DMO vs EWO

Comparison between Western Asset Mortgage Opportunity Fund Inc (DMO, ETF) and ISHARES MSCI AUSTRIA ETF (EWO, ETF).

5-Year PerformanceEWO has outperformed DMO, delivering a return of +14.5% compared to +4.9%

DMO vs EWO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DMO(ETF)	EWO(ETF)
Net Assets	$131M	$131M
Expense Ratio	N/A	0.49%
Max Drawdown	62.91%	77.19%
Sharpe Ratio	-0.00	1.76
5Y Beta	0.15	0.72
5Y Dividends CAGR	3.16%	17.11%

Net Assets

Winner

DMO

$131M

EWO

$131M

Expense Ratio

DMO

N/A

EWO

0.49%

Max Drawdown

Winner

DMO

62.91%

EWO

77.19%

Sharpe Ratio

DMO

-0.00

Winner

EWO

1.76

5Y Beta

Winner

DMO

0.15

EWO

0.72

5Y Dividends CAGR

DMO

3.16%

Winner

EWO

17.11%

DMO vs EWO - Historical Returns

Returns include dividend reinvestment.

Period	DMO	EWO
1 month	-1.67%	+2.97%
3 months	-0.83%	+11.65%
6 months	-0.42%	+19.43%
1 year	+3.26%	+40.93%
5 years(CAGR)	+4.93%	+14.46%
10 years(CAGR)	+4.25%	+13.85%
Max(CAGR)	+8.41%	+8.73%

DMO

-1.67%

Winner

EWO

+2.97%

DMO

-0.83%

Winner

EWO

+11.65%

DMO

-0.42%

Winner

EWO

+19.43%

DMO

+3.26%

Winner

EWO

+40.93%

5Y(CAGR)

DMO

+4.93%

Winner

EWO

+14.46%

10Y(CAGR)

DMO

+4.25%

Winner

EWO

+13.85%

Max(CAGR)

DMO

+8.41%

Winner

EWO

+8.73%

DMO vs EWO - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	DMO	EWO
2026	+3.64%	+11.97%
2025	+7.32%	+76.70%
2024	+19.98%	+5.70%
2023	+15.85%	+19.02%
2022	-21.50%	-22.04%
2021	+17.98%	+30.09%
2020	-23.14%	-4.96%
2019	+6.94%	+17.21%
2018	-1.47%	-24.17%
2017	+25.91%	+50.23%
2016	+9.92%	+9.17%
2015	+13.23%	+3.37%
2014	+18.82%	-19.71%
2013	+8.60%	+10.06%
2012	+39.56%	+27.62%
2011	-0.97%	-34.76%
2010	+13.81%	+12.07%
2009	N/A	+52.29%
2008	N/A	-63.61%
2007	N/A	+2.80%
2006	N/A	+31.44%
2005	N/A	+21.97%
2004	N/A	+69.66%
2003	N/A	+58.35%
2002	N/A	+18.58%
2001	N/A	-4.51%
2000	N/A	-14.30%
1999	N/A	-2.92%

DMO vs EWO Drawdown Comparison

The maximum drawdown for DMO was -49.09%, occurring on Apr 3, 2020. Recovery took 1427 trading sessions.

The maximum drawdown for EWO was -75.71%, occurring on Mar 9, 2009. Recovery took 4455 trading sessions.

The current DMO drawdown is -3.77%. The current EWO drawdown is -3.12%.

Rank	DMO	EWO
#1	-49.09% Oct 16, 2019 - Jun 23, 2025	-75.71% Jun 4, 2007 - Feb 14, 2025
#2	-14.52% Jan 24, 2018 - Jun 17, 2019	-27.90% Jan 7, 2000 - Jan 24, 2003
#3	-14.50% Jan 30, 2013 - Feb 21, 2014	-23.59% May 5, 2006 - Nov 29, 2006
#4	-13.05% Mar 8, 2011 - Jan 31, 2012	-16.75% Mar 18, 2025 - May 5, 2025
#5	-13.04% Oct 18, 2016 - Feb 10, 2017	-14.80% Mar 7, 2005 - Aug 1, 2005
#6	-11.64% Oct 19, 2017 - Jan 5, 2018	-14.08% Feb 11, 2026 - Apr 14, 2026
#7	-8.36% Nov 11, 2025 - May 22, 2026	-10.89% Sep 9, 2005 - Dec 13, 2005
#8	-8.00% Sep 25, 2015 - Dec 28, 2015	-10.61% Apr 12, 2004 - Jun 18, 2004
#9	-7.97% Jul 17, 2017 - Aug 22, 2017	-7.57% Aug 16, 2004 - Sep 29, 2004
#10	-6.98% Jan 8, 2016 - Feb 4, 2016	-7.39% Feb 26, 2007 - Mar 21, 2007
#11	-6.52% Feb 4, 2016 - Apr 19, 2016	-7.14% Nov 2, 1999 - Dec 27, 1999
#12	-6.16% Dec 5, 2012 - Jan 11, 2013	-6.90% Dec 30, 2004 - Feb 15, 2005
#13	-5.48% May 7, 2010 - Jul 26, 2010	-6.52% Jan 24, 2003 - Apr 10, 2003
#14	-5.30% Nov 2, 2012 - Nov 28, 2012	-6.10% Jul 2, 2003 - Oct 2, 2003
#15	-5.23% Jun 23, 2015 - Jul 20, 2015	-6.10% Aug 15, 2025 - Nov 25, 2025

Correlation

Correlation between DMO and EWO is 0.71 which considered as a strong positive correlation - the stocks tend to move together.

0.71

-101

Dividend Comparison (2000 - 2026)

DMO vs EWO dividend yield comparison.

Year	DMO	EWO
2026	5.59%	0.00%
2025	14.01%	2.38%
2024	12.92%	7.40%
2023	11.46%	5.66%
2022	11.51%	4.75%
2021	8.88%	2.42%
2020	10.95%	0.98%
2019	9.63%	3.11%
2018	18.93%	4.04%
2017	13.30%	2.03%
2016	13.19%	1.99%
2015	14.09%	1.51%
2014	12.95%	3.93%
2013	15.96%	2.02%
2012	11.89%	1.94%
2011	9.79%	4.16%
2010	5.19%	1.11%
2009	0.00%	4.56%
2008	0.00%	6.06%
2007	0.00%	1.93%
2006	0.00%	1.99%
2005	0.00%	1.06%
2004	0.00%	0.38%
2003	0.00%	1.28%
2002	0.00%	1.21%
2001	0.00%	1.87%
2000	0.00%	0.59%