EWZ vs. ESS
Compare and contrast key facts about iShares MSCI Brazil ETF (EWZ) and Essex Property Trust, Inc. (ESS).
EWZ is a passively managed fund by iShares that tracks the performance of the MSCI Brazil 25/50 Index. It was launched on Jul 10, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWZ or ESS.
Performance
EWZ vs. ESS - Performance Comparison
Returns By Period
In the year-to-date period, EWZ achieves a -19.39% return, which is significantly lower than ESS's 25.14% return. Over the past 10 years, EWZ has underperformed ESS with an annualized return of -0.21%, while ESS has yielded a comparatively higher 7.51% annualized return.
EWZ
-19.39%
-3.26%
-10.37%
-14.58%
-2.34%
-0.21%
ESS
25.14%
1.78%
16.24%
46.97%
2.65%
7.51%
Key characteristics
| EWZ | ESS | |
|---|---|---|
| Sharpe Ratio | -0.63 | 2.26 |
| Sortino Ratio | -0.80 | 3.06 |
| Omega Ratio | 0.91 | 1.37 |
| Calmar Ratio | -0.28 | 1.30 |
| Martin Ratio | -1.01 | 11.69 |
| Ulcer Index | 12.72% | 4.14% |
| Daily Std Dev | 20.27% | 21.42% |
| Max Drawdown | -77.27% | -62.67% |
| Current Drawdown | -45.84% | -7.45% |
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Correlation
The correlation between EWZ and ESS is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
EWZ vs. ESS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil ETF (EWZ) and Essex Property Trust, Inc. (ESS). 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.
Dividends
EWZ vs. ESS - Dividend Comparison
EWZ's dividend yield for the trailing twelve months is around 7.83%, more than ESS's 3.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZ iShares MSCI Brazil ETF | 7.83% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% | 3.78% | 3.23% |
ESS Essex Property Trust, Inc. | 3.20% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% | 3.37% |
Drawdowns
EWZ vs. ESS - Drawdown Comparison
The maximum EWZ drawdown since its inception was -77.27%, which is greater than ESS's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for EWZ and ESS. For additional features, visit the drawdowns tool.
Volatility
EWZ vs. ESS - Volatility Comparison
The current volatility for iShares MSCI Brazil ETF (EWZ) is 5.60%, while Essex Property Trust, Inc. (ESS) has a volatility of 8.21%. This indicates that EWZ experiences smaller price fluctuations and is considered to be less risky than ESS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.