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ITOL vs. HAWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITOL vs. HAWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tema International Durable Quality ETF (ITOL) and iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITOL achieves a 0.58% return, which is significantly lower than HAWX's 16.83% return.


ITOL

1D
0.00%
1M
0.00%
6M
-2.23%
YTD
0.58%
1Y
3Y*
5Y*
10Y*

HAWX

1D
0.10%
1M
1.49%
6M
12.50%
YTD
16.83%
1Y
33.61%
3Y*
21.68%
5Y*
12.98%
10Y*
12.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITOL vs. HAWX - Yearly Performance Comparison


Correlation

The correlation between ITOL and HAWX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 11, 2025

0.72

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Return for Risk

ITOL vs. HAWX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ITOL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


HAWX
HAWX Risk / Return Rank: 8686
Overall Rank
HAWX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HAWX Sortino Ratio Rank: 8585
Sortino Ratio Rank
HAWX Omega Ratio Rank: 8787
Omega Ratio Rank
HAWX Calmar Ratio Rank: 8282
Calmar Ratio Rank
HAWX Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ITOL vs. HAWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tema International Durable Quality ETF (ITOL) and iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ITOLHAWXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

3.52

Martin ratioReturn relative to average drawdown

14.11

ITOL vs. HAWX - Sharpe Ratio Comparison


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Drawdowns

ITOL vs. HAWX - Drawdown Comparison

The maximum ITOL drawdown since its inception was -15.54%, smaller than the maximum HAWX drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for ITOL and HAWX.


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Drawdown Indicators


ITOLHAWXDifference

Max Drawdown

Largest peak-to-trough decline

-15.54%

-30.63%

+15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

Max Drawdown (3Y)

Largest decline over 3 years

-13.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.47%

Max Drawdown (10Y)

Largest decline over 10 years

-30.63%

Current Drawdown

Current decline from peak

-5.46%

-2.36%

-3.10%

Average Drawdown

Average peak-to-trough decline

-3.80%

-4.26%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

Volatility

ITOL vs. HAWX - Volatility Comparison


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Volatility by Period


ITOLHAWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.74%

14.55%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

13.63%

+3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

15.30%

+1.44%

ITOL vs. HAWX - Expense Ratio Comparison

ITOL has a 0.60% expense ratio, which is higher than HAWX's 0.35% expense ratio.


Dividends

ITOL vs. HAWX - Dividend Comparison

ITOL's dividend yield for the trailing twelve months is around 0.13%, less than HAWX's 2.48% yield.


PositionTTM20252024202320222021202020192018201720162015
HAWX
iShares Currency Hedged MSCI ACWI ex U.S. ETF
2.48%2.80%3.31%2.95%16.94%2.63%2.00%3.23%2.51%2.40%2.49%3.86%
ITOL
Tema International Durable Quality ETF
0.13%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ITOL and HAWX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HAWX is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HAWX is cheaper with a 0.35% expense ratio, compared with 0.60% for ITOL.

HAWX has the higher dividend yield at 2.48%, compared with 0.13% for ITOL.

They also come from different issuers: Tema and iShares. Their fees differ too: 0.60% for ITOL and 0.35% for HAWX.

Portfolio Optimizer

Find the right allocation for ITOL and HAWX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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