EWL vs. TILGX
Compare and contrast key facts about iShares MSCI Switzerland ETF (EWL) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX).
EWL is a passively managed fund by iShares that tracks the performance of the MSCI Switzerland Index. It was launched on Mar 12, 1996. TILGX is managed by TIAA Investments. It was launched on Mar 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWL or TILGX.
Key characteristics
| EWL | TILGX | |
|---|---|---|
| YTD Return | 1.04% | 11.35% |
| 1Y Return | 3.64% | 36.16% |
| 3Y Return (Ann) | 3.15% | 7.12% |
| 5Y Return (Ann) | 8.35% | 15.29% |
| 10Y Return (Ann) | 5.56% | 15.03% |
| Sharpe Ratio | 0.21 | 2.31 |
| Daily Std Dev | 12.70% | 15.96% |
| Max Drawdown | -51.62% | -52.16% |
| Current Drawdown | -4.10% | -1.05% |
Correlation
The correlation between EWL and TILGX is 0.66, 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.
Performance
EWL vs. TILGX - Performance Comparison
In the year-to-date period, EWL achieves a 1.04% return, which is significantly lower than TILGX's 11.35% return. Over the past 10 years, EWL has underperformed TILGX with an annualized return of 5.56%, while TILGX has yielded a comparatively higher 15.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EWL vs. TILGX - Expense Ratio Comparison
EWL has a 0.50% expense ratio, which is higher than TILGX's 0.40% expense ratio.
Risk-Adjusted Performance
EWL vs. TILGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Switzerland ETF (EWL) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). 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.
Dividends
EWL vs. TILGX - Dividend Comparison
EWL's dividend yield for the trailing twelve months is around 2.09%, more than TILGX's 0.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWL iShares MSCI Switzerland ETF | 2.09% | 2.12% | 2.04% | 1.73% | 1.45% | 1.85% | 2.56% | 2.05% | 2.75% | 2.58% | 2.49% | 1.83% |
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class | 0.20% | 0.22% | 0.42% | 10.49% | 37.04% | 4.41% | 14.12% | 4.31% | 1.82% | 3.80% | 12.49% | 7.19% |
Drawdowns
EWL vs. TILGX - Drawdown Comparison
The maximum EWL drawdown since its inception was -51.62%, roughly equal to the maximum TILGX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for EWL and TILGX. For additional features, visit the drawdowns tool.
Volatility
EWL vs. TILGX - Volatility Comparison
The current volatility for iShares MSCI Switzerland ETF (EWL) is 3.55%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 5.03%. This indicates that EWL experiences smaller price fluctuations and is considered to be less risky than TILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.