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

Correlation

The correlation between EWW and VOO is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

EWW vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Mexico ETF (EWW) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
57.91%
557.08%
EWW
VOO

Key characteristics

Sharpe Ratio

EWW:

-0.33

VOO:

0.54

Sortino Ratio

EWW:

-0.27

VOO:

0.88

Omega Ratio

EWW:

0.97

VOO:

1.13

Calmar Ratio

EWW:

-0.30

VOO:

0.55

Martin Ratio

EWW:

-0.45

VOO:

2.27

Ulcer Index

EWW:

20.81%

VOO:

4.55%

Daily Std Dev

EWW:

28.46%

VOO:

19.19%

Max Drawdown

EWW:

-64.94%

VOO:

-33.99%

Current Drawdown

EWW:

-14.59%

VOO:

-9.90%

Returns By Period

In the year-to-date period, EWW achieves a 23.75% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, EWW has underperformed VOO with an annualized return of 2.37%, while VOO has yielded a comparatively higher 12.24% annualized return.


EWW

YTD

23.75%

1M

12.24%

6M

13.69%

1Y

-9.84%

5Y*

18.37%

10Y*

2.37%

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

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EWW vs. VOO - Expense Ratio Comparison

EWW has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for EWW: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWW: 0.49%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

EWW vs. VOO — 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 99
Overall Rank
The Sharpe Ratio Rank of EWW is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of EWW is 99
Sortino Ratio Rank
The Omega Ratio Rank of EWW is 99
Omega Ratio Rank
The Calmar Ratio Rank of EWW is 77
Calmar Ratio Rank
The Martin Ratio Rank of EWW is 1313
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Mexico ETF (EWW) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for EWW, currently valued at -0.33, compared to the broader market-1.000.001.002.003.004.00
EWW: -0.33
VOO: 0.54
The chart of Sortino ratio for EWW, currently valued at -0.27, compared to the broader market-2.000.002.004.006.008.00
EWW: -0.27
VOO: 0.88
The chart of Omega ratio for EWW, currently valued at 0.97, compared to the broader market0.501.001.502.002.50
EWW: 0.97
VOO: 1.13
The chart of Calmar ratio for EWW, currently valued at -0.30, compared to the broader market0.002.004.006.008.0010.0012.00
EWW: -0.30
VOO: 0.55
The chart of Martin ratio for EWW, currently valued at -0.45, compared to the broader market0.0020.0040.0060.00
EWW: -0.45
VOO: 2.27

The current EWW Sharpe Ratio is -0.33, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EWW and VOO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.33
0.54
EWW
VOO

Dividends

EWW vs. VOO - Dividend Comparison

EWW's dividend yield for the trailing twelve months is around 3.55%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
EWW
iShares MSCI Mexico ETF
3.55%4.39%2.19%3.64%2.06%1.43%2.92%2.30%2.22%1.77%2.34%1.23%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EWW vs. VOO - Drawdown Comparison

The maximum EWW drawdown since its inception was -64.94%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EWW and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.59%
-9.90%
EWW
VOO

Volatility

EWW vs. VOO - Volatility Comparison

iShares MSCI Mexico ETF (EWW) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.37% and 13.96%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.37%
13.96%
EWW
VOO