EWW vs. VMEO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares MSCI Mexico ETF (EWW) and Vimeo, Inc. (VMEO).

EWW is a passively managed fund by iShares that tracks the performance of the MSCI Mexico IMI 25/50 Index. It was launched on Mar 12, 1996.

Performance

EWW vs. VMEO - Performance Comparison

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

EWW vs. VMEO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EWW iShares MSCI Mexico ETF	8.51%	53.65%	-28.22%	40.32%	1.24%	9.64%
VMEO Vimeo, Inc.	0.00%	22.66%	63.27%	14.29%	-80.90%	-60.43%

Returns By Period

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%

VMEO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EWW vs. VMEO — Risk / Return Rank

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

EWW

EWW Risk / Return Rank: 93
EWW Sharpe Ratio Rank: 93
EWW Sortino Ratio Rank: 93
EWW Omega Ratio Rank: 92
EWW Calmar Ratio Rank: 94
EWW Martin Ratio Rank: 94

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. VMEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Mexico ETF (EWW) and Vimeo, Inc. (VMEO). 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.

	EWW	VMEO	Difference
Sharpe ratio Return per unit of total volatility	2.16	—	—
Sortino ratio Return per unit of downside risk	2.80	—	—
Omega ratio Gain probability vs. loss probability	1.39	—	—
Calmar ratio Return relative to maximum drawdown	3.66	—	—
Martin ratio Return relative to average drawdown	14.00	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EWW	VMEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.16	—	—
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	—	—

Correlation

The correlation between EWW and VMEO is 0.30, 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. VMEO - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VMEO Vimeo, Inc.	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

Drawdown Indicators

	EWW	VMEO	Difference
Max Drawdown Largest peak-to-trough decline	-64.94%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.98%	—	—
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%	—	—
Average Drawdown Average peak-to-trough decline	-18.61%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	—	—

Volatility

Volatility by Period

	EWW	VMEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.52%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.51%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.76%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.43%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.39%	—	—