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

Performance

EWT vs. VVMX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Taiwan ETF (EWT) and VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.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 VVMX.DE is traded in EUR. To make them comparable, the VVMX.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 VVMX.DE's 28.72% 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%

VVMX.DE

1D
-1.72%
1M
-9.98%
YTD
28.72%
6M
35.99%
1Y
146.97%
3Y*
6.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWT vs. VVMX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EWT
iShares MSCI Taiwan ETF
61.53%28.38%16.11%23.97%-28.90%6.69%
VVMX.DE
VanEck Rare Earth and Strategic Metals UCITS ETF A
28.72%90.17%-34.77%-18.68%-30.51%14.20%

Correlation

The correlation between EWT and VVMX.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.40

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Return for Risk

EWT vs. VVMX.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

VVMX.DE
VVMX.DE Risk / Return Rank: 8787
Overall Rank
VVMX.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VVMX.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
VVMX.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VVMX.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
VVMX.DE Martin Ratio Rank: 8989
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. VVMX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan ETF (EWT) and VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.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.


EWTVVMX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.55

1.44

+0.11

Calmar ratioReturn relative to maximum drawdown

8.53

7.50

+1.03

Martin ratioReturn relative to average drawdown

25.15

19.56

+5.58

EWT vs. VVMX.DE - Sharpe Ratio Comparison

The current EWT Sharpe Ratio is 3.36, which is comparable to the VVMX.DE Sharpe Ratio of 3.43. The chart below compares the historical Sharpe Ratios of EWT and VVMX.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. VVMX.DE - Drawdown Comparison

The maximum EWT drawdown since its inception was -64.37%, smaller than the maximum VVMX.DE drawdown of -73.32%. Use the drawdown chart below to compare losses from any high point for EWT and VVMX.DE.


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Drawdown Indicators


EWTVVMX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.37%

-73.32%

+8.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-21.21%

+10.70%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-62.07%

+36.41%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

Current Drawdown

Current decline from peak

-4.19%

-21.15%

+16.96%

Average Drawdown

Average peak-to-trough decline

-19.21%

-41.51%

+22.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

8.15%

-4.59%

Volatility

EWT vs. VVMX.DE - Volatility Comparison

iShares MSCI Taiwan ETF (EWT) and VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE) have volatilities of 13.55% and 12.99%, 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


EWTVVMX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.55%

12.99%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

22.68%

32.83%

-10.15%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

46.42%

-19.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.95%

37.91%

-14.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

37.91%

-16.13%

EWT vs. VVMX.DE - Expense Ratio Comparison

Both EWT and VVMX.DE have an expense ratio of 0.59%.


Dividends

EWT vs. VVMX.DE - Dividend Comparison

EWT's dividend yield for the trailing twelve months is around 2.74%, while VVMX.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%
VVMX.DE
VanEck Rare Earth and Strategic Metals UCITS ETF A
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 VVMX.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EWT and VVMX.DE have the same expense ratio: 0.59% per year.

EWT is categorized as Asia Pacific Equities, while VVMX.DE is Commodity Producers Equities. EWT tracks MSCI Taiwan Index, while VVMX.DE tracks MVIS Global Rare Earth/Strategic Metals. They also come from different issuers: iShares and VanEck.

Portfolio Optimizer

Find the right allocation for EWT and VVMX.DE

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