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EWS vs. EWH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWS vs. EWH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Singapore ETF (EWS) and iShares MSCI Hong Kong ETF (EWH). The values are adjusted to include any dividend payments, if applicable.

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EWS vs. EWH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWS
iShares MSCI Singapore ETF
2.58%31.35%22.10%6.15%-9.80%5.47%-8.47%14.54%-11.34%34.78%
EWH
iShares MSCI Hong Kong ETF
8.66%34.50%0.00%-13.87%-6.81%-3.49%4.17%10.74%-8.76%36.46%

Returns By Period

In the year-to-date period, EWS achieves a 2.58% return, which is significantly lower than EWH's 8.66% return. Over the past 10 years, EWS has outperformed EWH with an annualized return of 7.11%, while EWH has yielded a comparatively lower 5.22% annualized return.


EWS

1D
2.06%
1M
-1.91%
YTD
2.58%
6M
2.03%
1Y
23.91%
3Y*
18.28%
5Y*
8.56%
10Y*
7.11%

EWH

1D
3.17%
1M
-4.63%
YTD
8.66%
6M
10.59%
1Y
39.05%
3Y*
8.77%
5Y*
0.83%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWS vs. EWH - Expense Ratio Comparison

EWS has a 0.50% expense ratio, which is higher than EWH's 0.49% expense ratio.


Return for Risk

EWS vs. EWH — Risk / Return Rank

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

EWS
EWS Risk / Return Rank: 6969
Overall Rank
EWS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EWS Sortino Ratio Rank: 7373
Sortino Ratio Rank
EWS Omega Ratio Rank: 7474
Omega Ratio Rank
EWS Calmar Ratio Rank: 6262
Calmar Ratio Rank
EWS Martin Ratio Rank: 6868
Martin Ratio Rank

EWH
EWH Risk / Return Rank: 9090
Overall Rank
EWH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EWH Sortino Ratio Rank: 9292
Sortino Ratio Rank
EWH Omega Ratio Rank: 9191
Omega Ratio Rank
EWH Calmar Ratio Rank: 8787
Calmar Ratio Rank
EWH Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EWS vs. EWH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Singapore ETF (EWS) and iShares MSCI Hong Kong ETF (EWH). 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.


EWSEWHDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.09

-0.89

Sortino ratio

Return per unit of downside risk

1.79

2.66

-0.87

Omega ratio

Gain probability vs. loss probability

1.26

1.38

-0.12

Calmar ratio

Return relative to maximum drawdown

1.50

2.66

-1.16

Martin ratio

Return relative to average drawdown

6.44

11.06

-4.63

EWS vs. EWH - Sharpe Ratio Comparison

The current EWS Sharpe Ratio is 1.20, which is lower than the EWH Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of EWS and EWH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EWSEWHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.09

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.04

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.27

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.18

-0.04

Correlation

The correlation between EWS and EWH is 0.60, 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

EWS vs. EWH - Dividend Comparison

EWS's dividend yield for the trailing twelve months is around 3.99%, less than EWH's 4.78% yield.


TTM20252024202320222021202020192018201720162015
EWS
iShares MSCI Singapore ETF
3.99%4.10%4.28%6.50%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%
EWH
iShares MSCI Hong Kong ETF
4.78%5.20%4.17%4.28%2.91%2.78%2.56%2.71%2.93%4.35%3.08%2.63%

Drawdowns

EWS vs. EWH - Drawdown Comparison

The maximum EWS drawdown since its inception was -75.00%, which is greater than EWH's maximum drawdown of -66.44%. Use the drawdown chart below to compare losses from any high point for EWS and EWH.


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Drawdown Indicators


EWSEWHDifference

Max Drawdown

Largest peak-to-trough decline

-75.00%

-66.44%

-8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-15.61%

-14.56%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-29.06%

-42.71%

+13.65%

Max Drawdown (10Y)

Largest decline over 10 years

-40.84%

-42.71%

+1.87%

Current Drawdown

Current decline from peak

-4.11%

-4.63%

+0.52%

Average Drawdown

Average peak-to-trough decline

-22.00%

-19.58%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.49%

+0.14%

Volatility

EWS vs. EWH - Volatility Comparison

iShares MSCI Singapore ETF (EWS) has a higher volatility of 6.71% compared to iShares MSCI Hong Kong ETF (EWH) at 6.30%. This indicates that EWS's price experiences larger fluctuations and is considered to be riskier than EWH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWSEWHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

6.30%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

12.53%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

20.03%

18.77%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

19.97%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

19.55%

-1.51%