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EWT vs. LEER.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWT vs. LEER.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Taiwan ETF (EWT) and Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EWT is traded in USD, while LEER.DE is traded in EUR. To make them comparable, the LEER.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EWT achieves a 61.53% return, which is significantly higher than LEER.DE's 18.09% return. Over the past 10 years, EWT has outperformed LEER.DE with an annualized return of 19.56%, while LEER.DE has yielded a comparatively lower 12.04% annualized return.


EWT

1D
0.17%
1M
8.18%
YTD
61.53%
6M
67.45%
1Y
89.17%
3Y*
34.98%
5Y*
17.48%
10Y*
19.56%

LEER.DE

1D
3.06%
1M
3.72%
YTD
18.09%
6M
22.55%
1Y
46.01%
3Y*
34.68%
5Y*
16.12%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWT vs. LEER.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWT
iShares MSCI Taiwan ETF
61.53%28.38%16.11%23.97%-28.90%26.18%31.50%33.36%-9.90%26.81%
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
18.09%73.79%-1.82%46.19%-25.52%10.91%-10.44%-0.84%-12.68%49.06%

Correlation

The correlation between EWT and LEER.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.40

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Return for Risk

EWT vs. LEER.DE — Risk / Return Rank

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

EWT
EWT Risk / Return Rank: 9494
Overall Rank
EWT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9292
Sortino Ratio Rank
EWT Omega Ratio Rank: 9292
Omega Ratio Rank
EWT Calmar Ratio Rank: 9696
Calmar Ratio Rank
EWT Martin Ratio Rank: 9595
Martin Ratio Rank

LEER.DE
LEER.DE Risk / Return Rank: 7777
Overall Rank
LEER.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 7070
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EWT vs. LEER.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan ETF (EWT) and Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EWTLEER.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.55

1.34

+0.21

Calmar ratioReturn relative to maximum drawdown

8.53

3.85

+4.68

Martin ratioReturn relative to average drawdown

25.15

10.97

+14.17

EWT vs. LEER.DE - Sharpe Ratio Comparison

The current EWT Sharpe Ratio is 3.36, which is higher than the LEER.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of EWT and LEER.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EWT vs. LEER.DE - Drawdown Comparison

The maximum EWT drawdown since its inception was -64.37%, smaller than the maximum LEER.DE drawdown of -74.69%. Use the drawdown chart below to compare losses from any high point for EWT and LEER.DE.


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Drawdown Indicators


EWTLEER.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.37%

-74.69%

+10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-11.89%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-17.69%

-7.97%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-52.31%

+13.43%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

-59.03%

+20.15%

Current Drawdown

Current decline from peak

-4.19%

-0.91%

-3.28%

Average Drawdown

Average peak-to-trough decline

-19.21%

-42.79%

+23.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

4.18%

-0.62%

Volatility

EWT vs. LEER.DE - Volatility Comparison

iShares MSCI Taiwan ETF (EWT) has a higher volatility of 13.55% compared to Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) at 7.49%. This indicates that EWT's price experiences larger fluctuations and is considered to be riskier than LEER.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWTLEER.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.55%

7.49%

+6.06%

Volatility (6M)

Calculated over the trailing 6-month period

22.68%

19.12%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

23.07%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.95%

26.24%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

24.36%

-2.58%

EWT vs. LEER.DE - Expense Ratio Comparison

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


Dividends

EWT vs. LEER.DE - Dividend Comparison

EWT's dividend yield for the trailing twelve months is around 2.74%, while LEER.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EWT
iShares MSCI Taiwan ETF
2.74%4.43%3.32%8.12%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EWT and LEER.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LEER.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LEER.DE is cheaper with a 0.50% expense ratio, compared with 0.59% for EWT.

EWT is categorized as Asia Pacific Equities, while LEER.DE is Emerging Markets Equities. EWT tracks MSCI Taiwan Index, while LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.59% for EWT and 0.50% for LEER.DE.

Portfolio Optimizer

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