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

Correlation

The correlation between EWL and VOOG is 0.63, 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.


-0.50.00.51.00.6

Performance

EWL vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Switzerland ETF (EWL) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
178.67%
774.07%
EWL
VOOG

Key characteristics

Sharpe Ratio

EWL:

0.03

VOOG:

2.24

Sortino Ratio

EWL:

0.12

VOOG:

2.88

Omega Ratio

EWL:

1.01

VOOG:

1.41

Calmar Ratio

EWL:

0.03

VOOG:

3.05

Martin Ratio

EWL:

0.08

VOOG:

12.09

Ulcer Index

EWL:

4.54%

VOOG:

3.24%

Daily Std Dev

EWL:

12.65%

VOOG:

17.50%

Max Drawdown

EWL:

-51.62%

VOOG:

-32.73%

Current Drawdown

EWL:

-13.11%

VOOG:

-2.43%

Returns By Period

In the year-to-date period, EWL achieves a -2.89% return, which is significantly lower than VOOG's 37.61% return. Over the past 10 years, EWL has underperformed VOOG with an annualized return of 5.86%, while VOOG has yielded a comparatively higher 15.20% annualized return.


EWL

YTD

-2.89%

1M

-2.69%

6M

-5.49%

1Y

-1.09%

5Y*

4.67%

10Y*

5.86%

VOOG

YTD

37.61%

1M

3.33%

6M

11.61%

1Y

37.72%

5Y*

17.40%

10Y*

15.20%

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. VOOG - Expense Ratio Comparison

EWL has a 0.50% expense ratio, which is higher than VOOG's 0.10% expense ratio.


EWL
iShares MSCI Switzerland ETF
Expense ratio chart for EWL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

EWL vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Switzerland ETF (EWL) and Vanguard S&P 500 Growth ETF (VOOG). 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 0.03, compared to the broader market0.002.004.000.032.24
The chart of Sortino ratio for EWL, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.0010.000.122.88
The chart of Omega ratio for EWL, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.41
The chart of Calmar ratio for EWL, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.033.05
The chart of Martin ratio for EWL, currently valued at 0.08, compared to the broader market0.0020.0040.0060.0080.00100.000.0812.09
EWL
VOOG

The current EWL Sharpe Ratio is 0.03, which is lower than the VOOG Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of EWL and VOOG, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.03
2.24
EWL
VOOG

Dividends

EWL vs. VOOG - Dividend Comparison

EWL's dividend yield for the trailing twelve months is around 2.22%, more than VOOG's 0.34% yield.


TTM20232022202120202019201820172016201520142013
EWL
iShares MSCI Switzerland ETF
2.22%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%2.49%1.83%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

EWL vs. VOOG - Drawdown Comparison

The maximum EWL drawdown since its inception was -51.62%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for EWL and VOOG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.11%
-2.43%
EWL
VOOG

Volatility

EWL vs. VOOG - Volatility Comparison

The current volatility for iShares MSCI Switzerland ETF (EWL) is 3.79%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.77%. This indicates that EWL experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.79%
4.77%
EWL
VOOG
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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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