EWT vs. VT
Compare and contrast key facts about iShares MSCI Taiwan ETF (EWT) and Vanguard Total World Stock ETF (VT).
EWT and VT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWT is a passively managed fund by iShares that tracks the performance of the MSCI Taiwan Index. It was launched on Jun 20, 2000. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both EWT and VT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWT or VT.
Key characteristics
| EWT | VT | |
|---|---|---|
| YTD Return | 1.91% | 3.76% |
| 1Y Return | 21.23% | 17.94% |
| 3Y Return (Ann) | -0.31% | 3.83% |
| 5Y Return (Ann) | 12.93% | 9.34% |
| 10Y Return (Ann) | 9.97% | 8.25% |
| Sharpe Ratio | 1.24 | 1.43 |
| Daily Std Dev | 16.73% | 11.60% |
| Max Drawdown | -64.26% | -50.27% |
| Current Drawdown | -8.13% | -3.76% |
Correlation
The correlation between EWT and VT is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EWT vs. VT - Performance Comparison
In the year-to-date period, EWT achieves a 1.91% return, which is significantly lower than VT's 3.76% return. Over the past 10 years, EWT has outperformed VT with an annualized return of 9.97%, while VT has yielded a comparatively lower 8.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EWT vs. VT - Expense Ratio Comparison
EWT has a 0.59% expense ratio, which is higher than VT's 0.07% expense ratio.
Risk-Adjusted Performance
EWT vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan ETF (EWT) and Vanguard Total World Stock ETF (VT). 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.
Dividends
EWT vs. VT - Dividend Comparison
EWT's dividend yield for the trailing twelve months is around 11.78%, more than VT's 2.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWT iShares MSCI Taiwan ETF | 11.78% | 12.01% | 18.82% | 2.64% | 1.83% | 2.49% | 3.16% | 2.81% | 2.39% | 3.12% | 1.93% | 1.82% |
VT Vanguard Total World Stock ETF | 2.14% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
EWT vs. VT - Drawdown Comparison
The maximum EWT drawdown since its inception was -64.26%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for EWT and VT. For additional features, visit the drawdowns tool.
Volatility
EWT vs. VT - Volatility Comparison
iShares MSCI Taiwan ETF (EWT) has a higher volatility of 5.52% compared to Vanguard Total World Stock ETF (VT) at 3.69%. This indicates that EWT's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.