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EWW vs. ETFRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWW vs. ETFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Mexico ETF (EWW) and North Square Tactical Defensive Fund (ETFRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWW achieves a 12.62% return, which is significantly higher than ETFRX's 7.91% return. Over the past 10 years, EWW has outperformed ETFRX with an annualized return of 7.35%, while ETFRX has yielded a comparatively lower 6.81% annualized return.


EWW

1D
-1.26%
1M
3.21%
YTD
12.62%
6M
16.29%
1Y
34.15%
3Y*
12.42%
5Y*
13.49%
10Y*
7.35%

ETFRX

1D
0.24%
1M
4.41%
YTD
7.91%
6M
7.99%
1Y
19.81%
3Y*
10.09%
5Y*
5.52%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWW vs. ETFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWW
iShares MSCI Mexico ETF
12.62%53.65%-28.22%40.32%1.24%20.27%-3.06%12.64%-14.58%14.47%
ETFRX
North Square Tactical Defensive Fund
7.91%8.44%7.31%5.65%-8.28%13.49%3.99%12.46%-2.99%15.26%

Correlation

The correlation between EWW and ETFRX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.46

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

0.45

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

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2006

0.60

The correlation between EWW and ETFRX shifts across timeframes, from 0.45 (5 years) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EWW vs. ETFRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EWW
EWW Risk / Return Rank: 4747
Overall Rank
EWW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EWW Sortino Ratio Rank: 4545
Sortino Ratio Rank
EWW Omega Ratio Rank: 4444
Omega Ratio Rank
EWW Calmar Ratio Rank: 4949
Calmar Ratio Rank
EWW Martin Ratio Rank: 5252
Martin Ratio Rank

ETFRX
ETFRX Risk / Return Rank: 5252
Overall Rank
ETFRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ETFRX Sortino Ratio Rank: 4343
Sortino Ratio Rank
ETFRX Omega Ratio Rank: 4545
Omega Ratio Rank
ETFRX Calmar Ratio Rank: 7474
Calmar Ratio Rank
ETFRX Martin Ratio Rank: 5050
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.

EWW vs. ETFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Mexico ETF (EWW) and North Square Tactical Defensive Fund (ETFRX). 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.


EWWETFRXDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratioReturn relative to maximum drawdown

2.45

3.37

-0.92

Martin ratioReturn relative to average drawdown

9.08

10.34

-1.27

EWW vs. ETFRX - Sharpe Ratio Comparison

The current EWW Sharpe Ratio is 1.62, which is comparable to the ETFRX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of EWW and ETFRX, 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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Sharpe Ratios by Period


EWWETFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

2.00

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.59

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.65

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.40

-0.10

Drawdowns

EWW vs. ETFRX - Drawdown Comparison

The maximum EWW drawdown since its inception was -64.94%, which is greater than ETFRX's maximum drawdown of -37.11%. Use the drawdown chart below to compare losses from any high point for EWW and ETFRX.


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Drawdown Indicators


EWWETFRXDifference

Max Drawdown

Largest peak-to-trough decline

-64.94%

-37.11%

-27.83%

Max Drawdown (1Y)

Largest decline over 1 year

-13.98%

-6.02%

-7.96%

Max Drawdown (3Y)

Largest decline over 3 years

-31.17%

-11.98%

-19.19%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-12.17%

-19.00%

Max Drawdown (10Y)

Largest decline over 10 years

-53.62%

-21.30%

-32.32%

Current Drawdown

Current decline from peak

-3.88%

0.00%

-3.88%

Average Drawdown

Average peak-to-trough decline

-18.52%

-6.67%

-11.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

1.96%

+1.81%

Volatility

EWW vs. ETFRX - Volatility Comparison

iShares MSCI Mexico ETF (EWW) has a higher volatility of 5.79% compared to North Square Tactical Defensive Fund (ETFRX) at 2.71%. This indicates that EWW's price experiences larger fluctuations and is considered to be riskier than ETFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWWETFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

2.71%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

17.75%

6.84%

+10.91%

Volatility (1Y)

Calculated over the trailing 1-year period

21.15%

10.15%

+11.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

9.44%

+13.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

10.45%

+14.94%

EWW vs. ETFRX - Expense Ratio Comparison

EWW has a 0.49% expense ratio, which is lower than ETFRX's 1.86% expense ratio.


Dividends

EWW vs. ETFRX - Dividend Comparison

EWW's dividend yield for the trailing twelve months is around 3.09%, more than ETFRX's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
ETFRX
North Square Tactical Defensive Fund
0.45%0.48%0.93%0.00%0.00%0.00%0.00%0.38%0.00%2.25%0.00%3.02%
EWW
iShares MSCI Mexico ETF
3.09%3.48%4.39%2.19%3.64%2.06%1.43%2.92%2.30%2.22%1.77%2.34%

Frequently Asked Questions


EWW and ETFRX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWW has higher volatility (5.79%) compared to ETFRX (2.71%). In terms of maximum drawdown, EWW dropped -64.94% vs ETFRX's -37.11%.

ETFRX currently has the higher Sharpe Ratio (2.00 vs 1.62), 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.

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