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TWN vs. EWT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWN vs. EWT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Taiwan Fund Inc. (TWN) and iShares MSCI Taiwan ETF (EWT). The values are adjusted to include any dividend payments, if applicable.

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TWN vs. EWT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWN
The Taiwan Fund Inc.
23.15%54.11%32.76%51.73%-38.54%58.14%40.71%47.00%-19.15%33.80%
EWT
iShares MSCI Taiwan ETF
11.63%28.38%16.11%23.97%-28.90%26.18%31.50%33.36%-9.90%26.81%

Returns By Period

In the year-to-date period, TWN achieves a 23.15% return, which is significantly higher than EWT's 11.63% return. Over the past 10 years, TWN has outperformed EWT with an annualized return of 24.13%, while EWT has yielded a comparatively lower 14.99% annualized return.


TWN

1D
1.00%
1M
-0.36%
YTD
23.15%
6M
35.55%
1Y
120.89%
3Y*
48.50%
5Y*
27.31%
10Y*
24.13%

EWT

1D
2.84%
1M
-6.28%
YTD
11.63%
6M
16.60%
1Y
56.23%
3Y*
22.26%
5Y*
10.25%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWN vs. EWT - Expense Ratio Comparison


Return for Risk

TWN vs. EWT — Risk / Return Rank

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

TWN
TWN Risk / Return Rank: 9999
Overall Rank
TWN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TWN Sortino Ratio Rank: 9898
Sortino Ratio Rank
TWN Omega Ratio Rank: 9797
Omega Ratio Rank
TWN Calmar Ratio Rank: 9999
Calmar Ratio Rank
TWN Martin Ratio Rank: 9999
Martin Ratio Rank

EWT
EWT Risk / Return Rank: 9393
Overall Rank
EWT Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWT Omega Ratio Rank: 9191
Omega Ratio Rank
EWT Calmar Ratio Rank: 9494
Calmar Ratio Rank
EWT Martin Ratio Rank: 9494
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.

TWN vs. EWT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Taiwan Fund Inc. (TWN) and iShares MSCI Taiwan ETF (EWT). 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.


TWNEWTDifference

Sharpe ratio

Return per unit of total volatility

4.65

2.11

+2.55

Sortino ratio

Return per unit of downside risk

4.97

2.80

+2.17

Omega ratio

Gain probability vs. loss probability

1.72

1.38

+0.34

Calmar ratio

Return relative to maximum drawdown

6.97

3.55

+3.42

Martin ratio

Return relative to average drawdown

32.73

14.26

+18.48

TWN vs. EWT - Sharpe Ratio Comparison

The current TWN Sharpe Ratio is 4.65, which is higher than the EWT Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of TWN and EWT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TWNEWTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.65

2.11

+2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.46

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

0.71

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.20

0.00

Correlation

The correlation between TWN and EWT is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TWN vs. EWT - Dividend Comparison

TWN's dividend yield for the trailing twelve months is around 9.43%, more than EWT's 3.97% yield.


TTM20252024202320222021202020192018201720162015
TWN
The Taiwan Fund Inc.
9.43%11.62%19.14%1.26%0.00%7.78%12.91%8.26%11.27%3.16%0.00%0.00%
EWT
iShares MSCI Taiwan ETF
3.97%4.43%3.32%8.12%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%

Drawdowns

TWN vs. EWT - Drawdown Comparison

The maximum TWN drawdown since its inception was -79.52%, which is greater than EWT's maximum drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for TWN and EWT.


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Drawdown Indicators


TWNEWTDifference

Max Drawdown

Largest peak-to-trough decline

-79.52%

-64.37%

-15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-15.53%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-51.72%

-38.88%

-12.84%

Max Drawdown (10Y)

Largest decline over 10 years

-51.72%

-38.88%

-12.84%

Current Drawdown

Current decline from peak

-0.44%

-7.97%

+7.53%

Average Drawdown

Average peak-to-trough decline

-37.58%

-19.35%

-18.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.87%

-0.31%

Volatility

TWN vs. EWT - Volatility Comparison

The Taiwan Fund Inc. (TWN) and iShares MSCI Taiwan ETF (EWT) have volatilities of 11.35% and 11.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWNEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.35%

11.00%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

17.83%

18.14%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

26.22%

26.85%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

22.32%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.93%

21.22%

+0.71%