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

Correlation

The correlation between EWS and SMIN 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.


-0.50.00.51.0
Correlation: 0.6

Performance

EWS vs. SMIN - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
59.55%
239.93%
EWS
SMIN

Key characteristics

Sharpe Ratio

EWS:

1.77

SMIN:

0.16

Sortino Ratio

EWS:

2.47

SMIN:

0.34

Omega Ratio

EWS:

1.40

SMIN:

1.05

Calmar Ratio

EWS:

2.17

SMIN:

0.14

Martin Ratio

EWS:

11.92

SMIN:

0.34

Ulcer Index

EWS:

2.97%

SMIN:

9.81%

Daily Std Dev

EWS:

20.01%

SMIN:

21.16%

Max Drawdown

EWS:

-75.20%

SMIN:

-60.50%

Current Drawdown

EWS:

-0.58%

SMIN:

-12.22%

Returns By Period

In the year-to-date period, EWS achieves a 9.98% return, which is significantly higher than SMIN's -6.33% return. Over the past 10 years, EWS has underperformed SMIN with an annualized return of 2.95%, while SMIN has yielded a comparatively higher 10.01% annualized return.


EWS

YTD

9.98%

1M

-0.04%

6M

12.65%

1Y

33.00%

5Y*

11.20%

10Y*

2.95%

SMIN

YTD

-6.33%

1M

3.66%

6M

-6.15%

1Y

2.13%

5Y*

26.21%

10Y*

10.01%

*Annualized

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EWS vs. SMIN - Expense Ratio Comparison

EWS has a 0.50% expense ratio, which is lower than SMIN's 0.76% expense ratio.


Expense ratio chart for SMIN: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMIN: 0.76%
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. SMIN — 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 9494
Overall Rank
The Sharpe Ratio Rank of EWS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of EWS is 9393
Sortino Ratio Rank
The Omega Ratio Rank of EWS is 9494
Omega Ratio Rank
The Calmar Ratio Rank of EWS is 9494
Calmar Ratio Rank
The Martin Ratio Rank of EWS is 9595
Martin Ratio Rank

SMIN
The Risk-Adjusted Performance Rank of SMIN is 3434
Overall Rank
The Sharpe Ratio Rank of SMIN is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SMIN is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SMIN is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SMIN is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SMIN is 3131
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. SMIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Singapore ETF (EWS) and iShares MSCI India Small-Cap ETF (SMIN). 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 1.77, compared to the broader market-1.000.001.002.003.004.00
EWS: 1.77
SMIN: 0.16
The chart of Sortino ratio for EWS, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.00
EWS: 2.47
SMIN: 0.34
The chart of Omega ratio for EWS, currently valued at 1.40, compared to the broader market0.501.001.502.00
EWS: 1.40
SMIN: 1.05
The chart of Calmar ratio for EWS, currently valued at 2.17, compared to the broader market0.002.004.006.008.0010.0012.00
EWS: 2.17
SMIN: 0.14
The chart of Martin ratio for EWS, currently valued at 11.92, compared to the broader market0.0020.0040.0060.00
EWS: 11.92
SMIN: 0.34

The current EWS Sharpe Ratio is 1.77, which is higher than the SMIN Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of EWS and SMIN, 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
1.77
0.16
EWS
SMIN

Dividends

EWS vs. SMIN - Dividend Comparison

EWS's dividend yield for the trailing twelve months is around 3.89%, less than SMIN's 7.31% yield.


TTM20242023202220212020201920182017201620152014
EWS
iShares MSCI Singapore ETF
3.89%4.28%6.49%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%3.35%
SMIN
iShares MSCI India Small-Cap ETF
7.31%6.84%0.41%0.01%1.27%1.07%1.74%1.68%0.89%2.30%0.93%0.34%

Drawdowns

EWS vs. SMIN - Drawdown Comparison

The maximum EWS drawdown since its inception was -75.20%, which is greater than SMIN's maximum drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for EWS and SMIN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.58%
-12.22%
EWS
SMIN

Volatility

EWS vs. SMIN - Volatility Comparison

iShares MSCI Singapore ETF (EWS) has a higher volatility of 14.82% compared to iShares MSCI India Small-Cap ETF (SMIN) at 8.94%. This indicates that EWS's price experiences larger fluctuations and is considered to be riskier than SMIN 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%
8.94%
EWS
SMIN