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EWW vs. FLMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWW and FLMX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

EWW vs. FLMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Mexico ETF (EWW) and Franklin FTSE Mexico ETF (FLMX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.64%
-16.86%
EWW
FLMX

Key characteristics

Sharpe Ratio

EWW:

-0.87

FLMX:

-0.92

Sortino Ratio

EWW:

-1.08

FLMX:

-1.16

Omega Ratio

EWW:

0.86

FLMX:

0.85

Calmar Ratio

EWW:

-0.68

FLMX:

-0.69

Martin Ratio

EWW:

-1.13

FLMX:

-1.17

Ulcer Index

EWW:

18.92%

FLMX:

18.69%

Daily Std Dev

EWW:

24.52%

FLMX:

23.88%

Max Drawdown

EWW:

-64.94%

FLMX:

-50.05%

Current Drawdown

EWW:

-28.70%

FLMX:

-29.74%

Returns By Period

In the year-to-date period, EWW achieves a 3.31% return, which is significantly higher than FLMX's 2.77% return.


EWW

YTD

3.31%

1M

-1.02%

6M

-14.64%

1Y

-21.43%

5Y*

3.15%

10Y*

0.35%

FLMX

YTD

2.77%

1M

-1.53%

6M

-16.86%

1Y

-21.96%

5Y*

2.91%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


EWW vs. FLMX - Expense Ratio Comparison

EWW has a 0.49% expense ratio, which is higher than FLMX's 0.19% expense ratio.


EWW
iShares MSCI Mexico ETF
Expense ratio chart for EWW: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for FLMX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

EWW vs. FLMX — Risk-Adjusted Performance Rank

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

EWW
The Risk-Adjusted Performance Rank of EWW is 11
Overall Rank
The Sharpe Ratio Rank of EWW is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of EWW is 11
Sortino Ratio Rank
The Omega Ratio Rank of EWW is 11
Omega Ratio Rank
The Calmar Ratio Rank of EWW is 00
Calmar Ratio Rank
The Martin Ratio Rank of EWW is 22
Martin Ratio Rank

FLMX
The Risk-Adjusted Performance Rank of FLMX is 11
Overall Rank
The Sharpe Ratio Rank of FLMX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FLMX is 11
Sortino Ratio Rank
The Omega Ratio Rank of FLMX is 11
Omega Ratio Rank
The Calmar Ratio Rank of FLMX is 00
Calmar Ratio Rank
The Martin Ratio Rank of FLMX is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EWW vs. FLMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Mexico ETF (EWW) and Franklin FTSE Mexico ETF (FLMX). 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.


Sharpe ratio
The chart of Sharpe ratio for EWW, currently valued at -0.87, compared to the broader market0.002.004.00-0.87-0.92
The chart of Sortino ratio for EWW, currently valued at -1.08, compared to the broader market0.005.0010.0015.00-1.08-1.16
The chart of Omega ratio for EWW, currently valued at 0.86, compared to the broader market1.002.003.000.860.85
The chart of Calmar ratio for EWW, currently valued at -0.68, compared to the broader market0.005.0010.0015.0020.00-0.68-0.69
The chart of Martin ratio for EWW, currently valued at -1.13, compared to the broader market0.0020.0040.0060.0080.00100.00-1.13-1.17
EWW
FLMX

The current EWW Sharpe Ratio is -0.87, which is comparable to the FLMX Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of EWW and FLMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.00AugustSeptemberOctoberNovemberDecember2025
-0.87
-0.92
EWW
FLMX

Dividends

EWW vs. FLMX - Dividend Comparison

EWW's dividend yield for the trailing twelve months is around 4.25%, more than FLMX's 3.22% yield.


TTM20242023202220212020201920182017201620152014
EWW
iShares MSCI Mexico ETF
4.25%4.39%2.19%3.64%2.06%1.43%2.92%2.30%2.22%1.77%2.34%1.23%
FLMX
Franklin FTSE Mexico ETF
3.22%3.31%2.90%4.22%3.15%1.48%2.95%2.51%0.31%0.00%0.00%0.00%

Drawdowns

EWW vs. FLMX - Drawdown Comparison

The maximum EWW drawdown since its inception was -64.94%, which is greater than FLMX's maximum drawdown of -50.05%. Use the drawdown chart below to compare losses from any high point for EWW and FLMX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%AugustSeptemberOctoberNovemberDecember2025
-28.70%
-29.74%
EWW
FLMX

Volatility

EWW vs. FLMX - Volatility Comparison

iShares MSCI Mexico ETF (EWW) and Franklin FTSE Mexico ETF (FLMX) have volatilities of 7.33% and 7.22%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
7.33%
7.22%
EWW
FLMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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