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EWZS vs. EIRL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWZS vs. EIRL - 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 Ireland ETF (EIRL). The values are adjusted to include any dividend payments, if applicable.

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EWZS vs. EIRL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWZS
iShares MSCI Brazil Small-Cap ETF
14.92%45.18%-35.95%32.65%-11.20%-14.09%-20.86%50.60%-7.13%54.18%
EIRL
iShares MSCI Ireland ETF
-5.67%28.82%-1.64%35.13%-18.83%13.72%9.63%28.15%-21.92%29.82%

Returns By Period

In the year-to-date period, EWZS achieves a 14.92% return, which is significantly higher than EIRL's -5.67% return. Over the past 10 years, EWZS has outperformed EIRL with an annualized return of 9.37%, while EIRL has yielded a comparatively lower 7.13% annualized return.


EWZS

1D
0.34%
1M
-3.51%
YTD
14.92%
6M
10.84%
1Y
40.55%
3Y*
12.25%
5Y*
3.33%
10Y*
9.37%

EIRL

1D
0.71%
1M
-5.81%
YTD
-5.67%
6M
2.75%
1Y
20.04%
3Y*
10.40%
5Y*
6.18%
10Y*
7.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWZS vs. EIRL - Expense Ratio Comparison

EWZS has a 0.59% expense ratio, which is higher than EIRL's 0.49% expense ratio.


Return for Risk

EWZS vs. EIRL — Risk / Return Rank

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

EWZS
EWZS Risk / Return Rank: 7171
Overall Rank
EWZS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EWZS Sortino Ratio Rank: 7171
Sortino Ratio Rank
EWZS Omega Ratio Rank: 6363
Omega Ratio Rank
EWZS Calmar Ratio Rank: 8383
Calmar Ratio Rank
EWZS Martin Ratio Rank: 6969
Martin Ratio Rank

EIRL
EIRL Risk / Return Rank: 5454
Overall Rank
EIRL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EIRL Sortino Ratio Rank: 5656
Sortino Ratio Rank
EIRL Omega Ratio Rank: 5353
Omega Ratio Rank
EIRL Calmar Ratio Rank: 5353
Calmar Ratio Rank
EIRL Martin Ratio Rank: 5151
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.

EWZS vs. EIRL - 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 Ireland ETF (EIRL). 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.


EWZSEIRLDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.02

+0.27

Sortino ratio

Return per unit of downside risk

1.85

1.52

+0.33

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

2.54

1.45

+1.09

Martin ratio

Return relative to average drawdown

7.42

5.27

+2.15

EWZS vs. EIRL - Sharpe Ratio Comparison

The current EWZS Sharpe Ratio is 1.29, which is comparable to the EIRL Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of EWZS and EIRL, 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


EWZSEIRLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.02

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.30

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.33

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.41

-0.42

Correlation

The correlation between EWZS and EIRL is 0.40, 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.


Dividends

EWZS vs. EIRL - Dividend Comparison

EWZS's dividend yield for the trailing twelve months is around 3.37%, more than EIRL's 2.87% yield.


TTM20252024202320222021202020192018201720162015
EWZS
iShares MSCI Brazil Small-Cap ETF
3.37%3.88%4.93%2.75%4.61%4.51%1.15%1.77%4.35%3.41%3.62%4.35%
EIRL
iShares MSCI Ireland ETF
2.87%2.71%2.56%1.00%1.13%0.82%0.50%2.11%1.52%1.44%1.34%1.70%

Drawdowns

EWZS vs. EIRL - Drawdown Comparison

The maximum EWZS drawdown since its inception was -79.23%, which is greater than EIRL's maximum drawdown of -46.48%. Use the drawdown chart below to compare losses from any high point for EWZS and EIRL.


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Drawdown Indicators


EWZSEIRLDifference

Max Drawdown

Largest peak-to-trough decline

-79.23%

-46.48%

-32.75%

Max Drawdown (1Y)

Largest decline over 1 year

-17.05%

-14.28%

-2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-48.78%

-40.14%

-8.64%

Max Drawdown (10Y)

Largest decline over 10 years

-63.15%

-46.48%

-16.67%

Current Drawdown

Current decline from peak

-24.43%

-10.07%

-14.36%

Average Drawdown

Average peak-to-trough decline

-36.70%

-9.16%

-27.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.84%

3.93%

+1.91%

Volatility

EWZS vs. EIRL - Volatility Comparison

iShares MSCI Brazil Small-Cap ETF (EWZS) has a higher volatility of 14.41% compared to iShares MSCI Ireland ETF (EIRL) at 7.77%. This indicates that EWZS's price experiences larger fluctuations and is considered to be riskier than EIRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWZSEIRLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.41%

7.77%

+6.64%

Volatility (6M)

Calculated over the trailing 6-month period

23.64%

13.31%

+10.33%

Volatility (1Y)

Calculated over the trailing 1-year period

31.52%

19.70%

+11.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.97%

20.96%

+12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.80%

21.63%

+15.17%