EWY vs. ^AW01
Compare and contrast key facts about iShares MSCI South Korea ETF (EWY) and FTSE All World (^AW01).
EWY is a passively managed fund by iShares that tracks the performance of the MSCI Korea Index. It was launched on May 12, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWY or ^AW01.
Key characteristics
| EWY | ^AW01 | |
|---|---|---|
| YTD Return | -7.07% | 14.66% |
| 1Y Return | 4.73% | 25.72% |
| 3Y Return (Ann) | -6.71% | 3.22% |
| 5Y Return (Ann) | 1.83% | 8.67% |
| 10Y Return (Ann) | 2.48% | 6.92% |
| Sharpe Ratio | 0.33 | 2.19 |
| Sortino Ratio | 0.63 | 2.91 |
| Omega Ratio | 1.08 | 1.42 |
| Calmar Ratio | 0.21 | 2.42 |
| Martin Ratio | 1.26 | 12.47 |
| Ulcer Index | 6.06% | 1.73% |
| Daily Std Dev | 22.81% | 9.83% |
| Max Drawdown | -74.14% | -59.48% |
| Current Drawdown | -32.87% | -2.55% |
Correlation
The correlation between EWY and ^AW01 is 0.65, 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.
Performance
EWY vs. ^AW01 - Performance Comparison
In the year-to-date period, EWY achieves a -7.07% return, which is significantly lower than ^AW01's 14.66% return. Over the past 10 years, EWY has underperformed ^AW01 with an annualized return of 2.48%, while ^AW01 has yielded a comparatively higher 6.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EWY vs. ^AW01 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Korea ETF (EWY) and FTSE All World (^AW01). 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.
Drawdowns
EWY vs. ^AW01 - Drawdown Comparison
The maximum EWY drawdown since its inception was -74.14%, which is greater than ^AW01's maximum drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for EWY and ^AW01. For additional features, visit the drawdowns tool.
Volatility
EWY vs. ^AW01 - Volatility Comparison
iShares MSCI South Korea ETF (EWY) has a higher volatility of 4.29% compared to FTSE All World (^AW01) at 2.23%. This indicates that EWY's price experiences larger fluctuations and is considered to be riskier than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.