PortfoliosLab logoPortfoliosLab logo
EWY vs. KF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWY vs. KF - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with EWY having a 72.82% return and KF slightly higher at 74.15%. Both investments have delivered pretty close results over the past 10 years, with EWY having a 14.08% annualized return and KF not far ahead at 14.56%.


EWY

1D
-8.45%
1M
-14.91%
6M
54.25%
YTD
72.82%
1Y
136.76%
3Y*
39.02%
5Y*
15.37%
10Y*
14.08%

KF

1D
-7.01%
1M
-13.14%
6M
56.29%
YTD
74.15%
1Y
133.94%
3Y*
40.35%
5Y*
16.30%
10Y*
14.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWY vs. KF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWY
iShares MSCI South Korea ETF
72.82%95.33%-20.48%19.05%-26.59%-7.58%39.43%7.97%-20.37%44.97%
KF
The Korea Fund Inc
74.15%99.36%-19.29%12.34%-30.02%8.44%37.14%6.83%-19.26%42.50%

Correlation

The correlation between EWY and KF is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since May 12, 2000

0.83

The correlation between EWY and KF has been stable across timeframes, ranging from 0.83 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EWY vs. KF — Risk / Return Rank

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

EWY
EWY Risk / Return Rank: 9090
Overall Rank
EWY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 8282
Sortino Ratio Rank
EWY Omega Ratio Rank: 8787
Omega Ratio Rank
EWY Calmar Ratio Rank: 9595
Calmar Ratio Rank
EWY Martin Ratio Rank: 9393
Martin Ratio Rank

KF
KF Risk / Return Rank: 9191
Overall Rank
KF Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
KF Sortino Ratio Rank: 8181
Sortino Ratio Rank
KF Omega Ratio Rank: 8484
Omega Ratio Rank
KF Calmar Ratio Rank: 9797
Calmar Ratio Rank
KF 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. KF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Korea ETF (EWY) and The Korea Fund Inc (KF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EWYKFDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.42

1.45

-0.03

Calmar ratioReturn relative to maximum drawdown

5.89

5.30

+0.59

Martin ratioReturn relative to average drawdown

18.50

17.54

+0.96

EWY vs. KF - Sharpe Ratio Comparison

The current EWY Sharpe Ratio is 2.70, which is comparable to the KF Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of EWY and KF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EWY vs. KF - Drawdown Comparison

The maximum EWY drawdown since its inception was -74.14%, smaller than the maximum KF drawdown of -85.25%. Use the drawdown chart below to compare losses from any high point for EWY and KF.


Loading charts...

Drawdown Indicators


EWYKFDifference

Max Drawdown

Largest peak-to-trough decline

-74.14%

-85.25%

+11.11%

Max Drawdown (1Y)

Largest decline over 1 year

-23.35%

-25.42%

+2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-27.36%

-28.04%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-47.23%

-46.83%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

-52.91%

+3.18%

Current Drawdown

Current decline from peak

-23.35%

-20.99%

-2.36%

Average Drawdown

Average peak-to-trough decline

-20.09%

-37.81%

+17.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.42%

7.67%

-0.25%

Volatility

EWY vs. KF - Volatility Comparison

iShares MSCI South Korea ETF (EWY) has a higher volatility of 25.85% compared to The Korea Fund Inc (KF) at 23.71%. This indicates that EWY's price experiences larger fluctuations and is considered to be riskier than KF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EWYKFDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.85%

23.71%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

47.91%

44.65%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

51.11%

47.81%

+3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.74%

29.85%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.80%

27.12%

+1.68%

EWY vs. KF - Expense Ratio Comparison

EWY has a 0.59% expense ratio, which is higher than KF's 0.02% expense ratio.


Dividends

EWY vs. KF - Dividend Comparison

EWY's dividend yield for the trailing twelve months is around 1.21%, more than KF's 0.69% yield.


PositionTTM20252024202320222021202020192018201720162015
EWY
iShares MSCI South Korea ETF
1.21%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%
KF
The Korea Fund Inc
0.69%1.20%2.46%0.00%15.93%26.50%1.30%0.24%18.67%9.75%1.03%13.66%

Frequently Asked Questions


With a correlation of 0.93, EWY and KF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EWY has higher volatility (25.85%) compared to KF (23.71%). In terms of maximum drawdown, EWY dropped -74.14% vs KF's -85.25%.

KF currently has the higher Sharpe Ratio (2.82 vs 2.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EWY and KF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer