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EWL vs. TSWE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EWL vs. TSWE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Switzerland ETF (EWL) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE).

EWL and TSWE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWL is a passively managed fund by iShares that tracks the performance of the MSCI Switzerland Index. It was launched on Mar 12, 1996. TSWE.DE is a passively managed fund by VanEck that tracks the performance of the Solactive Sustainable World Equity. It was launched on May 3, 2013. Both EWL and TSWE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EWL vs. TSWE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Switzerland ETF (EWL) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE). The values are adjusted to include any dividend payments, if applicable.

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EWL vs. TSWE.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
EWL
iShares MSCI Switzerland ETF		-0.77%32.92%-2.80%17.67%-18.89%20.20%11.80%31.58%-2.11%
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A		-0.48%28.55%9.76%19.95%-17.85%19.08%15.29%25.72%-4.01%
Different Trading Currencies

EWL is traded in USD, while TSWE.DE is traded in EUR. To make them comparable, the TSWE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EWL achieves a -0.77% return, which is significantly lower than TSWE.DE's -0.48% return.

EWL

1D
1.17%
1M
-6.43%
YTD
-0.77%
6M
6.36%
1Y
17.12%
3Y*
11.75%
5Y*
7.89%
10Y*
9.51%

TSWE.DE

1D
3.20%
1M
-4.24%
YTD
-0.48%
6M
5.28%
1Y
22.47%
3Y*
16.44%
5Y*
9.26%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares MSCI Switzerland ETF

VanEck Sustainable World Equal Weight UCITS ETF A

Often compared with EWL:
EWL vs. FLSWEWL vs. EWQEWL vs. FSZEWL vs. EWOEWL vs. VTWNXEWL vs. IDAP.LEWL vs. TILGX
Often compared with TSWE.DE:
TSWE.DE vs. JGPI.DETSWE.DE vs. LCUW.DETSWE.DE vs. IWDA.LTSWE.DE vs. SNAW.DETSWE.DE vs. SP2Q.DETSWE.DE vs. VOOTSWE.DE vs. VT

EWL vs. TSWE.DE - Expense Ratio Comparison

EWL has a 0.50% expense ratio, which is higher than TSWE.DE's 0.20% expense ratio.

EWL
iShares MSCI Switzerland ETF
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A

Return for Risk

EWL vs. TSWE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EWL
EWL Risk / Return Rank: 5151
Overall Rank
EWL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EWL Sortino Ratio Rank: 5454
Sortino Ratio Rank
EWL Omega Ratio Rank: 5050
Omega Ratio Rank
EWL Calmar Ratio Rank: 4646
Calmar Ratio Rank
EWL Martin Ratio Rank: 4949
Martin Ratio Rank
TSWE.DE
TSWE.DE Risk / Return Rank: 4949
Overall Rank
TSWE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TSWE.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
TSWE.DE Omega Ratio Rank: 4343
Omega Ratio Rank
TSWE.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
TSWE.DE Martin Ratio Rank: 6060
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. TSWE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Switzerland ETF (EWL) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE). 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.

EWLTSWE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.28

-0.26

Sortino ratio

Return per unit of downside risk

1.48

1.79

-0.31

Omega ratio

Gain probability vs. loss probability

1.20

1.26

-0.06

Calmar ratio

Return relative to maximum drawdown

1.27

2.17

-0.90

Martin ratio

Return relative to average drawdown

4.85

8.27

-3.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EWL vs. TSWE.DE - Sharpe Ratio Comparison

The current EWL Sharpe Ratio is 1.02, which is comparable to the TSWE.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of EWL and TSWE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

EWLTSWE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.28

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.59

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.69

-0.34

Correlation

The correlation between EWL and TSWE.DE is 0.60, 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.

Dividends

EWL vs. TSWE.DE - Dividend Comparison

EWL's dividend yield for the trailing twelve months is around 1.72%, less than TSWE.DE's 1.93% yield.

TTM20252024202320222021202020192018201720162015
EWL
iShares MSCI Switzerland ETF		1.72%1.71%2.21%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A		1.93%1.94%2.19%2.22%2.37%1.63%1.87%2.32%0.00%0.00%0.00%0.00%

Drawdowns

EWL vs. TSWE.DE - Drawdown Comparison

The maximum EWL drawdown since its inception was -51.62%, which is greater than TSWE.DE's maximum drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for EWL and TSWE.DE.

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Drawdown Indicators

EWLTSWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.62%

-33.61%

-18.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-13.13%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-19.69%

-9.30%

Max Drawdown (10Y)

Largest decline over 10 years

-28.99%

—

—

Current Drawdown

Current decline from peak

-8.57%

-4.70%

-3.87%

Average Drawdown

Average peak-to-trough decline

-11.12%

-4.78%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.26%

+1.26%

Volatility

EWL vs. TSWE.DE - Volatility Comparison

iShares MSCI Switzerland ETF (EWL) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) have volatilities of 6.55% and 6.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EWLTSWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

6.52%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

10.78%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

17.51%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

15.65%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

17.39%

-1.03%