VTSI vs. EWA
Compare and contrast key facts about VirTra, Inc. (VTSI) and iShares MSCI-Australia ETF (EWA).
EWA is a passively managed fund by iShares that tracks the performance of the MSCI Australia Index. It was launched on Mar 18, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTSI or EWA.
Key characteristics
| VTSI | EWA | |
|---|---|---|
| YTD Return | -26.35% | 6.79% |
| 1Y Return | 40.62% | 23.41% |
| 3Y Return (Ann) | -5.62% | 4.12% |
| 5Y Return (Ann) | 13.88% | 6.64% |
| Sharpe Ratio | 0.59 | 1.41 |
| Sortino Ratio | 1.47 | 2.04 |
| Omega Ratio | 1.19 | 1.25 |
| Calmar Ratio | 0.75 | 1.67 |
| Martin Ratio | 1.18 | 7.85 |
| Ulcer Index | 41.39% | 3.06% |
| Daily Std Dev | 83.02% | 17.07% |
| Max Drawdown | -69.54% | -66.98% |
| Current Drawdown | -59.26% | -5.94% |
Correlation
The correlation between VTSI and EWA is 0.10, 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.
Performance
VTSI vs. EWA - Performance Comparison
In the year-to-date period, VTSI achieves a -26.35% return, which is significantly lower than EWA's 6.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VTSI vs. EWA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VirTra, Inc. (VTSI) and iShares MSCI-Australia ETF (EWA). 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.
Dividends
VTSI vs. EWA - Dividend Comparison
VTSI has not paid dividends to shareholders, while EWA's dividend yield for the trailing twelve months is around 3.75%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSI VirTra, 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% |
EWA iShares MSCI-Australia ETF | 3.75% | 3.72% | 5.28% | 5.08% | 2.02% | 3.97% | 6.11% | 4.44% | 4.03% | 5.48% | 4.92% | 4.69% |
Drawdowns
VTSI vs. EWA - Drawdown Comparison
The maximum VTSI drawdown since its inception was -69.54%, roughly equal to the maximum EWA drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for VTSI and EWA. For additional features, visit the drawdowns tool.
Volatility
VTSI vs. EWA - Volatility Comparison
VirTra, Inc. (VTSI) has a higher volatility of 11.47% compared to iShares MSCI-Australia ETF (EWA) at 5.02%. This indicates that VTSI's price experiences larger fluctuations and is considered to be riskier than EWA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.