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EWO vs. EWA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWO and EWA is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

EWO vs. EWA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Austria ETF (EWO) and iShares MSCI-Australia ETF (EWA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EWO:

8.20%

EWA:

9.38%

Max Drawdown

EWO:

-0.04%

EWA:

-0.88%

Current Drawdown

EWO:

0.00%

EWA:

-0.16%

Returns By Period


EWO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EWA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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EWO vs. EWA - Expense Ratio Comparison

EWO has a 0.49% expense ratio, which is lower than EWA's 0.50% expense ratio.


Risk-Adjusted Performance

EWO vs. EWA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EWO
The Risk-Adjusted Performance Rank of EWO is 9090
Overall Rank
The Sharpe Ratio Rank of EWO is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of EWO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of EWO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of EWO is 9393
Calmar Ratio Rank
The Martin Ratio Rank of EWO is 8888
Martin Ratio Rank

EWA
The Risk-Adjusted Performance Rank of EWA is 3838
Overall Rank
The Sharpe Ratio Rank of EWA is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of EWA is 3838
Sortino Ratio Rank
The Omega Ratio Rank of EWA is 3737
Omega Ratio Rank
The Calmar Ratio Rank of EWA is 4040
Calmar Ratio Rank
The Martin Ratio Rank of EWA is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EWO vs. EWA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Austria ETF (EWO) and iShares MSCI-Australia ETF (EWA). 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.



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Dividends

EWO vs. EWA - Dividend Comparison

EWO's dividend yield for the trailing twelve months is around 5.57%, more than EWA's 3.54% yield.


TTM20242023202220212020201920182017201620152014
EWO
iShares MSCI Austria ETF
5.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWA
iShares MSCI-Australia ETF
3.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EWO vs. EWA - Drawdown Comparison

The maximum EWO drawdown since its inception was -0.04%, smaller than the maximum EWA drawdown of -0.88%. Use the drawdown chart below to compare losses from any high point for EWO and EWA. For additional features, visit the drawdowns tool.


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Volatility

EWO vs. EWA - Volatility Comparison


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