EWY vs. DGRO
Compare and contrast key facts about iShares MSCI South Korea ETF (EWY) and iShares Core Dividend Growth ETF (DGRO).
EWY and DGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWY is a passively managed fund by iShares that tracks the performance of the MSCI Korea Index. It was launched on May 12, 2000. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014. Both EWY and DGRO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EWY vs. DGRO - Performance Comparison
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EWY vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 29.83% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
DGRO iShares Core Dividend Growth ETF | 1.60% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
Returns By Period
In the year-to-date period, EWY achieves a 29.83% return, which is significantly higher than DGRO's 1.60% return. Over the past 10 years, EWY has underperformed DGRO with an annualized return of 11.34%, while DGRO has yielded a comparatively higher 12.81% annualized return.
EWY
- 1D
- 2.61%
- 1M
- -14.45%
- YTD
- 29.83%
- 6M
- 57.60%
- 1Y
- 135.29%
- 3Y*
- 30.35%
- 5Y*
- 9.10%
- 10Y*
- 11.34%
DGRO
- 1D
- 0.03%
- 1M
- -4.46%
- YTD
- 1.60%
- 6M
- 3.88%
- 1Y
- 16.44%
- 3Y*
- 14.60%
- 5Y*
- 10.14%
- 10Y*
- 12.81%
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EWY vs. DGRO - Expense Ratio Comparison
EWY has a 0.59% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Return for Risk
EWY vs. DGRO — Risk / Return Rank
EWY
DGRO
EWY vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Korea ETF (EWY) and iShares Core Dividend Growth ETF (DGRO). 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.
| EWY | DGRO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.75 | 1.14 | +2.61 |
Sortino ratioReturn per unit of downside risk | 3.92 | 1.66 | +2.26 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.25 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 6.01 | 1.48 | +4.54 |
Martin ratioReturn relative to average drawdown | 24.11 | 6.80 | +17.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EWY | DGRO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.75 | 1.14 | +2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.74 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.77 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.73 | -0.46 |
Correlation
The correlation between EWY and DGRO is 0.55, 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.
Dividends
EWY vs. DGRO - Dividend Comparison
EWY's dividend yield for the trailing twelve months is around 1.61%, less than DGRO's 2.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 1.61% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
DGRO iShares Core Dividend Growth ETF | 2.10% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
Drawdowns
EWY vs. DGRO - Drawdown Comparison
The maximum EWY drawdown since its inception was -74.14%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for EWY and DGRO.
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Drawdown Indicators
| EWY | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.14% | -35.10% | -39.04% |
Max Drawdown (1Y)Largest decline over 1 year | -23.08% | -10.92% | -12.16% |
Max Drawdown (5Y)Largest decline over 5 years | -48.55% | -19.31% | -29.24% |
Max Drawdown (10Y)Largest decline over 10 years | -49.73% | -35.10% | -14.63% |
Current DrawdownCurrent decline from peak | -16.61% | -4.70% | -11.91% |
Average DrawdownAverage peak-to-trough decline | -20.23% | -3.48% | -16.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 2.37% | +3.39% |
Volatility
EWY vs. DGRO - Volatility Comparison
iShares MSCI South Korea ETF (EWY) has a higher volatility of 20.29% compared to iShares Core Dividend Growth ETF (DGRO) at 3.57%. This indicates that EWY's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWY | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.29% | 3.57% | +16.72% |
Volatility (6M)Calculated over the trailing 6-month period | 31.19% | 7.21% | +23.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.35% | 14.47% | +21.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.63% | 13.84% | +12.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.20% | 16.63% | +9.57% |