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

Correlation

The correlation between EWZS and FNDA is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

EWZS vs. FNDA - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-29.60%
201.35%
EWZS
FNDA

Key characteristics

Sharpe Ratio

EWZS:

-1.14

FNDA:

0.64

Sortino Ratio

EWZS:

-1.59

FNDA:

1.02

Omega Ratio

EWZS:

0.81

FNDA:

1.13

Calmar Ratio

EWZS:

-0.57

FNDA:

1.31

Martin Ratio

EWZS:

-1.89

FNDA:

3.35

Ulcer Index

EWZS:

16.44%

FNDA:

3.53%

Daily Std Dev

EWZS:

27.18%

FNDA:

18.35%

Max Drawdown

EWZS:

-79.23%

FNDA:

-44.64%

Current Drawdown

EWZS:

-51.99%

FNDA:

-7.66%

Returns By Period

In the year-to-date period, EWZS achieves a -32.42% return, which is significantly lower than FNDA's 9.69% return. Over the past 10 years, EWZS has underperformed FNDA with an annualized return of -0.10%, while FNDA has yielded a comparatively higher 9.32% annualized return.


EWZS

YTD

-32.42%

1M

-13.62%

6M

-15.87%

1Y

-32.01%

5Y*

-10.71%

10Y*

-0.10%

FNDA

YTD

9.69%

1M

-3.25%

6M

10.78%

1Y

10.08%

5Y*

10.24%

10Y*

9.32%

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. FNDA - Expense Ratio Comparison

EWZS has a 0.59% expense ratio, which is higher than FNDA's 0.25% 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 FNDA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

EWZS vs. FNDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil Small-Cap ETF (EWZS) and Schwab Fundamental US Small Co. Index ETF (FNDA). 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 market0.002.004.00-1.140.64
The chart of Sortino ratio for EWZS, currently valued at -1.59, compared to the broader market-2.000.002.004.006.008.0010.00-1.591.02
The chart of Omega ratio for EWZS, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.000.811.13
The chart of Calmar ratio for EWZS, currently valued at -0.60, compared to the broader market0.005.0010.0015.00-0.601.31
The chart of Martin ratio for EWZS, currently valued at -1.89, compared to the broader market0.0020.0040.0060.0080.00100.00-1.893.35
EWZS
FNDA

The current EWZS Sharpe Ratio is -1.14, which is lower than the FNDA Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of EWZS and FNDA, 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
0.64
EWZS
FNDA

Dividends

EWZS vs. FNDA - Dividend Comparison

EWZS's dividend yield for the trailing twelve months is around 4.68%, more than FNDA's 2.24% 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%
FNDA
Schwab Fundamental US Small Co. Index ETF
2.24%1.83%2.76%2.10%2.13%2.76%2.80%1.61%1.52%1.99%1.33%0.58%

Drawdowns

EWZS vs. FNDA - Drawdown Comparison

The maximum EWZS drawdown since its inception was -79.23%, which is greater than FNDA's maximum drawdown of -44.64%. Use the drawdown chart below to compare losses from any high point for EWZS and FNDA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.70%
-7.66%
EWZS
FNDA

Volatility

EWZS vs. FNDA - Volatility Comparison

iShares MSCI Brazil Small-Cap ETF (EWZS) has a higher volatility of 13.91% compared to Schwab Fundamental US Small Co. Index ETF (FNDA) at 5.60%. This indicates that EWZS's price experiences larger fluctuations and is considered to be riskier than FNDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.91%
5.60%
EWZS
FNDA
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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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