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EWS vs. ASEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWS and ASEA is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

EWS vs. ASEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Singapore ETF (EWS) and Global X FTSE Southeast Asia ETF (ASEA). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
59.38%
57.00%
EWS
ASEA

Key characteristics

Sharpe Ratio

EWS:

1.63

ASEA:

0.52

Sortino Ratio

EWS:

2.31

ASEA:

0.85

Omega Ratio

EWS:

1.37

ASEA:

1.11

Calmar Ratio

EWS:

2.00

ASEA:

0.43

Martin Ratio

EWS:

10.97

ASEA:

1.28

Ulcer Index

EWS:

2.97%

ASEA:

7.50%

Daily Std Dev

EWS:

20.00%

ASEA:

18.62%

Max Drawdown

EWS:

-75.20%

ASEA:

-44.14%

Current Drawdown

EWS:

-0.70%

ASEA:

-10.85%

Returns By Period

In the year-to-date period, EWS achieves a 9.84% return, which is significantly higher than ASEA's -0.98% return. Over the past 10 years, EWS has outperformed ASEA with an annualized return of 2.86%, while ASEA has yielded a comparatively lower 2.68% annualized return.


EWS

YTD

9.84%

1M

0.17%

6M

13.28%

1Y

32.28%

5Y*

11.16%

10Y*

2.86%

ASEA

YTD

-0.98%

1M

0.00%

6M

-5.49%

1Y

10.39%

5Y*

10.53%

10Y*

2.68%

*Annualized

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EWS vs. ASEA - Expense Ratio Comparison

EWS has a 0.50% expense ratio, which is lower than ASEA's 0.65% expense ratio.


Expense ratio chart for ASEA: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ASEA: 0.65%
Expense ratio chart for EWS: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWS: 0.50%

Risk-Adjusted Performance

EWS vs. ASEA — Risk-Adjusted Performance Rank

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

EWS
The Risk-Adjusted Performance Rank of EWS is 9292
Overall Rank
The Sharpe Ratio Rank of EWS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of EWS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of EWS is 9393
Omega Ratio Rank
The Calmar Ratio Rank of EWS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of EWS is 9494
Martin Ratio Rank

ASEA
The Risk-Adjusted Performance Rank of ASEA is 5555
Overall Rank
The Sharpe Ratio Rank of ASEA is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ASEA is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ASEA is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ASEA is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ASEA is 4646
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.

EWS vs. ASEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Singapore ETF (EWS) and Global X FTSE Southeast Asia ETF (ASEA). 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.


The chart of Sharpe ratio for EWS, currently valued at 1.63, compared to the broader market-1.000.001.002.003.004.00
EWS: 1.63
ASEA: 0.52
The chart of Sortino ratio for EWS, currently valued at 2.31, compared to the broader market-2.000.002.004.006.008.00
EWS: 2.31
ASEA: 0.85
The chart of Omega ratio for EWS, currently valued at 1.37, compared to the broader market0.501.001.502.002.50
EWS: 1.37
ASEA: 1.11
The chart of Calmar ratio for EWS, currently valued at 2.00, compared to the broader market0.002.004.006.008.0010.0012.00
EWS: 2.00
ASEA: 0.43
The chart of Martin ratio for EWS, currently valued at 10.97, compared to the broader market0.0020.0040.0060.00
EWS: 10.97
ASEA: 1.28

The current EWS Sharpe Ratio is 1.63, which is higher than the ASEA Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of EWS and ASEA, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.63
0.52
EWS
ASEA

Dividends

EWS vs. ASEA - Dividend Comparison

EWS's dividend yield for the trailing twelve months is around 3.90%, more than ASEA's 3.64% yield.


TTM20242023202220212020201920182017201620152014
EWS
iShares MSCI Singapore ETF
3.90%4.28%6.49%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%3.35%
ASEA
Global X FTSE Southeast Asia ETF
3.64%3.61%3.76%2.23%4.18%2.27%2.51%3.08%1.59%2.78%3.64%2.65%

Drawdowns

EWS vs. ASEA - Drawdown Comparison

The maximum EWS drawdown since its inception was -75.20%, which is greater than ASEA's maximum drawdown of -44.14%. Use the drawdown chart below to compare losses from any high point for EWS and ASEA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.70%
-10.85%
EWS
ASEA

Volatility

EWS vs. ASEA - Volatility Comparison

iShares MSCI Singapore ETF (EWS) has a higher volatility of 14.82% compared to Global X FTSE Southeast Asia ETF (ASEA) at 11.81%. This indicates that EWS's price experiences larger fluctuations and is considered to be riskier than ASEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.82%
11.81%
EWS
ASEA