PortfoliosLab logo
EWT vs. EWS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWT and EWS is 0.61, 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

EWT vs. EWS - Performance Comparison

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

150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
167.19%
316.93%
EWT
EWS

Key characteristics

Sharpe Ratio

EWT:

0.02

EWS:

1.63

Sortino Ratio

EWT:

0.21

EWS:

2.31

Omega Ratio

EWT:

1.03

EWS:

1.37

Calmar Ratio

EWT:

0.02

EWS:

2.00

Martin Ratio

EWT:

0.05

EWS:

10.97

Ulcer Index

EWT:

8.52%

EWS:

2.97%

Daily Std Dev

EWT:

26.83%

EWS:

20.00%

Max Drawdown

EWT:

-64.26%

EWS:

-75.20%

Current Drawdown

EWT:

-18.24%

EWS:

-0.70%

Returns By Period

In the year-to-date period, EWT achieves a -10.47% return, which is significantly lower than EWS's 9.84% return. Over the past 10 years, EWT has outperformed EWS with an annualized return of 8.20%, while EWS has yielded a comparatively lower 2.86% annualized return.


EWT

YTD

-10.47%

1M

-6.40%

6M

-17.40%

1Y

-0.08%

5Y*

12.84%

10Y*

8.20%

EWS

YTD

9.84%

1M

0.17%

6M

13.28%

1Y

32.28%

5Y*

11.16%

10Y*

2.86%

*Annualized

Compare stocks, funds, or ETFs

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


EWT vs. EWS - Expense Ratio Comparison

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


Expense ratio chart for EWT: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWT: 0.59%
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

EWT vs. EWS — Risk-Adjusted Performance Rank

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

EWT
The Risk-Adjusted Performance Rank of EWT is 2121
Overall Rank
The Sharpe Ratio Rank of EWT is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of EWT is 2222
Sortino Ratio Rank
The Omega Ratio Rank of EWT is 2121
Omega Ratio Rank
The Calmar Ratio Rank of EWT is 2020
Calmar Ratio Rank
The Martin Ratio Rank of EWT is 2020
Martin Ratio Rank

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
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.

EWT vs. EWS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan ETF (EWT) and iShares MSCI Singapore ETF (EWS). 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 EWT, currently valued at 0.02, compared to the broader market-1.000.001.002.003.004.00
EWT: 0.02
EWS: 1.63
The chart of Sortino ratio for EWT, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.00
EWT: 0.21
EWS: 2.31
The chart of Omega ratio for EWT, currently valued at 1.03, compared to the broader market0.501.001.502.00
EWT: 1.03
EWS: 1.37
The chart of Calmar ratio for EWT, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.00
EWT: 0.02
EWS: 2.00
The chart of Martin ratio for EWT, currently valued at 0.05, compared to the broader market0.0020.0040.0060.00
EWT: 0.05
EWS: 10.97

The current EWT Sharpe Ratio is 0.02, which is lower than the EWS Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of EWT and EWS, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.02
1.63
EWT
EWS

Dividends

EWT vs. EWS - Dividend Comparison

EWT's dividend yield for the trailing twelve months is around 3.71%, less than EWS's 3.90% yield.


TTM20242023202220212020201920182017201620152014
EWT
iShares MSCI Taiwan ETF
3.71%3.32%12.01%18.82%2.64%1.83%2.49%3.16%2.81%2.39%3.12%1.93%
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%

Drawdowns

EWT vs. EWS - Drawdown Comparison

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.24%
-0.70%
EWT
EWS

Volatility

EWT vs. EWS - Volatility Comparison

iShares MSCI Taiwan ETF (EWT) and iShares MSCI Singapore ETF (EWS) have volatilities of 15.21% and 14.82%, 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%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.21%
14.82%
EWT
EWS