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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.


-0.50.00.51.00.6

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%JulyAugustSeptemberOctoberNovemberDecember
33.19%
602.93%
EWW
VOO

Key characteristics

Sharpe Ratio

EWW:

-0.97

VOO:

2.25

Sortino Ratio

EWW:

-1.24

VOO:

2.98

Omega Ratio

EWW:

0.84

VOO:

1.42

Calmar Ratio

EWW:

-0.79

VOO:

3.31

Martin Ratio

EWW:

-1.37

VOO:

14.77

Ulcer Index

EWW:

17.24%

VOO:

1.90%

Daily Std Dev

EWW:

24.41%

VOO:

12.46%

Max Drawdown

EWW:

-64.94%

VOO:

-33.99%

Current Drawdown

EWW:

-27.96%

VOO:

-2.47%

Returns By Period

In the year-to-date period, EWW achieves a -25.07% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, EWW has underperformed VOO with an annualized return of 0.55%, while VOO has yielded a comparatively higher 13.08% annualized return.


EWW

YTD

-25.07%

1M

0.26%

6M

-11.96%

1Y

-25.07%

5Y*

4.05%

10Y*

0.55%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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. VOO - Expense Ratio Comparison

EWW has a 0.49% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for EWW, currently valued at -0.97, compared to the broader market0.002.004.00-0.972.25
The chart of Sortino ratio for EWW, currently valued at -1.24, compared to the broader market-2.000.002.004.006.008.0010.00-1.242.98
The chart of Omega ratio for EWW, currently valued at 0.84, compared to the broader market0.501.001.502.002.503.000.841.42
The chart of Calmar ratio for EWW, currently valued at -0.79, compared to the broader market0.005.0010.0015.00-0.793.31
The chart of Martin ratio for EWW, currently valued at -1.37, compared to the broader market0.0020.0040.0060.0080.00100.00-1.3714.77
EWW
VOO

The current EWW Sharpe Ratio is -0.97, which is lower than the VOO Sharpe Ratio of 2.25. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.97
2.25
EWW
VOO

Dividends

EWW vs. VOO - Dividend Comparison

EWW's dividend yield for the trailing twelve months is around 4.21%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
EWW
iShares MSCI Mexico ETF
4.21%2.19%3.64%2.06%1.43%2.92%2.30%2.22%1.77%2.34%1.23%1.96%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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%JulyAugustSeptemberOctoberNovemberDecember
-27.96%
-2.47%
EWW
VOO

Volatility

EWW vs. VOO - Volatility Comparison

iShares MSCI Mexico ETF (EWW) has a higher volatility of 6.45% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that EWW's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. 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%JulyAugustSeptemberOctoberNovemberDecember
6.45%
3.75%
EWW
VOO
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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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