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 Jun 27, 2016. 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.
Performance
EWZS vs. VTI - Performance Comparison
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EWZS vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, EWZS achieves a 14.92% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, EWZS has underperformed VTI with an annualized return of 9.37%, while VTI has yielded a comparatively higher 13.69% 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%
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
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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.
Return for Risk
EWZS vs. VTI — Risk / Return Rank
EWZS
VTI
EWZS vs. VTI - Risk-Adjusted Trends 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.
| EWZS | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.98 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.52 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.54 | +1.00 |
Martin ratioReturn relative to average drawdown | 7.42 | 7.30 | +0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EWZS | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.98 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.61 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.75 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.48 | -0.49 |
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.
Dividends
EWZS vs. VTI - Dividend Comparison
EWZS's dividend yield for the trailing twelve months is around 3.37%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
EWZS vs. VTI - Drawdown Comparison
The maximum EWZS drawdown since its inception was -79.23%, 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.
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Drawdown Indicators
| EWZS | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.23% | -55.45% | -23.78% |
Max Drawdown (1Y)Largest decline over 1 year | -17.05% | -12.30% | -4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -48.78% | -25.36% | -23.42% |
Max Drawdown (10Y)Largest decline over 10 years | -63.15% | -35.00% | -28.15% |
Current DrawdownCurrent decline from peak | -24.43% | -5.54% | -18.89% |
Average DrawdownAverage peak-to-trough decline | -36.70% | -8.08% | -28.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 2.60% | +3.24% |
Volatility
EWZS vs. VTI - Volatility Comparison
iShares MSCI Brazil Small-Cap ETF (EWZS) has a higher volatility of 14.41% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. 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.
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Volatility by Period
| EWZS | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.41% | 5.48% | +8.93% |
Volatility (6M)Calculated over the trailing 6-month period | 23.64% | 9.75% | +13.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.52% | 19.02% | +12.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.97% | 17.41% | +15.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.80% | 18.29% | +18.51% |