PortfoliosLab logoPortfoliosLab logo
VSH vs. EWT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSH vs. EWT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VSH achieves a 309.92% return, which is significantly higher than EWT's 65.65% return. Over the past 10 years, VSH has underperformed EWT with an annualized return of 19.00%, while EWT has yielded a comparatively higher 20.43% annualized return.


VSH

1D
-8.26%
1M
24.99%
YTD
309.92%
6M
297.04%
1Y
291.27%
3Y*
31.16%
5Y*
24.50%
10Y*
19.00%

EWT

1D
-5.64%
1M
8.67%
YTD
65.65%
6M
68.38%
1Y
99.48%
3Y*
39.48%
5Y*
19.11%
10Y*
20.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSH vs. EWT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSH
Vishay Intertechnology, Inc.
309.92%-12.19%-27.94%12.96%0.67%7.46%-0.52%20.66%-11.89%29.92%
EWT
iShares MSCI Taiwan ETF
65.65%28.38%16.11%29.00%-28.90%26.18%31.50%33.36%-9.90%26.81%

Correlation

The correlation between VSH and EWT is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2000

0.48

The correlation between VSH and EWT shifts across timeframes, from 0.48 (all time) to 0.58 (1 year), 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

VSH vs. EWT — Risk / Return Rank

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

VSH
VSH Risk / Return Rank: 9797
Overall Rank
VSH Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VSH Sortino Ratio Rank: 9797
Sortino Ratio Rank
VSH Omega Ratio Rank: 9696
Omega Ratio Rank
VSH Calmar Ratio Rank: 9797
Calmar Ratio Rank
VSH Martin Ratio Rank: 9797
Martin Ratio Rank

EWT
EWT Risk / Return Rank: 9494
Overall Rank
EWT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9090
Sortino Ratio Rank
EWT Omega Ratio Rank: 9292
Omega Ratio Rank
EWT Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWT Martin Ratio Rank: 9595
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.

VSH vs. EWT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vishay Intertechnology, Inc. (VSH) 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.

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.


VSHEWTDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.59

1.58

+0.01

Calmar ratioReturn relative to maximum drawdown

8.77

9.52

-0.75

Martin ratioReturn relative to average drawdown

24.67

27.93

-3.26

VSH vs. EWT - Sharpe Ratio Comparison

The current VSH Sharpe Ratio is 5.07, which is higher than the EWT Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of VSH and EWT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VSH vs. EWT - Drawdown Comparison

The maximum VSH drawdown since its inception was -96.39%, which is greater than EWT's maximum drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for VSH and EWT.


Loading charts...

Drawdown Indicators


VSHEWTDifference

Max Drawdown

Largest peak-to-trough decline

-96.39%

-64.37%

-32.02%

Max Drawdown (1Y)

Largest decline over 1 year

-33.46%

-10.51%

-22.95%

Max Drawdown (3Y)

Largest decline over 3 years

-63.55%

-25.66%

-37.89%

Max Drawdown (5Y)

Largest decline over 5 years

-63.55%

-38.88%

-24.67%

Max Drawdown (10Y)

Largest decline over 10 years

-63.55%

-38.88%

-24.67%

Current Drawdown

Current decline from peak

-9.15%

-5.64%

-3.51%

Average Drawdown

Average peak-to-trough decline

-53.42%

-19.13%

-34.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.87%

3.57%

+8.30%

Volatility

VSH vs. EWT - Volatility Comparison

Vishay Intertechnology, Inc. (VSH) has a higher volatility of 28.56% compared to iShares MSCI Taiwan ETF (EWT) at 14.88%. This indicates that VSH's price experiences larger fluctuations and is considered to be riskier than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VSHEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.56%

14.88%

+13.68%

Volatility (6M)

Calculated over the trailing 6-month period

45.23%

23.89%

+21.34%

Volatility (1Y)

Calculated over the trailing 1-year period

57.86%

27.85%

+30.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.93%

23.16%

+19.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.41%

21.80%

+18.61%

Dividends

VSH vs. EWT - Dividend Comparison

VSH's dividend yield for the trailing twelve months is around 0.68%, less than EWT's 2.68% yield.


PositionTTM20252024202320222021202020192018201720162015
EWT
iShares MSCI Taiwan ETF
2.68%4.43%3.32%12.01%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%
VSH
Vishay Intertechnology, Inc.
0.68%2.76%2.36%1.67%1.85%1.76%1.83%1.74%1.79%1.23%1.54%1.99%

Frequently Asked Questions


VSH and EWT have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VSH has higher volatility (28.56%) compared to EWT (14.88%). In terms of maximum drawdown, VSH dropped -96.39% vs EWT's -64.37%.

VSH currently has the higher Sharpe Ratio (5.07 vs 3.59), 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.

Portfolio Optimizer

Find the right allocation for VSH and EWT

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