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

Correlation

The correlation between EWT and EWS 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

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.

180.00%200.00%220.00%240.00%260.00%280.00%300.00%AugustSeptemberOctoberNovemberDecember2025
200.00%
282.54%
EWT
EWS

Key characteristics

Sharpe Ratio

EWT:

1.09

EWS:

2.19

Sortino Ratio

EWT:

1.56

EWS:

2.96

Omega Ratio

EWT:

1.20

EWS:

1.41

Calmar Ratio

EWT:

1.46

EWS:

1.62

Martin Ratio

EWT:

4.58

EWS:

14.27

Ulcer Index

EWT:

5.08%

EWS:

2.19%

Daily Std Dev

EWT:

21.40%

EWS:

14.26%

Max Drawdown

EWT:

-64.26%

EWS:

-75.20%

Current Drawdown

EWT:

-8.20%

EWS:

-2.77%

Returns By Period

In the year-to-date period, EWT achieves a 0.52% return, which is significantly lower than EWS's 0.78% return. Over the past 10 years, EWT has outperformed EWS with an annualized return of 10.45%, while EWS has yielded a comparatively lower 2.69% annualized return.


EWT

YTD

0.52%

1M

0.35%

6M

-1.74%

1Y

18.16%

5Y*

11.82%

10Y*

10.45%

EWS

YTD

0.78%

1M

1.19%

6M

15.05%

1Y

29.64%

5Y*

2.27%

10Y*

2.69%

*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.


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

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 4343
Overall Rank
The Sharpe Ratio Rank of EWT is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of EWT is 3939
Sortino Ratio Rank
The Omega Ratio Rank of EWT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of EWT is 5151
Calmar Ratio Rank
The Martin Ratio Rank of EWT is 4343
Martin Ratio Rank

EWS
The Risk-Adjusted Performance Rank of EWS is 7777
Overall Rank
The Sharpe Ratio Rank of EWS is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EWS is 8080
Sortino Ratio Rank
The Omega Ratio Rank of EWS is 8282
Omega Ratio Rank
The Calmar Ratio Rank of EWS is 5454
Calmar Ratio Rank
The Martin Ratio Rank of EWS is 8585
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.


Sharpe ratio
The chart of Sharpe ratio for EWT, currently valued at 1.09, compared to the broader market0.002.004.001.092.19
The chart of Sortino ratio for EWT, currently valued at 1.56, compared to the broader market0.005.0010.001.562.96
The chart of Omega ratio for EWT, currently valued at 1.20, compared to the broader market1.002.003.001.201.41
The chart of Calmar ratio for EWT, currently valued at 1.46, compared to the broader market0.005.0010.0015.0020.001.461.62
The chart of Martin ratio for EWT, currently valued at 4.58, compared to the broader market0.0020.0040.0060.0080.00100.004.5814.27
EWT
EWS

The current EWT Sharpe Ratio is 1.09, which is lower than the EWS Sharpe Ratio of 2.19. 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.09
2.19
EWT
EWS

Dividends

EWT vs. EWS - Dividend Comparison

EWT's dividend yield for the trailing twelve months is around 0.37%, less than EWS's 4.25% yield.


TTM20242023202220212020201920182017201620152014
EWT
iShares MSCI Taiwan ETF
0.37%0.37%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
4.25%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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.20%
-2.77%
EWT
EWS

Volatility

EWT vs. EWS - Volatility Comparison

iShares MSCI Taiwan ETF (EWT) has a higher volatility of 7.27% compared to iShares MSCI Singapore ETF (EWS) at 4.85%. This indicates that EWT's price experiences larger fluctuations and is considered to be riskier than EWS 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
7.27%
4.85%
EWT
EWS
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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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