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EWY vs. FLTW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWY vs. FLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI South Korea ETF (EWY) and Franklin FTSE Taiwan ETF (FLTW). The values are adjusted to include any dividend payments, if applicable.

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EWY vs. FLTW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWY
iShares MSCI South Korea ETF
29.83%95.33%-20.48%19.05%-26.59%-7.58%39.43%7.97%-20.37%1.63%
FLTW
Franklin FTSE Taiwan ETF
13.05%32.00%16.68%30.05%-27.51%29.46%29.77%31.23%-9.32%-1.25%

Returns By Period

In the year-to-date period, EWY achieves a 29.83% return, which is significantly higher than FLTW's 13.05% 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%

FLTW

1D
0.98%
1M
-5.90%
YTD
13.05%
6M
18.97%
1Y
60.86%
3Y*
25.91%
5Y*
13.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWY vs. FLTW - Expense Ratio Comparison

EWY has a 0.59% expense ratio, which is higher than FLTW's 0.19% expense ratio.


Return for Risk

EWY vs. FLTW — Risk / Return Rank

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

EWY
EWY Risk / Return Rank: 9898
Overall Rank
EWY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9797
Sortino Ratio Rank
EWY Omega Ratio Rank: 9797
Omega Ratio Rank
EWY Calmar Ratio Rank: 9898
Calmar Ratio Rank
EWY Martin Ratio Rank: 9898
Martin Ratio Rank

FLTW
FLTW Risk / Return Rank: 9393
Overall Rank
FLTW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9393
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9090
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9494
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9595
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.

EWY vs. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Korea ETF (EWY) and Franklin FTSE Taiwan ETF (FLTW). 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.


EWYFLTWDifference

Sharpe ratio

Return per unit of total volatility

3.75

2.22

+1.52

Sortino ratio

Return per unit of downside risk

3.92

2.91

+1.01

Omega ratio

Gain probability vs. loss probability

1.56

1.40

+0.16

Calmar ratio

Return relative to maximum drawdown

6.01

4.01

+2.01

Martin ratio

Return relative to average drawdown

24.11

16.28

+7.83

EWY vs. FLTW - Sharpe Ratio Comparison

The current EWY Sharpe Ratio is 3.75, which is higher than the FLTW Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of EWY and FLTW, 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


EWYFLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.75

2.22

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.61

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.71

-0.44

Correlation

The correlation between EWY and FLTW is 0.70, 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. FLTW - Dividend Comparison

EWY's dividend yield for the trailing twelve months is around 1.61%, less than FLTW's 2.22% yield.


TTM20252024202320222021202020192018201720162015
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%
FLTW
Franklin FTSE Taiwan ETF
2.22%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%

Drawdowns

EWY vs. FLTW - Drawdown Comparison

The maximum EWY drawdown since its inception was -74.14%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for EWY and FLTW.


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Drawdown Indicators


EWYFLTWDifference

Max Drawdown

Largest peak-to-trough decline

-74.14%

-38.00%

-36.14%

Max Drawdown (1Y)

Largest decline over 1 year

-23.08%

-15.81%

-7.27%

Max Drawdown (5Y)

Largest decline over 5 years

-48.55%

-38.00%

-10.55%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

Current Drawdown

Current decline from peak

-16.61%

-7.55%

-9.06%

Average Drawdown

Average peak-to-trough decline

-20.23%

-8.57%

-11.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

3.89%

+1.87%

Volatility

EWY vs. FLTW - Volatility Comparison

iShares MSCI South Korea ETF (EWY) has a higher volatility of 20.29% compared to Franklin FTSE Taiwan ETF (FLTW) at 10.06%. This indicates that EWY's price experiences larger fluctuations and is considered to be riskier than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWYFLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.29%

10.06%

+10.23%

Volatility (6M)

Calculated over the trailing 6-month period

31.19%

18.45%

+12.74%

Volatility (1Y)

Calculated over the trailing 1-year period

36.35%

27.53%

+8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.63%

22.06%

+4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.20%

21.30%

+4.90%