EWZS vs. VTI
Compare and contrast key facts about iShares MSCI Brazil Small-Cap ETF (EWZS) and Vanguard Total Stock Market ETF (VTI).
EWZS and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both EWZS and VTI 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 VTI.
Performance
EWZS vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, EWZS achieves a -23.25% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, EWZS has underperformed VTI with an annualized return of -0.36%, while VTI has yielded a comparatively higher 12.67% annualized return.
EWZS
-23.25%
-4.46%
-13.68%
-16.45%
-6.05%
-0.36%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| EWZS | VTI | |
|---|---|---|
| Sharpe Ratio | -0.69 | 2.68 |
| Sortino Ratio | -0.89 | 3.57 |
| Omega Ratio | 0.90 | 1.49 |
| Calmar Ratio | -0.37 | 3.91 |
| Martin Ratio | -1.19 | 17.13 |
| Ulcer Index | 14.21% | 1.96% |
| Daily Std Dev | 24.51% | 12.51% |
| Max Drawdown | -79.26% | -55.45% |
| Current Drawdown | -45.64% | -0.84% |
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EWZS vs. VTI - Expense Ratio Comparison
EWZS has a 0.59% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between EWZS and VTI is 0.46, 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.
Risk-Adjusted Performance
EWZS vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil Small-Cap ETF (EWZS) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
EWZS's dividend yield for the trailing twelve months is around 4.04%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZS iShares MSCI Brazil Small-Cap ETF | 4.04% | 2.75% | 4.62% | 4.51% | 1.15% | 1.77% | 4.79% | 3.41% | 3.62% | 4.35% | 3.05% | 1.88% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
EWZS vs. VTI - Drawdown Comparison
The maximum EWZS drawdown since its inception was -79.26%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EWZS and VTI. For additional features, visit the drawdowns tool.
Volatility
EWZS vs. VTI - Volatility Comparison
iShares MSCI Brazil Small-Cap ETF (EWZS) has a higher volatility of 7.53% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that EWZS's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.