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

Correlation

The correlation between EWS and VOO is 0.64, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Singapore ETF (EWS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
55.70%
602.93%
EWS
VOO

Key characteristics

Sharpe Ratio

EWS:

2.05

VOO:

2.25

Sortino Ratio

EWS:

2.83

VOO:

2.98

Omega Ratio

EWS:

1.38

VOO:

1.42

Calmar Ratio

EWS:

1.55

VOO:

3.31

Martin Ratio

EWS:

11.10

VOO:

14.77

Ulcer Index

EWS:

2.69%

VOO:

1.90%

Daily Std Dev

EWS:

14.53%

VOO:

12.46%

Max Drawdown

EWS:

-75.20%

VOO:

-33.99%

Current Drawdown

EWS:

-3.83%

VOO:

-2.47%

Returns By Period

In the year-to-date period, EWS achieves a 21.71% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, EWS has underperformed VOO with an annualized return of 2.46%, while VOO has yielded a comparatively higher 13.08% annualized return.


EWS

YTD

21.71%

1M

-2.06%

6M

17.50%

1Y

27.15%

5Y*

2.52%

10Y*

2.46%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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. VOO - Expense Ratio Comparison

EWS has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.


EWS
iShares MSCI Singapore ETF
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%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

EWS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Singapore ETF (EWS) and Vanguard S&P 500 ETF (VOO). 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 2.05, compared to the broader market0.002.004.002.052.25
The chart of Sortino ratio for EWS, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.002.832.98
The chart of Omega ratio for EWS, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.42
The chart of Calmar ratio for EWS, currently valued at 1.55, compared to the broader market0.005.0010.0015.001.553.31
The chart of Martin ratio for EWS, currently valued at 11.10, compared to the broader market0.0020.0040.0060.0080.00100.0011.1014.77
EWS
VOO

The current EWS Sharpe Ratio is 2.05, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of EWS and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.05
2.25
EWS
VOO

Dividends

EWS vs. VOO - Dividend Comparison

EWS's dividend yield for the trailing twelve months is around 4.29%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
EWS
iShares MSCI Singapore ETF
4.29%6.49%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%3.35%3.77%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EWS vs. VOO - Drawdown Comparison

The maximum EWS drawdown since its inception was -75.20%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EWS and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.83%
-2.47%
EWS
VOO

Volatility

EWS vs. VOO - Volatility Comparison

iShares MSCI Singapore ETF (EWS) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.89% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.89%
3.75%
EWS
VOO
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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.

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