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EWW vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWW vs. IBIT - Performance Comparison

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

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EWW vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
EWW
iShares MSCI Mexico ETF
8.51%53.65%-26.24%
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%

Returns By Period

In the year-to-date period, EWW achieves a 8.51% return, which is significantly higher than IBIT's -22.62% return.


EWW

1D
3.39%
1M
-7.05%
YTD
8.51%
6M
12.41%
1Y
53.18%
3Y*
11.73%
5Y*
14.55%
10Y*
6.16%

IBIT

1D
1.96%
1M
3.31%
YTD
-22.62%
6M
-40.89%
1Y
-17.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWW vs. IBIT - Expense Ratio Comparison

EWW has a 0.49% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Return for Risk

EWW vs. IBIT — Risk / Return Rank

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

EWW
EWW Risk / Return Rank: 9393
Overall Rank
EWW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EWW Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWW Omega Ratio Rank: 9292
Omega Ratio Rank
EWW Calmar Ratio Rank: 9494
Calmar Ratio Rank
EWW Martin Ratio Rank: 9494
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 66
Overall Rank
IBIT Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 66
Sortino Ratio Rank
IBIT Omega Ratio Rank: 77
Omega Ratio Rank
IBIT Calmar Ratio Rank: 66
Calmar Ratio Rank
IBIT Martin Ratio Rank: 66
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. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Mexico ETF (EWW) and iShares Bitcoin Trust ETF (IBIT). 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.


EWWIBITDifference

Sharpe ratio

Return per unit of total volatility

2.16

-0.40

+2.56

Sortino ratio

Return per unit of downside risk

2.80

-0.29

+3.09

Omega ratio

Gain probability vs. loss probability

1.39

0.97

+0.43

Calmar ratio

Return relative to maximum drawdown

3.66

-0.39

+4.05

Martin ratio

Return relative to average drawdown

14.00

-0.83

+14.83

EWW vs. IBIT - Sharpe Ratio Comparison

The current EWW Sharpe Ratio is 2.16, which is higher than the IBIT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of EWW and IBIT, 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


EWWIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

-0.40

+2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.35

-0.05

Correlation

The correlation between EWW and IBIT is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EWW vs. IBIT - Dividend Comparison

EWW's dividend yield for the trailing twelve months is around 3.20%, while IBIT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EWW
iShares MSCI Mexico ETF
3.20%3.48%4.39%2.19%3.64%2.06%1.43%2.92%2.30%2.22%1.77%2.34%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EWW vs. IBIT - Drawdown Comparison

The maximum EWW drawdown since its inception was -64.94%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for EWW and IBIT.


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Drawdown Indicators


EWWIBITDifference

Max Drawdown

Largest peak-to-trough decline

-64.94%

-49.36%

-15.58%

Max Drawdown (1Y)

Largest decline over 1 year

-13.98%

-49.36%

+35.38%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

Max Drawdown (10Y)

Largest decline over 10 years

-53.62%

Current Drawdown

Current decline from peak

-7.39%

-46.11%

+38.72%

Average Drawdown

Average peak-to-trough decline

-18.61%

-14.13%

-4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

23.09%

-19.43%

Volatility

EWW vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI Mexico ETF (EWW) is 11.52%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.99%. This indicates that EWW experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWWIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.52%

12.99%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

17.51%

36.75%

-19.24%

Volatility (1Y)

Calculated over the trailing 1-year period

24.76%

45.42%

-20.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.43%

51.26%

-28.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

51.26%

-25.87%