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EWZS vs. EIRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.4

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.

0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-41.05%
267.19%
EWZS
EIRL

Key characteristics

Sharpe Ratio

EWZS:

-1.14

EIRL:

-0.07

Sortino Ratio

EWZS:

-1.59

EIRL:

0.01

Omega Ratio

EWZS:

0.81

EIRL:

1.00

Calmar Ratio

EWZS:

-0.57

EIRL:

-0.07

Martin Ratio

EWZS:

-1.89

EIRL:

-0.18

Ulcer Index

EWZS:

16.44%

EIRL:

6.18%

Daily Std Dev

EWZS:

27.18%

EIRL:

16.13%

Max Drawdown

EWZS:

-79.23%

EIRL:

-46.48%

Current Drawdown

EWZS:

-51.99%

EIRL:

-15.96%

Returns By Period

In the year-to-date period, EWZS achieves a -32.42% return, which is significantly lower than EIRL's -2.12% return. Over the past 10 years, EWZS has underperformed EIRL with an annualized return of -0.10%, while EIRL has yielded a comparatively higher 6.76% annualized return.


EWZS

YTD

-32.42%

1M

-13.62%

6M

-15.87%

1Y

-32.01%

5Y*

-10.71%

10Y*

-0.10%

EIRL

YTD

-2.12%

1M

-0.64%

6M

-9.53%

1Y

-1.97%

5Y*

6.35%

10Y*

6.76%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EWZS vs. EIRL - Expense Ratio Comparison

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


EWZS
iShares MSCI Brazil Small-Cap ETF
Expense ratio chart for EWZS: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for EIRL: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

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.


Sharpe ratio
The chart of Sharpe ratio for EWZS, currently valued at -1.14, compared to the broader market0.002.004.00-1.14-0.07
The chart of Sortino ratio for EWZS, currently valued at -1.59, compared to the broader market-2.000.002.004.006.008.0010.00-1.590.01
The chart of Omega ratio for EWZS, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.000.811.00
The chart of Calmar ratio for EWZS, currently valued at -0.57, compared to the broader market0.005.0010.0015.00-0.57-0.07
The chart of Martin ratio for EWZS, currently valued at -1.89, compared to the broader market0.0020.0040.0060.0080.00100.00-1.89-0.18
EWZS
EIRL

The current EWZS Sharpe Ratio is -1.14, which is lower than the EIRL Sharpe Ratio of -0.07. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-1.14
-0.07
EWZS
EIRL

Dividends

EWZS vs. EIRL - Dividend Comparison

EWZS's dividend yield for the trailing twelve months is around 4.68%, more than EIRL's 2.58% yield.


TTM20232022202120202019201820172016201520142013
EWZS
iShares MSCI Brazil Small-Cap ETF
4.68%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
2.58%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 -79.23%, 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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-51.99%
-15.96%
EWZS
EIRL

Volatility

EWZS vs. EIRL - Volatility Comparison

iShares MSCI Brazil Small-Cap ETF (EWZS) has a higher volatility of 13.91% compared to iShares MSCI Ireland ETF (EIRL) at 2.69%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.91%
2.69%
EWZS
EIRL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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