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EWT vs. UMC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWT vs. UMC - Performance Comparison

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

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EWT vs. UMC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWT
iShares MSCI Taiwan ETF
11.40%28.38%16.11%23.97%-28.90%26.18%31.50%33.36%-9.90%26.81%
UMC
United Microelectronics Corporation
10.31%28.65%-19.01%39.20%-40.32%43.16%230.69%56.10%-21.85%39.99%

Returns By Period

In the year-to-date period, EWT achieves a 11.40% return, which is significantly higher than UMC's 10.31% return. Over the past 10 years, EWT has underperformed UMC with an annualized return of 15.08%, while UMC has yielded a comparatively higher 20.89% annualized return.


EWT

1D
-1.32%
1M
-0.73%
YTD
11.40%
6M
15.66%
1Y
52.68%
3Y*
21.93%
5Y*
10.20%
10Y*
15.08%

UMC

1D
-3.34%
1M
-12.42%
YTD
10.31%
6M
18.93%
1Y
37.05%
3Y*
6.09%
5Y*
4.47%
10Y*
20.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EWT vs. UMC — Risk / Return Rank

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

EWT
EWT Risk / Return Rank: 8989
Overall Rank
EWT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9090
Sortino Ratio Rank
EWT Omega Ratio Rank: 8585
Omega Ratio Rank
EWT Calmar Ratio Rank: 9090
Calmar Ratio Rank
EWT Martin Ratio Rank: 9191
Martin Ratio Rank

UMC
UMC Risk / Return Rank: 6666
Overall Rank
UMC Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
UMC Sortino Ratio Rank: 7070
Sortino Ratio Rank
UMC Omega Ratio Rank: 6666
Omega Ratio Rank
UMC Calmar Ratio Rank: 6161
Calmar Ratio Rank
UMC Martin Ratio Rank: 6464
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. UMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan ETF (EWT) and United Microelectronics Corporation (UMC). 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.


EWTUMCDifference

Sharpe ratio

Return per unit of total volatility

1.97

0.91

+1.06

Sortino ratio

Return per unit of downside risk

2.66

1.66

+1.00

Omega ratio

Gain probability vs. loss probability

1.36

1.20

+0.15

Calmar ratio

Return relative to maximum drawdown

3.45

1.03

+2.42

Martin ratio

Return relative to average drawdown

13.65

2.80

+10.85

EWT vs. UMC - Sharpe Ratio Comparison

The current EWT Sharpe Ratio is 1.97, which is higher than the UMC Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of EWT and UMC, 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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Sharpe Ratios by Period


EWTUMCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

0.91

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.12

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.55

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.10

+0.10

Correlation

The correlation between EWT and UMC 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.


Dividends

EWT vs. UMC - Dividend Comparison

EWT's dividend yield for the trailing twelve months is around 3.98%, less than UMC's 5.49% yield.


TTM20252024202320222021202020192018201720162015
EWT
iShares MSCI Taiwan ETF
3.98%4.43%3.32%8.12%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%
UMC
United Microelectronics Corporation
5.49%6.06%7.14%6.93%7.92%2.44%1.62%3.51%6.59%2.41%3.61%3.15%

Drawdowns

EWT vs. UMC - Drawdown Comparison

The maximum EWT drawdown since its inception was -64.37%, smaller than the maximum UMC drawdown of -72.52%. Use the drawdown chart below to compare losses from any high point for EWT and UMC.


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Drawdown Indicators


EWTUMCDifference

Max Drawdown

Largest peak-to-trough decline

-64.37%

-72.52%

+8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-31.01%

+19.94%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-54.30%

+15.42%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

-54.30%

+15.42%

Current Drawdown

Current decline from peak

-8.16%

-30.53%

+22.37%

Average Drawdown

Average peak-to-trough decline

-19.34%

-42.81%

+23.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

11.39%

-7.47%

Volatility

EWT vs. UMC - Volatility Comparison

iShares MSCI Taiwan ETF (EWT) and United Microelectronics Corporation (UMC) have volatilities of 9.88% and 10.05%, 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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Volatility by Period


EWTUMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.88%

10.05%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

18.20%

34.35%

-16.15%

Volatility (1Y)

Calculated over the trailing 1-year period

26.87%

41.05%

-14.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.32%

38.14%

-15.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.22%

38.40%

-17.18%