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EZA vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EZAVT
YTD Return-6.63%4.17%
1Y Return-4.84%19.58%
3Y Return (Ann)-5.74%3.70%
5Y Return (Ann)-2.13%9.50%
10Y Return (Ann)-1.27%8.41%
Sharpe Ratio-0.171.67
Daily Std Dev26.29%11.58%
Max Drawdown-64.64%-50.27%
Current Drawdown-30.45%-3.38%

Correlation

-0.50.00.51.00.7

The correlation between EZA and VT is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

EZA vs. VT - Performance Comparison

In the year-to-date period, EZA achieves a -6.63% return, which is significantly lower than VT's 4.17% return. Over the past 10 years, EZA has underperformed VT with an annualized return of -1.27%, while VT has yielded a comparatively higher 8.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
6.65%
20.88%
EZA
VT

Compare stocks, funds, or ETFs

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


iShares MSCI South Africa ETF

Vanguard Total World Stock ETF

EZA vs. VT - Expense Ratio Comparison

EZA has a 0.59% expense ratio, which is higher than VT's 0.07% expense ratio.


EZA
iShares MSCI South Africa ETF
Expense ratio chart for EZA: 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 VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

EZA vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Africa ETF (EZA) and Vanguard Total World Stock ETF (VT). 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.


EZA
Sharpe ratio
The chart of Sharpe ratio for EZA, currently valued at -0.17, compared to the broader market-1.000.001.002.003.004.00-0.17
Sortino ratio
The chart of Sortino ratio for EZA, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.00-0.06
Omega ratio
The chart of Omega ratio for EZA, currently valued at 0.99, compared to the broader market1.001.502.000.99
Calmar ratio
The chart of Calmar ratio for EZA, currently valued at -0.12, compared to the broader market0.002.004.006.008.0010.00-0.12
Martin ratio
The chart of Martin ratio for EZA, currently valued at -0.38, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.38
VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.001.67
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.002.45
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.29, compared to the broader market1.001.502.001.29
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.001.29
Martin ratio
The chart of Martin ratio for VT, currently valued at 5.56, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.56

EZA vs. VT - Sharpe Ratio Comparison

The current EZA Sharpe Ratio is -0.17, which is lower than the VT Sharpe Ratio of 1.67. The chart below compares the 12-month rolling Sharpe Ratio of EZA and VT.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
-0.17
1.67
EZA
VT

Dividends

EZA vs. VT - Dividend Comparison

EZA's dividend yield for the trailing twelve months is around 3.04%, more than VT's 2.13% yield.


TTM20232022202120202019201820172016201520142013
EZA
iShares MSCI South Africa ETF
3.04%2.84%3.90%2.05%5.51%12.27%3.81%1.55%4.10%3.03%2.20%2.44%
VT
Vanguard Total World Stock ETF
2.13%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

EZA vs. VT - Drawdown Comparison

The maximum EZA drawdown since its inception was -64.64%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for EZA and VT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-30.45%
-3.38%
EZA
VT

Volatility

EZA vs. VT - Volatility Comparison

iShares MSCI South Africa ETF (EZA) has a higher volatility of 5.90% compared to Vanguard Total World Stock ETF (VT) at 3.35%. This indicates that EZA's price experiences larger fluctuations and is considered to be riskier than VT 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%NovemberDecember2024FebruaryMarchApril
5.90%
3.35%
EZA
VT