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EWZS vs. ECH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWZS vs. ECH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Brazil Small-Cap ETF (EWZS) and iShares MSCI Chile ETF (ECH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWZS achieves a 3.21% return, which is significantly higher than ECH's -1.11% return. Over the past 10 years, EWZS has outperformed ECH with an annualized return of 4.94%, while ECH has yielded a comparatively lower 3.52% annualized return.


EWZS

1D
-0.23%
1M
1.77%
6M
-10.01%
YTD
3.21%
1Y
15.12%
3Y*
-1.60%
5Y*
-2.31%
10Y*
4.94%
ALL TIME*
-1.15%

ECH

1D
-1.23%
1M
0.51%
6M
-11.69%
YTD
-1.11%
1Y
33.73%
3Y*
11.11%
5Y*
12.16%
10Y*
3.52%
ALL TIME*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$9.62M$13.53M$17.14M
$1.16M$1.70M$5.15M

EWZS vs. ECH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWZS
iShares MSCI Brazil Small-Cap ETF
3.21%45.18%-35.95%32.65%-11.20%-14.09%-20.86%50.60%-7.13%54.18%
ECH
iShares MSCI Chile ETF
-1.11%65.41%-8.67%9.01%25.12%-19.80%-7.13%-17.79%-18.98%41.79%

Correlation

The correlation between EWZS and ECH is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.65

Correlation (3Y)
Balances recent behavior with more history.

0.54

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.49

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2010

0.53

The correlation between EWZS and ECH shifts across timeframes, from 0.49 (10 years) to 0.65 (1 year), reflecting how their relationship changes across market environments.

EWZS vs. ECH - Sectors Allocation Comparison


Sectors
EWZS
ECH

Real Estate

14.7%
7.6%

Utilities

13.8%
13.0%

Consumer Cyclical

11.3%
12.4%

Basic Materials

11.2%
18.4%

Consumer Defensive

9.8%
7.5%

Industrials

9.6%
16.6%

Financial Services

8.5%
22.9%

Healthcare

5.9%

-

Technology

5.7%

-

Energy

5.3%

-

Communication Services

-

1.7%

Real Estate

EWZS
14.7%
ECH
7.6%

Utilities

EWZS
13.8%
ECH
13.0%

Consumer Cyclical

EWZS
11.3%
ECH
12.4%

Basic Materials

EWZS
11.2%
ECH
18.4%

Consumer Defensive

EWZS
9.8%
ECH
7.5%

Industrials

EWZS
9.6%
ECH
16.6%

Financial Services

EWZS
8.5%
ECH
22.9%

Healthcare

EWZS
5.9%
ECH

-

Technology

EWZS
5.7%
ECH

-

Energy

EWZS
5.3%
ECH

-

Communication Services

EWZS

-

ECH
1.7%

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Return for Risk

EWZS vs. ECH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EWZS
EWZS Risk / Return Rank: 2424
Overall Rank
EWZS Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EWZS Sortino Ratio Rank: 2525
Sortino Ratio Rank
EWZS Omega Ratio Rank: 2525
Omega Ratio Rank
EWZS Calmar Ratio Rank: 2525
Calmar Ratio Rank
EWZS Martin Ratio Rank: 2323
Martin Ratio Rank

ECH
ECH Risk / Return Rank: 4949
Overall Rank
ECH Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ECH Sortino Ratio Rank: 5454
Sortino Ratio Rank
ECH Omega Ratio Rank: 5252
Omega Ratio Rank
ECH Calmar Ratio Rank: 4949
Calmar Ratio Rank
ECH Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EWZS vs. ECH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil Small-Cap ETF (EWZS) and iShares MSCI Chile ETF (ECH). 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.


EWZSECHDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.11

1.23

-0.12

Calmar ratioReturn relative to maximum drawdown

0.75

1.75

-1.00

Martin ratioReturn relative to average drawdown

1.67

3.55

-1.88

EWZS vs. ECH - Sharpe Ratio Comparison

The current EWZS Sharpe Ratio is 0.52, which is lower than the ECH Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of EWZS and ECH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EWZS vs. ECH - Drawdown Comparison

The maximum EWZS drawdown since its inception was -79.23%, which is greater than ECH's maximum drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for EWZS and ECH.


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Drawdown Indicators


EWZSECHDifference

Max Drawdown

Largest peak-to-trough decline

-79.23%

-74.08%

-5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-21.53%

-19.74%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-37.33%

-20.51%

-16.82%

Max Drawdown (5Y)

Largest decline over 5 years

-42.60%

-25.59%

-17.01%

Max Drawdown (10Y)

Largest decline over 10 years

-63.15%

-66.89%

+3.74%

Current Drawdown

Current decline from peak

-32.13%

-26.52%

-5.61%

Average Drawdown

Average peak-to-trough decline

-36.52%

-37.41%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.67%

9.71%

-0.04%

Volatility

EWZS vs. ECH - Volatility Comparison

iShares MSCI Brazil Small-Cap ETF (EWZS) has a higher volatility of 8.00% compared to iShares MSCI Chile ETF (ECH) at 6.38%. This indicates that EWZS's price experiences larger fluctuations and is considered to be riskier than ECH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWZSECHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

6.38%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

24.39%

21.15%

+3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

30.89%

25.69%

+5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.01%

27.49%

+5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.69%

27.22%

+9.47%

EWZS vs. ECH - Expense Ratio Comparison

Both EWZS and ECH have an expense ratio of 0.59%.


Dividends

EWZS vs. ECH - Dividend Comparison

EWZS's dividend yield for the trailing twelve months is around 3.87%, more than ECH's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
ECH
iShares MSCI Chile ETF
2.00%2.01%3.12%4.77%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%
EWZS
iShares MSCI Brazil Small-Cap ETF
3.87%3.88%4.93%2.75%4.61%4.51%1.15%1.77%4.35%3.41%3.62%4.35%

Frequently Asked Questions


EWZS and ECH have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWZS has higher volatility (8.00%) compared to ECH (6.38%). In terms of maximum drawdown, EWZS dropped -79.23% vs ECH's -74.08%.

On 10-year performance, EWZS leads with 4.94% vs 3.52% for ECH. Both ETFs have the same 0.59% expense ratio. On volatility, ECH has been the lower-risk option at 6.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EWZS has performed better with a 4.94% return vs 3.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EWZS and ECH have the same expense ratio: 0.59% per year.

EWZS has the higher dividend yield at 3.87%, compared with 2.00% for ECH.

EWZS tracks MSCI Brazil Small Cap Index, while ECH tracks MSCI Chile Investable Market Index.

ECH currently has the higher Sharpe Ratio (1.35 vs 0.52), 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.

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