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IVSI vs. HAWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVSI vs. HAWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Finance IVS International Large ETF (IVSI) 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, IVSI achieves a 9.90% return, which is significantly lower than HAWX's 16.16% return.


IVSI

1D
-0.12%
1M
0.10%
YTD
9.90%
6M
9.74%
1Y
3Y*
5Y*
10Y*

HAWX

1D
-0.05%
1M
2.71%
YTD
16.16%
6M
16.24%
1Y
34.41%
3Y*
21.66%
5Y*
12.64%
10Y*
12.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVSI vs. HAWX - Yearly Performance Comparison


Correlation

The correlation between IVSI and HAWX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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Return for Risk

IVSI vs. HAWX — Risk / Return Rank

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

IVSI

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


HAWX
HAWX Risk / Return Rank: 8383
Overall Rank
HAWX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HAWX Sortino Ratio Rank: 8282
Sortino Ratio Rank
HAWX Omega Ratio Rank: 8686
Omega Ratio Rank
HAWX Calmar Ratio Rank: 7979
Calmar Ratio Rank
HAWX Martin Ratio Rank: 8383
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.

IVSI vs. HAWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Finance IVS International Large ETF (IVSI) 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.


IVSIHAWXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

3.68

Martin ratioReturn relative to average drawdown

15.14

IVSI vs. HAWX - Sharpe Ratio Comparison


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Drawdowns

IVSI vs. HAWX - Drawdown Comparison

The maximum IVSI drawdown since its inception was -11.73%, smaller than the maximum HAWX drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for IVSI and HAWX.


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Drawdown Indicators


IVSIHAWXDifference

Max Drawdown

Largest peak-to-trough decline

-11.73%

-30.63%

+18.90%

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

-2.06%

-2.92%

+0.86%

Average Drawdown

Average peak-to-trough decline

-2.41%

-4.27%

+1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

Volatility

IVSI vs. HAWX - Volatility Comparison


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Volatility by Period


IVSIHAWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

Volatility (1Y)

Calculated over the trailing 1-year period

17.77%

14.27%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.77%

13.60%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

15.27%

+2.50%

IVSI vs. HAWX - Expense Ratio Comparison

IVSI has a 0.65% expense ratio, which is higher than HAWX's 0.35% expense ratio.


Dividends

IVSI vs. HAWX - Dividend Comparison

IVSI's dividend yield for the trailing twelve months is around 0.04%, less than HAWX's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
HAWX
iShares Currency Hedged MSCI ACWI ex U.S. ETF
2.41%2.80%3.31%2.95%16.94%2.63%2.00%3.23%2.51%2.40%2.49%3.86%
IVSI
Applied Finance IVS International Large ETF
0.04%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IVSI and HAWX have a correlation of 0.86, 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 0.65% for IVSI.

HAWX has the higher dividend yield at 2.41%, compared with 0.04% for IVSI.

They also come from different issuers: Applied Finance and iShares. Their fees differ too: 0.65% for IVSI and 0.35% for HAWX.

Portfolio Optimizer

Find the right allocation for IVSI 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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