PortfoliosLab logoPortfoliosLab logo
EWT vs. XIEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWT vs. XIEE.DE - Performance Comparison

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

Loading charts...

Different Trading Currencies

EWT is traded in USD, while XIEE.DE is traded in EUR. To make them comparable, the XIEE.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 XIEE.DE's 7.62% return. Over the past 10 years, EWT has outperformed XIEE.DE with an annualized return of 19.56%, while XIEE.DE has yielded a comparatively lower 10.37% 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%

XIEE.DE

1D
1.74%
1M
3.67%
YTD
7.62%
6M
9.42%
1Y
18.03%
3Y*
16.68%
5Y*
9.04%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWT vs. XIEE.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%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
7.62%35.84%1.90%19.38%-14.15%15.10%6.33%25.12%-15.17%25.78%

Correlation

The correlation between EWT and XIEE.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.47

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

0.51

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

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2015

0.48

The correlation between EWT and XIEE.DE has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EWT vs. XIEE.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

XIEE.DE
XIEE.DE Risk / Return Rank: 4343
Overall Rank
XIEE.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 4444
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 4848
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. XIEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan ETF (EWT) and Xtrackers MSCI Europe UCITS ETF (XIEE.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.


EWTXIEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.19

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.55

1.22

+0.33

Calmar ratioReturn relative to maximum drawdown

8.53

1.51

+7.01

Martin ratioReturn relative to average drawdown

25.15

5.67

+19.47

EWT vs. XIEE.DE - Sharpe Ratio Comparison

The current EWT Sharpe Ratio is 3.36, which is higher than the XIEE.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of EWT and XIEE.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.


Loading charts...

Drawdowns

EWT vs. XIEE.DE - Drawdown Comparison

The maximum EWT drawdown since its inception was -64.37%, which is greater than XIEE.DE's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for EWT and XIEE.DE.


Loading charts...

Drawdown Indicators


EWTXIEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.37%

-36.12%

-28.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-11.86%

+1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-14.99%

-10.67%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-30.85%

-8.03%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

-36.12%

-2.76%

Current Drawdown

Current decline from peak

-4.19%

-0.55%

-3.64%

Average Drawdown

Average peak-to-trough decline

-19.21%

-8.29%

-10.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.17%

+0.39%

Volatility

EWT vs. XIEE.DE - Volatility Comparison

iShares MSCI Taiwan ETF (EWT) has a higher volatility of 13.55% compared to Xtrackers MSCI Europe UCITS ETF (XIEE.DE) at 4.82%. This indicates that EWT's price experiences larger fluctuations and is considered to be riskier than XIEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EWTXIEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.55%

4.82%

+8.73%

Volatility (6M)

Calculated over the trailing 6-month period

22.68%

13.11%

+9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

15.46%

+11.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.95%

17.48%

+5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

19.59%

+2.19%

EWT vs. XIEE.DE - Expense Ratio Comparison

EWT has a 0.59% expense ratio, which is higher than XIEE.DE's 0.12% expense ratio.


Dividends

EWT vs. XIEE.DE - Dividend Comparison

EWT's dividend yield for the trailing twelve months is around 2.74%, more than XIEE.DE's 2.39% yield.


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%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.39%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%0.00%

Frequently Asked Questions


EWT and XIEE.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.59% for EWT.

EWT is categorized as Asia Pacific Equities, while XIEE.DE is Europe Equities. EWT tracks MSCI Taiwan Index, while XIEE.DE tracks MSCI Europe. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.59% for EWT and 0.12% for XIEE.DE.

Portfolio Optimizer

Find the right allocation for EWT and XIEE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer