 0.11% for IYW.

EWL is categorized as Europe Equities, while IYW is Technology Equities. EWL tracks MSCI Switzerland Index, while IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index. Their fees differ too: 0.50% for EWL and 0.38% for IYW.

IYW currently has the higher Sharpe Ratio (2.24 vs 0.85), 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.

Portfolio Optimizer

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