META vs. EWY
META (Meta Platforms, Inc.) is a stock, while EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index. Over the past 10 years, META returned 17.39%/yr vs 16.84%/yr for EWY. At a 0.36 correlation, their price movements are largely independent.
Performance
META vs. EWY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, META achieves a -14.03% return, which is significantly lower than EWY's 103.10% return. Both investments have delivered pretty close results over the past 10 years, with META having a 17.39% annualized return and EWY not far behind at 16.84%.
META
- 1D
- -0.26%
- 1M
- -8.05%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -17.97%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
EWY
- 1D
- -0.75%
- 1M
- 4.68%
- YTD
- 103.10%
- 6M
- 117.85%
- 1Y
- 198.25%
- 3Y*
- 46.46%
- 5Y*
- 18.80%
- 10Y*
- 16.84%
META vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
EWY iShares MSCI South Korea ETF | 103.10% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
Correlation
The correlation between META and EWY is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.36 |
The correlation between META and EWY shifts across timeframes, from 0.29 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
META vs. EWY — Risk / Return Rank
META
EWY
META vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and iShares MSCI South Korea ETF (EWY). 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.
| META | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.80 | ||
| Sortino ratioReturn per unit of downside risk | -4.62 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.59 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 8.65 | -9.19 |
| Martin ratioReturn relative to average drawdown | -1.12 | 30.24 | -31.36 |
Loading charts...
Drawdowns
META vs. EWY - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, roughly equal to the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for META and EWY.
Loading charts...
Drawdown Indicators
| META | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -74.14% | -2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -23.08% | -10.22% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -27.36% | -6.79% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -48.55% | -28.19% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -49.73% | -27.01% |
Current DrawdownCurrent decline from peak | -28.06% | -8.88% | -19.18% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -20.11% | +4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 6.59% | +9.47% |
Volatility
META vs. EWY - Volatility Comparison
The current volatility for Meta Platforms, Inc. (META) is 10.17%, while iShares MSCI South Korea ETF (EWY) has a volatility of 25.64%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| META | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 25.64% | -15.47% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 42.65% | -15.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 46.51% | -10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 30.15% | +13.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 28.06% | +10.61% |
Dividends
META vs. EWY - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, less than EWY's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 1.03% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
META and EWY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWY has higher volatility (25.64%) compared to META (10.17%). In terms of maximum drawdown, META dropped -76.74% vs EWY's -74.14%.
EWY currently has the higher Sharpe Ratio (4.29 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for META and EWY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer