EWZS vs. EIRL
Compare and contrast key facts about iShares MSCI Brazil Small-Cap ETF (EWZS) and iShares MSCI Ireland ETF (EIRL).
EWZS and EIRL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWZS is a passively managed fund by iShares that tracks the performance of the MSCI Brazil Small Cap Index. It was launched on Sep 28, 2010. EIRL is a passively managed fund by iShares that tracks the performance of the MSCI Ireland Investable Market 25/50 Index. It was launched on May 5, 2010. Both EWZS and EIRL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWZS or EIRL.
Performance
EWZS vs. EIRL - Performance Comparison
Returns By Period
In the year-to-date period, EWZS achieves a -21.76% return, which is significantly lower than EIRL's -1.48% return. Over the past 10 years, EWZS has underperformed EIRL with an annualized return of -0.40%, while EIRL has yielded a comparatively higher 7.23% annualized return.
EWZS
-21.76%
-3.34%
-12.46%
-15.37%
-5.70%
-0.40%
EIRL
-1.48%
-11.87%
-13.62%
7.68%
7.52%
7.23%
Key characteristics
| EWZS | EIRL | |
|---|---|---|
| Sharpe Ratio | -0.71 | 0.48 |
| Sortino Ratio | -0.91 | 0.78 |
| Omega Ratio | 0.90 | 1.09 |
| Calmar Ratio | -0.38 | 0.47 |
| Martin Ratio | -1.23 | 1.74 |
| Ulcer Index | 14.13% | 4.47% |
| Daily Std Dev | 24.56% | 16.32% |
| Max Drawdown | -79.26% | -46.48% |
| Current Drawdown | -44.59% | -15.41% |
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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.
Correlation
The correlation between EWZS and EIRL is 0.39, 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
EWZS vs. EIRL - Risk-Adjusted Performance 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.
Dividends
EWZS vs. EIRL - Dividend Comparison
EWZS's dividend yield for the trailing twelve months is around 3.96%, more than EIRL's 1.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZS iShares MSCI Brazil Small-Cap ETF | 3.96% | 2.75% | 4.62% | 4.51% | 1.15% | 1.77% | 4.79% | 3.41% | 3.62% | 4.35% | 3.05% | 1.88% |
EIRL iShares MSCI Ireland ETF | 1.64% | 1.00% | 1.13% | 0.81% | 0.50% | 2.11% | 1.52% | 1.44% | 1.34% | 1.70% | 2.26% | 1.65% |
Drawdowns
EWZS vs. EIRL - Drawdown Comparison
The maximum EWZS drawdown since its inception was -79.26%, 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. For additional features, visit the drawdowns tool.
Volatility
EWZS vs. EIRL - Volatility Comparison
iShares MSCI Brazil Small-Cap ETF (EWZS) has a higher volatility of 7.31% compared to iShares MSCI Ireland ETF (EIRL) at 5.96%. 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.