EZA vs. VTI
Compare and contrast key facts about iShares MSCI South Africa ETF (EZA) and Vanguard Total Stock Market ETF (VTI).
EZA and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EZA is a passively managed fund by iShares that tracks the performance of the MSCI South Africa Index. It was launched on Feb 7, 2003. 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 EZA 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
EZA vs. VTI - Performance Comparison
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EZA vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EZA iShares MSCI South Africa ETF | 0.03% | 75.20% | 7.16% | 1.51% | -5.18% | 7.91% | -5.19% | 9.83% | -25.24% | 36.03% |
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, EZA achieves a 0.03% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, EZA has underperformed VTI with an annualized return of 7.86%, while VTI has yielded a comparatively higher 13.69% annualized return.
EZA
- 1D
- 1.50%
- 1M
- -13.87%
- YTD
- 0.03%
- 6M
- 12.10%
- 1Y
- 52.70%
- 3Y*
- 24.18%
- 5Y*
- 11.19%
- 10Y*
- 7.86%
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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EZA vs. VTI - Expense Ratio Comparison
EZA has a 0.59% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
EZA vs. VTI — Risk / Return Rank
EZA
VTI
EZA vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Africa ETF (EZA) 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.
| EZA | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 0.98 | +0.70 |
Sortino ratioReturn per unit of downside risk | 2.14 | 1.52 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.26 | 1.54 | +0.71 |
Martin ratioReturn relative to average drawdown | 8.76 | 7.30 | +1.46 |
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
| EZA | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 0.98 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.61 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.75 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.48 | -0.19 |
Correlation
The correlation between EZA and VTI is 0.60, 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
EZA vs. VTI - Dividend Comparison
EZA's dividend yield for the trailing twelve months is around 6.16%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZA iShares MSCI South Africa ETF | 6.16% | 6.16% | 7.26% | 2.84% | 3.90% | 2.05% | 5.51% | 12.27% | 3.81% | 1.55% | 4.10% | 3.03% |
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
EZA vs. VTI - Drawdown Comparison
The maximum EZA drawdown since its inception was -64.64%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EZA and VTI.
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Drawdown Indicators
| EZA | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.64% | -55.45% | -9.19% |
Max Drawdown (1Y)Largest decline over 1 year | -23.31% | -12.30% | -11.01% |
Max Drawdown (5Y)Largest decline over 5 years | -34.94% | -25.36% | -9.58% |
Max Drawdown (10Y)Largest decline over 10 years | -62.25% | -35.00% | -27.25% |
Current DrawdownCurrent decline from peak | -15.66% | -5.54% | -10.12% |
Average DrawdownAverage peak-to-trough decline | -16.94% | -8.08% | -8.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 2.60% | +3.41% |
Volatility
EZA vs. VTI - Volatility Comparison
iShares MSCI South Africa ETF (EZA) has a higher volatility of 13.33% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that EZA'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
| EZA | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.33% | 5.48% | +7.85% |
Volatility (6M)Calculated over the trailing 6-month period | 25.11% | 9.75% | +15.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.40% | 19.02% | +12.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.33% | 17.41% | +10.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.31% | 18.29% | +13.02% |