VTSI vs. EWA
VTSI (VirTra, Inc.) is a stock, while EWA (iShares MSCI-Australia ETF) is Asia Pacific Equities fund tracking the MSCI Australia Index. Over the past 10 years, VTSI returned 5.64%/yr vs 8.55%/yr for EWA. At a 0.13 correlation, their price movements are largely independent.
Performance
VTSI vs. EWA - Performance Comparison
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Returns By Period
In the year-to-date period, VTSI achieves a -20.48% return, which is significantly lower than EWA's 10.16% return. Over the past 10 years, VTSI has underperformed EWA with an annualized return of 5.64%, while EWA has yielded a comparatively higher 8.55% annualized return.
VTSI
- 1D
- -0.30%
- 1M
- -3.75%
- YTD
- -20.48%
- 6M
- -24.77%
- 1Y
- -44.98%
- 3Y*
- -24.10%
- 5Y*
- -15.56%
- 10Y*
- 5.64%
EWA
- 1D
- -0.39%
- 1M
- 0.24%
- YTD
- 10.16%
- 6M
- 10.32%
- 1Y
- 14.84%
- 3Y*
- 12.44%
- 5Y*
- 5.99%
- 10Y*
- 8.55%
VTSI vs. EWA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSI VirTra, Inc. | -20.48% | -37.78% | -28.72% | 102.35% | -33.14% | 98.86% | -27.72% | 58.63% | 16.29% | 0.00% |
EWA iShares MSCI-Australia ETF | 10.16% | 13.35% | 1.60% | 13.81% | -5.92% | 8.93% | 8.29% | 22.45% | -12.04% | 19.88% |
Correlation
The correlation between VTSI and EWA is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.13 |
The correlation between VTSI and EWA shifts across timeframes, from 0.13 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VTSI vs. EWA — Risk / Return Rank
VTSI
EWA
VTSI vs. EWA - Risk-Adjusted Trends 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.
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.
| VTSI | EWA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.16 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 1.49 | -2.29 |
| Martin ratioReturn relative to average drawdown | -1.31 | 4.07 | -5.38 |
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Drawdowns
VTSI vs. EWA - Drawdown Comparison
The maximum VTSI drawdown since its inception was -81.25%, which is greater than EWA's maximum drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for VTSI and EWA.
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Drawdown Indicators
| VTSI | EWA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.25% | -66.98% | -14.27% |
Max Drawdown (1Y)Largest decline over 1 year | -56.03% | -10.01% | -46.02% |
Max Drawdown (3Y)Largest decline over 3 years | -81.25% | -21.91% | -59.34% |
Max Drawdown (5Y)Largest decline over 5 years | -81.25% | -24.87% | -56.38% |
Max Drawdown (10Y)Largest decline over 10 years | -81.25% | -45.54% | -35.71% |
Current DrawdownCurrent decline from peak | -80.49% | -4.66% | -75.83% |
Average DrawdownAverage peak-to-trough decline | -40.71% | -11.32% | -29.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.34% | 3.65% | +30.69% |
Volatility
VTSI vs. EWA - Volatility Comparison
VirTra, Inc. (VTSI) has a higher volatility of 9.50% compared to iShares MSCI-Australia ETF (EWA) at 5.54%. 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.
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Volatility by Period
| VTSI | EWA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.50% | 5.54% | +3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 39.42% | 14.69% | +24.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.87% | 17.40% | +42.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.19% | 19.79% | +47.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.69% | 22.61% | +57.08% |
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 2.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWA iShares MSCI-Australia ETF | 2.98% | 3.21% | 3.71% | 3.72% | 5.28% | 5.08% | 2.02% | 3.97% | 6.11% | 4.44% | 4.03% | 5.48% |
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% |
Frequently Asked Questions
VTSI and EWA have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTSI has higher volatility (9.50%) compared to EWA (5.54%). In terms of maximum drawdown, VTSI dropped -81.25% vs EWA's -66.98%.
EWA currently has the higher Sharpe Ratio (0.86 vs -0.75), 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.
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