EWT vs. VTI
Compare and contrast key facts about iShares MSCI Taiwan ETF (EWT) and Vanguard Total Stock Market ETF (VTI).
EWT and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both EWT and VTI 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 VTI.
Key characteristics
| EWT | VTI | |
|---|---|---|
| YTD Return | 19.92% | 19.97% |
| 1Y Return | 35.82% | 32.68% |
| 3Y Return (Ann) | 5.54% | 6.79% |
| 5Y Return (Ann) | 14.36% | 14.34% |
| 10Y Return (Ann) | 11.21% | 12.37% |
| Sharpe Ratio | 1.84 | 2.76 |
| Sortino Ratio | 2.43 | 3.67 |
| Omega Ratio | 1.32 | 1.51 |
| Calmar Ratio | 1.83 | 3.66 |
| Martin Ratio | 8.69 | 17.63 |
| Ulcer Index | 4.38% | 1.94% |
| Daily Std Dev | 20.71% | 12.35% |
| Max Drawdown | -64.26% | -55.45% |
| Current Drawdown | -2.95% | -2.48% |
Correlation
The correlation between EWT and VTI is 0.64, 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. VTI - Performance Comparison
The year-to-date returns for both investments are quite close, with EWT having a 19.92% return and VTI slightly higher at 19.97%. Over the past 10 years, EWT has underperformed VTI with an annualized return of 11.21%, while VTI has yielded a comparatively higher 12.37% 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. VTI - Expense Ratio Comparison
EWT has a 0.59% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
EWT vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan ETF (EWT) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
EWT's dividend yield for the trailing twelve months is around 10.01%, more than VTI's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWT iShares MSCI Taiwan ETF | 10.01% | 12.01% | 18.82% | 2.64% | 1.83% | 2.49% | 3.16% | 2.81% | 2.39% | 3.12% | 1.93% | 1.82% |
VTI Vanguard Total Stock Market ETF | 1.33% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
EWT vs. VTI - Drawdown Comparison
The maximum EWT drawdown since its inception was -64.26%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EWT and VTI. For additional features, visit the drawdowns tool.
Volatility
EWT vs. VTI - Volatility Comparison
iShares MSCI Taiwan ETF (EWT) has a higher volatility of 5.05% compared to Vanguard Total Stock Market ETF (VTI) at 3.10%. This indicates that EWT's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.