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EWW vs. FLMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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EWW vs. FLMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWW
iShares MSCI Mexico ETF
10.15%53.65%-28.22%40.32%1.24%20.27%-3.06%12.64%-14.58%-2.49%
FLMX
Franklin FTSE Mexico ETF
10.13%53.62%-28.45%39.35%2.40%19.58%-3.50%12.13%-13.32%-0.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with EWW having a 10.15% return and FLMX slightly lower at 10.13%.


EWW

1D
1.52%
1M
-3.89%
YTD
10.15%
6M
16.56%
1Y
52.24%
3Y*
12.30%
5Y*
14.90%
10Y*
6.32%

FLMX

1D
1.53%
1M
-4.48%
YTD
10.13%
6M
16.88%
1Y
52.18%
3Y*
12.10%
5Y*
14.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWW vs. FLMX - Expense Ratio Comparison

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


Return for Risk

EWW vs. FLMX — Risk / Return Rank

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

EWW
EWW Risk / Return Rank: 9292
Overall Rank
EWW Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EWW Sortino Ratio Rank: 9292
Sortino Ratio Rank
EWW Omega Ratio Rank: 9090
Omega Ratio Rank
EWW Calmar Ratio Rank: 9494
Calmar Ratio Rank
EWW Martin Ratio Rank: 9494
Martin Ratio Rank

FLMX
FLMX Risk / Return Rank: 9292
Overall Rank
FLMX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLMX Omega Ratio Rank: 9090
Omega Ratio Rank
FLMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FLMX Martin Ratio Rank: 9494
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. FLMX - Risk-Adjusted Trends 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.


EWWFLMXDifference

Sharpe ratio

Return per unit of total volatility

2.13

2.16

-0.03

Sortino ratio

Return per unit of downside risk

2.76

2.82

-0.05

Omega ratio

Gain probability vs. loss probability

1.39

1.39

0.00

Calmar ratio

Return relative to maximum drawdown

3.97

3.91

+0.06

Martin ratio

Return relative to average drawdown

15.08

14.93

+0.15

EWW vs. FLMX - Sharpe Ratio Comparison

The current EWW Sharpe Ratio is 2.13, which is comparable to the FLMX Sharpe Ratio of 2.16. 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.


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Sharpe Ratios by Period


EWWFLMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.16

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.67

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.33

-0.03

Correlation

The correlation between EWW and FLMX is 0.92, 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.


Dividends

EWW vs. FLMX - Dividend Comparison

EWW's dividend yield for the trailing twelve months is around 3.16%, less than FLMX's 3.62% yield.


TTM20252024202320222021202020192018201720162015
EWW
iShares MSCI Mexico ETF
3.16%3.48%4.39%2.19%3.64%2.06%1.43%2.92%2.30%2.22%1.77%2.34%
FLMX
Franklin FTSE Mexico ETF
3.62%3.99%3.31%2.90%4.22%3.15%1.48%2.95%2.51%0.31%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.


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Drawdown Indicators


EWWFLMXDifference

Max Drawdown

Largest peak-to-trough decline

-64.94%

-50.05%

-14.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.98%

-14.18%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-31.72%

+0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-53.62%

Current Drawdown

Current decline from peak

-5.98%

-6.39%

+0.41%

Average Drawdown

Average peak-to-trough decline

-18.60%

-12.21%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

3.71%

-0.03%

Volatility

EWW vs. FLMX - Volatility Comparison

iShares MSCI Mexico ETF (EWW) and Franklin FTSE Mexico ETF (FLMX) have volatilities of 10.35% and 10.31%, 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


EWWFLMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

10.31%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

17.54%

17.34%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

24.75%

24.36%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.43%

21.90%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

24.76%

+0.63%