PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EWS vs. EWT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWS and EWT is 0.62, 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.


-0.50.00.51.00.6

Performance

EWS vs. EWT - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
16.16%
0.33%
EWS
EWT

Key characteristics

Sharpe Ratio

EWS:

2.27

EWT:

1.10

Sortino Ratio

EWS:

3.06

EWT:

1.58

Omega Ratio

EWS:

1.42

EWT:

1.20

Calmar Ratio

EWS:

1.68

EWT:

1.47

Martin Ratio

EWS:

14.79

EWT:

4.62

Ulcer Index

EWS:

2.19%

EWT:

5.10%

Daily Std Dev

EWS:

14.31%

EWT:

21.33%

Max Drawdown

EWS:

-75.20%

EWT:

-64.26%

Current Drawdown

EWS:

-1.58%

EWT:

-6.30%

Returns By Period

In the year-to-date period, EWS achieves a 2.01% return, which is significantly lower than EWT's 2.61% return. Over the past 10 years, EWS has underperformed EWT with an annualized return of 2.72%, while EWT has yielded a comparatively higher 10.45% annualized return.


EWS

YTD

2.01%

1M

2.34%

6M

16.16%

1Y

31.52%

5Y*

2.95%

10Y*

2.72%

EWT

YTD

2.61%

1M

1.70%

6M

0.33%

1Y

20.37%

5Y*

12.74%

10Y*

10.45%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EWS vs. EWT - Expense Ratio Comparison

EWS has a 0.50% expense ratio, which is lower than EWT's 0.59% expense ratio.


EWT
iShares MSCI Taiwan ETF
Expense ratio chart for EWT: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for EWS: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

EWS vs. EWT — 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 7979
Overall Rank
The Sharpe Ratio Rank of EWS is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of EWS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EWS is 8585
Omega Ratio Rank
The Calmar Ratio Rank of EWS is 5656
Calmar Ratio Rank
The Martin Ratio Rank of EWS is 8787
Martin Ratio Rank

EWT
The Risk-Adjusted Performance Rank of EWT is 4444
Overall Rank
The Sharpe Ratio Rank of EWT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of EWT is 4141
Sortino Ratio Rank
The Omega Ratio Rank of EWT is 4040
Omega Ratio Rank
The Calmar Ratio Rank of EWT is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EWT is 4343
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. EWT - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for EWS, currently valued at 2.27, compared to the broader market0.002.004.002.271.10
The chart of Sortino ratio for EWS, currently valued at 3.06, compared to the broader market0.005.0010.0015.003.061.58
The chart of Omega ratio for EWS, currently valued at 1.42, compared to the broader market1.002.003.001.421.20
The chart of Calmar ratio for EWS, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.001.681.47
The chart of Martin ratio for EWS, currently valued at 14.79, compared to the broader market0.0020.0040.0060.0080.00100.0014.794.62
EWS
EWT

The current EWS Sharpe Ratio is 2.27, which is higher than the EWT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of EWS and EWT, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
2.27
1.10
EWS
EWT

Dividends

EWS vs. EWT - Dividend Comparison

EWS's dividend yield for the trailing twelve months is around 4.19%, more than EWT's 3.23% yield.


TTM20242023202220212020201920182017201620152014
EWS
iShares MSCI Singapore ETF
4.19%4.28%6.49%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%3.35%
EWT
iShares MSCI Taiwan ETF
3.23%3.32%12.01%18.82%2.64%1.83%2.49%3.16%2.81%2.39%3.12%1.93%

Drawdowns

EWS vs. EWT - Drawdown Comparison

The maximum EWS drawdown since its inception was -75.20%, which is greater than EWT's maximum drawdown of -64.26%. Use the drawdown chart below to compare losses from any high point for EWS and EWT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.58%
-6.30%
EWS
EWT

Volatility

EWS vs. EWT - Volatility Comparison

The current volatility for iShares MSCI Singapore ETF (EWS) is 5.00%, while iShares MSCI Taiwan ETF (EWT) has a volatility of 6.88%. This indicates that EWS experiences smaller price fluctuations and is considered to be less risky than EWT 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%AugustSeptemberOctoberNovemberDecember2025
5.00%
6.88%
EWS
EWT
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab