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WIP vs. EWA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIP vs. EWA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and iShares MSCI-Australia ETF (EWA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WIP achieves a 4.23% return, which is significantly lower than EWA's 11.57% return. Over the past 10 years, WIP has underperformed EWA with an annualized return of 1.67%, while EWA has yielded a comparatively higher 8.75% annualized return.


WIP

1D
0.48%
1M
-0.25%
YTD
4.23%
6M
4.92%
1Y
7.91%
3Y*
4.95%
5Y*
-0.77%
10Y*
1.67%

EWA

1D
0.90%
1M
0.34%
YTD
11.57%
6M
12.06%
1Y
13.27%
3Y*
11.97%
5Y*
5.57%
10Y*
8.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIP vs. EWA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
4.23%15.18%-8.71%8.84%-15.54%-4.15%8.37%8.62%-5.97%12.73%
EWA
iShares MSCI-Australia ETF
11.57%13.35%1.60%13.81%-5.92%8.93%8.29%22.45%-12.04%19.88%

Correlation

The correlation between WIP and EWA is 0.63, 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

0.63

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

0.54

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

0.51

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

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2008

0.43

Over the past year, WIP and EWA have become more correlated (0.63) than their long-term average of 0.43, meaning their price movements have been converging.

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Return for Risk

WIP vs. EWA — Risk / Return Rank

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

WIP
WIP Risk / Return Rank: 3030
Overall Rank
WIP Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 2626
Sortino Ratio Rank
WIP Omega Ratio Rank: 2525
Omega Ratio Rank
WIP Calmar Ratio Rank: 3535
Calmar Ratio Rank
WIP Martin Ratio Rank: 3434
Martin Ratio Rank

EWA
EWA Risk / Return Rank: 2626
Overall Rank
EWA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EWA Sortino Ratio Rank: 2424
Sortino Ratio Rank
EWA Omega Ratio Rank: 2323
Omega Ratio Rank
EWA Calmar Ratio Rank: 3131
Calmar Ratio Rank
EWA Martin Ratio Rank: 2929
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.

WIP vs. EWA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) 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.


WIPEWADifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.16

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

1.54

1.33

+0.21

Martin ratioReturn relative to average drawdown

4.55

3.68

+0.87

WIP vs. EWA - Sharpe Ratio Comparison

The current WIP Sharpe Ratio is 0.90, which is comparable to the EWA Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of WIP and EWA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WIP vs. EWA - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.60%, smaller than the maximum EWA drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for WIP and EWA.


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Drawdown Indicators


WIPEWADifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-66.98%

+37.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-10.01%

+4.85%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

-21.91%

+10.75%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

-24.87%

-3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-28.84%

-45.54%

+16.70%

Current Drawdown

Current decline from peak

-3.94%

-3.44%

-0.50%

Average Drawdown

Average peak-to-trough decline

-8.58%

-11.32%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

3.62%

-1.88%

Volatility

WIP vs. EWA - Volatility Comparison

The current volatility for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) is 3.18%, while iShares MSCI-Australia ETF (EWA) has a volatility of 5.80%. This indicates that WIP experiences smaller price fluctuations and is considered to be less risky 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


WIPEWADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

5.80%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

14.62%

-7.64%

Volatility (1Y)

Calculated over the trailing 1-year period

8.83%

17.40%

-8.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.46%

19.80%

-8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

22.62%

-12.46%

WIP vs. EWA - Expense Ratio Comparison

Both WIP and EWA have an expense ratio of 0.50%.


Dividends

WIP vs. EWA - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.79%, more than EWA's 2.88% yield.


PositionTTM20252024202320222021202020192018201720162015
EWA
iShares MSCI-Australia ETF
2.88%3.21%3.71%3.72%5.28%5.08%2.02%3.97%6.11%4.44%4.03%5.48%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.79%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%

Frequently Asked Questions


WIP and EWA have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWA has higher volatility (5.80%) compared to WIP (3.18%). In terms of maximum drawdown, WIP dropped -29.60% vs EWA's -66.98%.

On 10-year performance, EWA leads with 8.75% vs 1.67% for WIP. Both ETFs have the same 0.50% expense ratio. On volatility, WIP has been the lower-risk option at 3.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EWA has performed better with a 8.75% return vs 1.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WIP and EWA have the same expense ratio: 0.50% per year.

WIP has the higher dividend yield at 5.79%, compared with 2.88% for EWA.

WIP is categorized as Inflation-Protected Bonds, while EWA is Asia Pacific Equities. WIP tracks FTSE International Inflation-Linked Securities Select (USD), while EWA tracks MSCI Australia Index. They also come from different issuers: State Street and iShares.

WIP currently has the higher Sharpe Ratio (0.90 vs 0.77), 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 WIP and EWA

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