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EWT vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWT vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Taiwan ETF (EWT) and Real Estate Select Sector SPDR Fund (XLRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWT achieves a 61.53% return, which is significantly higher than XLRE's 13.17% return. Over the past 10 years, EWT has outperformed XLRE with an annualized return of 19.56%, while XLRE has yielded a comparatively lower 7.15% annualized return.


EWT

1D
0.17%
1M
7.48%
YTD
61.53%
6M
67.45%
1Y
92.18%
3Y*
34.98%
5Y*
17.48%
10Y*
19.56%

XLRE

1D
0.98%
1M
3.30%
YTD
13.17%
6M
13.29%
1Y
12.05%
3Y*
10.41%
5Y*
3.32%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWT vs. XLRE - 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%
XLRE
Real Estate Select Sector SPDR Fund
13.17%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Correlation

The correlation between EWT and XLRE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.28

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

0.36

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

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2015

0.36

The correlation between EWT and XLRE shifts across timeframes, from 0.18 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EWT vs. XLRE — 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

XLRE
XLRE Risk / Return Rank: 2727
Overall Rank
XLRE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XLRE Omega Ratio Rank: 2424
Omega Ratio Rank
XLRE Calmar Ratio Rank: 3131
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2929
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. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan ETF (EWT) and Real Estate Select Sector SPDR Fund (XLRE). 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.


EWTXLREDifference
Sharpe ratioReturn per unit of total volatility

+2.55

Sortino ratioReturn per unit of downside risk

+2.70

Omega ratioGain probability vs. loss probability

1.55

1.15

+0.40

Calmar ratioReturn relative to maximum drawdown

8.53

1.34

+7.19

Martin ratioReturn relative to average drawdown

25.15

3.69

+21.45

EWT vs. XLRE - Sharpe Ratio Comparison

The current EWT Sharpe Ratio is 3.36, which is higher than the XLRE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of EWT and XLRE, 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. XLRE - Drawdown Comparison

The maximum EWT drawdown since its inception was -64.37%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for EWT and XLRE.


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Drawdown Indicators


EWTXLREDifference

Max Drawdown

Largest peak-to-trough decline

-64.37%

-38.83%

-25.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-8.33%

-2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-16.74%

-8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-34.12%

-4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

-38.83%

-0.05%

Current Drawdown

Current decline from peak

-4.19%

0.00%

-4.19%

Average Drawdown

Average peak-to-trough decline

-19.21%

-9.58%

-9.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.03%

+0.53%

Volatility

EWT vs. XLRE - Volatility Comparison

iShares MSCI Taiwan ETF (EWT) has a higher volatility of 13.55% compared to Real Estate Select Sector SPDR Fund (XLRE) at 4.81%. This indicates that EWT's price experiences larger fluctuations and is considered to be riskier than XLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWTXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.55%

4.81%

+8.74%

Volatility (6M)

Calculated over the trailing 6-month period

22.68%

10.20%

+12.48%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

13.83%

+12.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.95%

19.10%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

20.42%

+1.36%

EWT vs. XLRE - Expense Ratio Comparison

EWT has a 0.59% expense ratio, which is higher than XLRE's 0.13% expense ratio.


Dividends

EWT vs. XLRE - Dividend Comparison

EWT's dividend yield for the trailing twelve months is around 2.74%, less than XLRE's 3.08% 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%
XLRE
Real Estate Select Sector SPDR Fund
3.08%3.45%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%

Frequently Asked Questions


EWT and XLRE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWT has higher volatility (13.55%) compared to XLRE (4.81%). In terms of maximum drawdown, EWT dropped -64.37% vs XLRE's -38.83%.

On 10-year performance, EWT leads with 19.56% vs 7.15% for XLRE. On fees, XLRE is cheaper at 0.13% per year. On volatility, XLRE has been the lower-risk option at 4.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EWT has performed better with a 19.56% return vs 7.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLRE is cheaper with a 0.13% expense ratio, compared with 0.59% for EWT.

XLRE has the higher dividend yield at 3.08%, compared with 2.74% for EWT.

EWT is categorized as Asia Pacific Equities, while XLRE is REIT. EWT tracks MSCI Taiwan Index, while XLRE tracks Real Estate Select Sector Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.59% for EWT and 0.13% for XLRE.

EWT currently has the higher Sharpe Ratio (3.36 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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