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

Correlation

The correlation between EWT and FLTW 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.


Performance

EWT vs. FLTW - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EWT:

0.20

FLTW:

0.36

Sortino Ratio

EWT:

0.67

FLTW:

0.88

Omega Ratio

EWT:

1.08

FLTW:

1.11

Calmar Ratio

EWT:

0.34

FLTW:

0.51

Martin Ratio

EWT:

1.05

FLTW:

1.65

Ulcer Index

EWT:

8.91%

FLTW:

8.22%

Daily Std Dev

EWT:

27.89%

FLTW:

27.72%

Max Drawdown

EWT:

-64.26%

FLTW:

-38.00%

Current Drawdown

EWT:

-4.75%

FLTW:

-2.21%

Returns By Period

The year-to-date returns for both investments are quite close, with EWT having a 4.31% return and FLTW slightly higher at 4.42%.


EWT

YTD

4.31%

1M

17.24%

6M

1.16%

1Y

5.60%

5Y*

15.66%

10Y*

10.22%

FLTW

YTD

4.42%

1M

17.45%

6M

4.20%

1Y

9.82%

5Y*

16.99%

10Y*

N/A

*Annualized

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EWT vs. FLTW - Expense Ratio Comparison

EWT has a 0.59% expense ratio, which is higher than FLTW's 0.19% expense ratio.


Risk-Adjusted Performance

EWT vs. FLTW — 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 3737
Overall Rank
The Sharpe Ratio Rank of EWT is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of EWT is 4141
Sortino Ratio Rank
The Omega Ratio Rank of EWT is 3838
Omega Ratio Rank
The Calmar Ratio Rank of EWT is 4242
Calmar Ratio Rank
The Martin Ratio Rank of EWT is 3737
Martin Ratio Rank

FLTW
The Risk-Adjusted Performance Rank of FLTW is 5050
Overall Rank
The Sharpe Ratio Rank of FLTW is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FLTW is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FLTW is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FLTW is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FLTW is 5050
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. FLTW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan ETF (EWT) and Franklin FTSE Taiwan ETF (FLTW). 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 current EWT Sharpe Ratio is 0.20, which is lower than the FLTW Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of EWT and FLTW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EWT vs. FLTW - Dividend Comparison

EWT's dividend yield for the trailing twelve months is around 3.18%, more than FLTW's 1.81% yield.


TTM20242023202220212020201920182017201620152014
EWT
iShares MSCI Taiwan ETF
3.18%3.32%12.01%18.82%2.64%1.83%2.49%3.16%2.81%2.39%3.12%1.93%
FLTW
Franklin FTSE Taiwan ETF
1.81%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%0.00%

Drawdowns

EWT vs. FLTW - Drawdown Comparison

The maximum EWT drawdown since its inception was -64.26%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for EWT and FLTW. For additional features, visit the drawdowns tool.


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Volatility

EWT vs. FLTW - Volatility Comparison

iShares MSCI Taiwan ETF (EWT) and Franklin FTSE Taiwan ETF (FLTW) have volatilities of 9.14% and 8.94%, 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.


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