EWL vs. VTWNX
Compare and contrast key facts about iShares MSCI Switzerland ETF (EWL) and Vanguard Target Retirement 2020 Fund (VTWNX).
EWL is a passively managed fund by iShares that tracks the performance of the MSCI Switzerland Index. It was launched on Mar 12, 1996. VTWNX is managed by Vanguard. It was launched on Jun 7, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWL or VTWNX.
Key characteristics
| EWL | VTWNX | |
|---|---|---|
| YTD Return | -0.12% | 2.64% |
| 1Y Return | 1.46% | 9.84% |
| 3Y Return (Ann) | 2.76% | 1.21% |
| 5Y Return (Ann) | 8.04% | 5.46% |
| 10Y Return (Ann) | 5.44% | 5.55% |
| Sharpe Ratio | 0.15 | 0.96 |
| Daily Std Dev | 12.65% | 10.50% |
| Max Drawdown | -51.62% | -42.16% |
| Current Drawdown | -5.20% | -2.78% |
Correlation
The correlation between EWL and VTWNX is 0.77, 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.
Performance
EWL vs. VTWNX - Performance Comparison
In the year-to-date period, EWL achieves a -0.12% return, which is significantly lower than VTWNX's 2.64% return. Both investments have delivered pretty close results over the past 10 years, with EWL having a 5.44% annualized return and VTWNX not far ahead at 5.55%. 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. VTWNX - Expense Ratio Comparison
EWL has a 0.50% expense ratio, which is higher than VTWNX's 0.08% expense ratio.
Risk-Adjusted Performance
EWL vs. VTWNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Switzerland ETF (EWL) and Vanguard Target Retirement 2020 Fund (VTWNX). 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. VTWNX - Dividend Comparison
EWL's dividend yield for the trailing twelve months is around 2.12%, less than VTWNX's 6.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWL iShares MSCI Switzerland ETF | 2.12% | 2.12% | 2.04% | 1.73% | 1.45% | 1.85% | 2.56% | 2.05% | 2.75% | 2.58% | 2.49% | 1.83% |
VTWNX Vanguard Target Retirement 2020 Fund | 6.04% | 6.20% | 4.99% | 19.57% | 6.28% | 3.54% | 4.94% | 2.74% | 2.74% | 4.15% | 2.04% | 1.83% |
Drawdowns
EWL vs. VTWNX - Drawdown Comparison
The maximum EWL drawdown since its inception was -51.62%, which is greater than VTWNX's maximum drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for EWL and VTWNX. For additional features, visit the drawdowns tool.
Volatility
EWL vs. VTWNX - Volatility Comparison
iShares MSCI Switzerland ETF (EWL) has a higher volatility of 3.72% compared to Vanguard Target Retirement 2020 Fund (VTWNX) at 1.66%. This indicates that EWL's price experiences larger fluctuations and is considered to be riskier than VTWNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.