VMEO vs. EWW

Last updated Apr 1, 2026

Compare and contrast key facts about Vimeo, Inc. (VMEO) and iShares MSCI Mexico ETF (EWW).

EWW is a passively managed fund by iShares that tracks the performance of the MSCI Mexico IMI 25/50 Index. It was launched on Mar 12, 1996.

Performance

VMEO vs. EWW - Performance Comparison

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

VMEO vs. EWW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VMEO Vimeo, Inc.	0.00%	22.66%	63.27%	14.29%	-80.90%	-60.43%
EWW iShares MSCI Mexico ETF	8.51%	53.65%	-28.22%	40.32%	1.24%	9.64%

Returns By Period

VMEO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

EWW

• 1D: 3.39%
• 1M: -7.05%
• YTD: 8.51%
• 6M: 12.41%
• 1Y: 53.18%
• 3Y*: 11.73%
• 5Y*: 14.55%
• 10Y*: 6.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VMEO vs. EWW — Risk / Return Rank

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

EWW

EWW Risk / Return Rank: 93
EWW Sharpe Ratio Rank: 93
EWW Sortino Ratio Rank: 93
EWW Omega Ratio Rank: 92
EWW Calmar Ratio Rank: 94
EWW Martin Ratio Rank: 94

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.

VMEO vs. EWW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vimeo, Inc. (VMEO) and iShares MSCI Mexico ETF (EWW). 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.

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

Sharpe Ratios by Period

	VMEO	EWW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.16	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.24	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.30	—

Correlation

The correlation between VMEO and EWW is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VMEO vs. EWW - Dividend Comparison

VMEO has not paid dividends to shareholders, while EWW's dividend yield for the trailing twelve months is around 3.20%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VMEO Vimeo, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EWW iShares MSCI Mexico ETF	3.20%	3.48%	4.39%	2.19%	3.64%	2.06%	1.43%	2.92%	2.30%	2.22%	1.77%	2.34%

Drawdowns

Drawdown Indicators

	VMEO	EWW	Difference
Max Drawdown Largest peak-to-trough decline	—	-64.94%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.98%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.17%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-53.62%	—
Current Drawdown Current decline from peak	—	-7.39%	—
Average Drawdown Average peak-to-trough decline	—	-18.61%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.66%	—

Volatility

Volatility by Period

	VMEO	EWW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.51%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	24.76%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.43%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	25.39%	—