WTTR vs. EWT
WTTR (Select Energy Services, Inc.) is a stock, while EWT (iShares MSCI Taiwan ETF) is Taiwan Equities fund tracking the MSCI Taiwan 25/50 Index. Over the past 5 years, WTTR returned 32.02%/yr vs 18.05%/yr for EWT. At a 0.26 correlation, their price movements are largely independent.
Performance
WTTR vs. EWT - Performance Comparison
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Returns By Period
In the year-to-date period, WTTR achieves a 91.82% return, which is significantly higher than EWT's 61.33% return.
WTTR
- 1D
- -1.67%
- 1M
- 8.23%
- 6M
- 73.21%
- YTD
- 91.82%
- 1Y
- 119.57%
- 3Y*
- 37.89%
- 5Y*
- 32.02%
- 10Y*
- —
EWT
- 1D
- 0.60%
- 1M
- -3.65%
- 6M
- 54.10%
- YTD
- 61.33%
- 1Y
- 83.97%
- 3Y*
- 36.76%
- 5Y*
- 18.05%
- 10Y*
- 18.99%
WTTR vs. EWT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTTR Select Energy Services, Inc. | 91.82% | -18.31% | 79.17% | -15.63% | 49.18% | 51.95% | -55.82% | 46.84% | -65.35% | 22.42% |
EWT iShares MSCI Taiwan ETF | 61.33% | 28.38% | 16.11% | 29.00% | -28.90% | 26.18% | 31.50% | 33.36% | -9.90% | 13.65% |
Correlation
The correlation between WTTR and EWT is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.26 |
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Return for Risk
WTTR vs. EWT — Risk / Return Rank
WTTR
EWT
WTTR vs. EWT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Select Energy Services, Inc. (WTTR) 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.
| WTTR | EWT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.48 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.88 | 8.03 | -2.15 |
| Martin ratioReturn relative to average drawdown | 15.80 | 21.65 | -5.85 |
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Drawdowns
WTTR vs. EWT - Drawdown Comparison
The maximum WTTR drawdown since its inception was -89.49%, which is greater than EWT's maximum drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for WTTR and EWT.
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Drawdown Indicators
| WTTR | EWT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.49% | -64.37% | -25.12% |
Max Drawdown (1Y)Largest decline over 1 year | -20.45% | -10.51% | -9.94% |
Max Drawdown (3Y)Largest decline over 3 years | -50.66% | -25.66% | -25.00% |
Max Drawdown (5Y)Largest decline over 5 years | -50.66% | -38.88% | -11.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.88% | — |
Current DrawdownCurrent decline from peak | -1.67% | -8.11% | +6.44% |
Average DrawdownAverage peak-to-trough decline | -52.82% | -19.10% | -33.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.59% | 3.89% | +3.70% |
Volatility
WTTR vs. EWT - Volatility Comparison
Select Energy Services, Inc. (WTTR) and iShares MSCI Taiwan ETF (EWT) have volatilities of 12.52% and 12.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTTR | EWT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.52% | 12.95% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 30.57% | 25.55% | +5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.46% | 28.88% | +15.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.56% | 23.49% | +26.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.89% | 21.94% | +38.95% |
Dividends
WTTR vs. EWT - Dividend Comparison
WTTR's dividend yield for the trailing twelve months is around 1.40%, less than EWT's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWT iShares MSCI Taiwan ETF | 2.75% | 4.43% | 3.32% | 12.01% | 18.82% | 0.55% | 1.83% | 2.49% | 3.16% | 2.81% | 2.39% | 3.12% |
WTTR Select Energy Services, Inc. | 1.40% | 2.66% | 1.89% | 2.77% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WTTR and EWT have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWT has higher volatility (12.95%) compared to WTTR (12.52%). In terms of maximum drawdown, WTTR dropped -89.49% vs EWT's -64.37%.
EWT currently has the higher Sharpe Ratio (2.92 vs 2.70), 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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