EWM vs. DGRO
Compare and contrast key facts about iShares MSCI Malaysia ETF (EWM) and iShares Core Dividend Growth ETF (DGRO).
EWM and DGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWM is a passively managed fund by iShares that tracks the performance of the MSCI Malaysia Index. It was launched on Mar 12, 1996. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014. Both EWM and DGRO 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
EWM vs. DGRO - Performance Comparison
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EWM vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWM iShares MSCI Malaysia ETF | 3.84% | 15.74% | 19.46% | -3.61% | -6.00% | -7.40% | 3.12% | -1.41% | -6.28% | 24.25% |
DGRO iShares Core Dividend Growth ETF | 1.57% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
Returns By Period
In the year-to-date period, EWM achieves a 3.84% return, which is significantly higher than DGRO's 1.57% return. Over the past 10 years, EWM has underperformed DGRO with an annualized return of 1.76%, while DGRO has yielded a comparatively higher 12.81% annualized return.
EWM
- 1D
- 1.68%
- 1M
- -2.77%
- YTD
- 3.84%
- 6M
- 11.36%
- 1Y
- 27.73%
- 3Y*
- 12.55%
- 5Y*
- 4.95%
- 10Y*
- 1.76%
DGRO
- 1D
- 1.74%
- 1M
- -4.56%
- YTD
- 1.57%
- 6M
- 4.23%
- 1Y
- 16.09%
- 3Y*
- 14.59%
- 5Y*
- 10.13%
- 10Y*
- 12.81%
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EWM vs. DGRO - Expense Ratio Comparison
EWM has a 0.49% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Return for Risk
EWM vs. DGRO — Risk / Return Rank
EWM
DGRO
EWM vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Malaysia ETF (EWM) and iShares Core Dividend Growth ETF (DGRO). 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.
| EWM | DGRO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.12 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.41 | 1.63 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 1.58 | +1.52 |
Martin ratioReturn relative to average drawdown | 11.53 | 7.35 | +4.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EWM | DGRO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.12 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.74 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.77 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.73 | -0.66 |
Correlation
The correlation between EWM and DGRO is 0.48, 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
EWM vs. DGRO - Dividend Comparison
EWM's dividend yield for the trailing twelve months is around 3.29%, more than DGRO's 2.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWM iShares MSCI Malaysia ETF | 3.29% | 3.41% | 3.32% | 3.47% | 3.00% | 6.48% | 1.89% | 2.91% | 3.84% | 5.58% | 5.97% | 37.54% |
DGRO iShares Core Dividend Growth ETF | 2.10% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
Drawdowns
EWM vs. DGRO - Drawdown Comparison
The maximum EWM drawdown since its inception was -89.19%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for EWM and DGRO.
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Drawdown Indicators
| EWM | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.19% | -35.10% | -54.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -10.92% | +1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -23.84% | -19.31% | -4.53% |
Max Drawdown (10Y)Largest decline over 10 years | -43.81% | -35.10% | -8.71% |
Current DrawdownCurrent decline from peak | -8.24% | -4.73% | -3.51% |
Average DrawdownAverage peak-to-trough decline | -31.98% | -3.48% | -28.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.35% | +0.09% |
Volatility
EWM vs. DGRO - Volatility Comparison
iShares MSCI Malaysia ETF (EWM) has a higher volatility of 5.96% compared to iShares Core Dividend Growth ETF (DGRO) at 3.66%. This indicates that EWM's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWM | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 3.66% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 7.22% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 14.50% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 13.84% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 16.63% | -0.27% |