PortfoliosLab logoPortfoliosLab logo
MKOR vs. EWS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MKOR vs. EWS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews Korea Active ETF (MKOR) and iShares MSCI Singapore ETF (EWS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MKOR vs. EWS - Yearly Performance Comparison


2026 (YTD)202520242023
MKOR
Matthews Korea Active ETF
26.80%70.33%-15.76%-2.16%
EWS
iShares MSCI Singapore ETF
2.58%31.35%22.10%-0.41%

Returns By Period

In the year-to-date period, MKOR achieves a 26.80% return, which is significantly higher than EWS's 2.58% return.


MKOR

1D
5.51%
1M
-16.25%
YTD
26.80%
6M
48.56%
1Y
109.77%
3Y*
5Y*
10Y*

EWS

1D
2.06%
1M
-1.91%
YTD
2.58%
6M
2.03%
1Y
23.91%
3Y*
18.28%
5Y*
8.56%
10Y*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


MKOR vs. EWS - Expense Ratio Comparison

MKOR has a 0.79% expense ratio, which is higher than EWS's 0.50% expense ratio.


Return for Risk

MKOR vs. EWS — Risk / Return Rank

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

MKOR
MKOR Risk / Return Rank: 9797
Overall Rank
MKOR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MKOR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MKOR Omega Ratio Rank: 9797
Omega Ratio Rank
MKOR Calmar Ratio Rank: 9797
Calmar Ratio Rank
MKOR Martin Ratio Rank: 9898
Martin Ratio Rank

EWS
EWS Risk / Return Rank: 6969
Overall Rank
EWS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EWS Sortino Ratio Rank: 7373
Sortino Ratio Rank
EWS Omega Ratio Rank: 7474
Omega Ratio Rank
EWS Calmar Ratio Rank: 6262
Calmar Ratio Rank
EWS Martin Ratio Rank: 6868
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.

MKOR vs. EWS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Korea Active ETF (MKOR) and iShares MSCI Singapore ETF (EWS). 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.


MKOREWSDifference

Sharpe ratio

Return per unit of total volatility

3.49

1.20

+2.29

Sortino ratio

Return per unit of downside risk

3.88

1.79

+2.09

Omega ratio

Gain probability vs. loss probability

1.55

1.26

+0.29

Calmar ratio

Return relative to maximum drawdown

5.23

1.50

+3.74

Martin ratio

Return relative to average drawdown

22.29

6.44

+15.85

MKOR vs. EWS - Sharpe Ratio Comparison

The current MKOR Sharpe Ratio is 3.49, which is higher than the EWS Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of MKOR and EWS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MKOREWSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.49

1.20

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.14

+0.84

Correlation

The correlation between MKOR and EWS is 0.52, 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

MKOR vs. EWS - Dividend Comparison

MKOR's dividend yield for the trailing twelve months is around 2.07%, less than EWS's 3.99% yield.


TTM20252024202320222021202020192018201720162015
MKOR
Matthews Korea Active ETF
2.07%2.62%5.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWS
iShares MSCI Singapore ETF
3.99%4.10%4.28%6.50%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%

Drawdowns

MKOR vs. EWS - Drawdown Comparison

The maximum MKOR drawdown since its inception was -22.09%, smaller than the maximum EWS drawdown of -75.00%. Use the drawdown chart below to compare losses from any high point for MKOR and EWS.


Loading graphics...

Drawdown Indicators


MKOREWSDifference

Max Drawdown

Largest peak-to-trough decline

-22.09%

-75.00%

+52.91%

Max Drawdown (1Y)

Largest decline over 1 year

-20.62%

-15.61%

-5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-29.06%

Max Drawdown (10Y)

Largest decline over 10 years

-40.84%

Current Drawdown

Current decline from peak

-16.25%

-4.11%

-12.14%

Average Drawdown

Average peak-to-trough decline

-6.39%

-22.00%

+15.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

3.63%

+1.21%

Volatility

MKOR vs. EWS - Volatility Comparison

Matthews Korea Active ETF (MKOR) has a higher volatility of 20.30% compared to iShares MSCI Singapore ETF (EWS) at 6.71%. This indicates that MKOR's price experiences larger fluctuations and is considered to be riskier than EWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MKOREWSDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.30%

6.71%

+13.59%

Volatility (6M)

Calculated over the trailing 6-month period

27.34%

11.32%

+16.02%

Volatility (1Y)

Calculated over the trailing 1-year period

31.64%

20.03%

+11.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

17.24%

+7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.25%

18.04%

+6.21%