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WIP vs. EWS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIP vs. EWS - 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 Singapore ETF (EWS). 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 3.03% return, which is significantly lower than EWS's 4.29% return. Over the past 10 years, WIP has underperformed EWS with an annualized return of 1.51%, while EWS has yielded a comparatively higher 7.57% annualized return.


WIP

1D
-0.33%
1M
-1.95%
YTD
3.03%
6M
4.34%
1Y
8.35%
3Y*
4.44%
5Y*
-0.96%
10Y*
1.51%

EWS

1D
0.07%
1M
-0.69%
YTD
4.29%
6M
6.98%
1Y
13.77%
3Y*
20.03%
5Y*
8.63%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIP vs. EWS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
3.03%15.18%-8.71%8.84%-15.54%-4.15%8.37%8.62%-5.97%12.73%
EWS
iShares MSCI Singapore ETF
4.29%31.35%22.10%6.15%-9.80%5.47%-8.47%14.54%-11.34%34.78%

Correlation

The correlation between WIP and EWS is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.41

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

0.39

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

0.35

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2008

0.36

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Return for Risk

WIP vs. EWS — Risk / Return Rank

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

WIP
WIP Risk / Return Rank: 3131
Overall Rank
WIP Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 2727
Sortino Ratio Rank
WIP Omega Ratio Rank: 2727
Omega Ratio Rank
WIP Calmar Ratio Rank: 3636
Calmar Ratio Rank
WIP Martin Ratio Rank: 3535
Martin Ratio Rank

EWS
EWS Risk / Return Rank: 3131
Overall Rank
EWS Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EWS Sortino Ratio Rank: 2828
Sortino Ratio Rank
EWS Omega Ratio Rank: 2727
Omega Ratio Rank
EWS Calmar Ratio Rank: 3939
Calmar Ratio Rank
EWS Martin Ratio Rank: 3232
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. EWS - 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 Singapore ETF (EWS). 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.


WIPEWSDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.16

1.17

0.00

Calmar ratioReturn relative to maximum drawdown

1.62

1.77

-0.14

Martin ratioReturn relative to average drawdown

4.84

4.29

+0.54

WIP vs. EWS - Sharpe Ratio Comparison

The current WIP Sharpe Ratio is 0.95, which is comparable to the EWS Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of WIP and EWS, 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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Sharpe Ratios by Period


WIPEWSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.91

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.50

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.42

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.14

-0.03

Drawdowns

WIP vs. EWS - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.60%, smaller than the maximum EWS drawdown of -75.00%. Use the drawdown chart below to compare losses from any high point for WIP and EWS.


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Drawdown Indicators


WIPEWSDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-75.00%

+45.40%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-7.82%

+2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

-16.34%

+5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

-29.06%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-28.84%

-40.84%

+12.00%

Current Drawdown

Current decline from peak

-5.04%

-4.30%

-0.74%

Average Drawdown

Average peak-to-trough decline

-8.58%

-21.87%

+13.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

3.22%

-1.49%

Volatility

WIP vs. EWS - Volatility Comparison

The current volatility for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) is 3.11%, while iShares MSCI Singapore ETF (EWS) has a volatility of 4.69%. This indicates that WIP experiences smaller price fluctuations and is considered to be less risky than EWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WIPEWSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

4.69%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

11.96%

-5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

8.81%

15.15%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.46%

17.31%

-5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.17%

18.06%

-7.89%

WIP vs. EWS - Expense Ratio Comparison

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


Dividends

WIP vs. EWS - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.86%, more than EWS's 3.93% yield.


PositionTTM20252024202320222021202020192018201720162015
EWS
iShares MSCI Singapore ETF
3.93%4.10%4.28%6.50%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.86%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 EWS have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWS has higher volatility (4.69%) compared to WIP (3.11%). In terms of maximum drawdown, WIP dropped -29.60% vs EWS's -75.00%.

On 10-year performance, EWS leads with 7.57% vs 1.51% for WIP. Both ETFs have the same 0.50% expense ratio. On volatility, WIP has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EWS has performed better with a 7.57% return vs 1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

WIP has the higher dividend yield at 5.86%, compared with 3.93% for EWS.

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

WIP currently has the higher Sharpe Ratio (0.95 vs 0.91), 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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