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EWY vs SHY

Comparison between ISHARES MSCI SOUTH KOREA ETF (EWY, ETF) and ISHARES 1-3 YEAR TREASURY BOND ETF (SHY, ETF).

5-Year PerformanceEWY has outperformed SHY, delivering a return of +15.1% compared to +1.8%

EWY vs SHY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EWY
$25B
Winner
SHY
$25B
Expense Ratio
EWY
0.59%
Winner
SHY
0.15%
Max Drawdown
EWY
74.59%
Winner
SHY
7.25%
Sharpe Ratio
Winner
EWY
1.74
SHY
-0.94
5Y Beta
EWY
1.37
Winner
SHY
0.00
5Y Dividends CAGR
EWY
11.47%
Winner
SHY
52.20%

EWY vs SHY - Historical Returns

Returns include dividend reinvestment.

1M
EWY
-13.55%
Winner
SHY
+0.09%
3M
EWY
-9.81%
Winner
SHY
+0.28%
6M
Winner
EWY
+31.60%
SHY
+0.47%
1Y
Winner
EWY
+129.37%
SHY
+2.57%
5Y(CAGR)
Winner
EWY
+15.07%
SHY
+1.81%
10Y(CAGR)
Winner
EWY
+13.49%
SHY
+1.66%
Max(CAGR)
Winner
EWY
+9.80%
SHY
+1.95%

EWY vs SHY - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

YearEWYSHY
2026+60.56%+0.77%
2025+94.51%+4.98%
2024-19.49%+4.04%
2023+21.31%+4.07%
2022-26.59%-3.77%
2021-9.94%-0.73%
2020+39.48%+2.99%
2019+9.42%+3.37%
2018-21.37%+1.50%
2017+42.82%+0.34%
2016+11.04%+0.69%
2015-7.06%+0.32%
2014-9.22%+0.40%
2013+0.96%+0.24%
2012+17.42%+0.34%
2011-14.35%+1.46%
2010+25.06%+2.14%
2009+65.55%+0.89%
2008-54.47%+6.42%
2007+33.51%+7.24%
2006+7.16%+3.75%
2005+56.02%+1.52%
2004+14.22%+0.91%
2003+34.61%+2.19%
2002-0.43%+2.03%
2001+43.43%N/A
2000-37.79%N/A

EWY vs SHY Drawdown Comparison

The maximum drawdown for EWY was -74.15%, occurring on Nov 20, 2008. Recovery took 2400 trading sessions.

The maximum drawdown for SHY was -5.71%, occurring on Oct 20, 2022. Recovery took 713 trading sessions.

The current EWY drawdown is -25.13%. The current SHY drawdown is -0.12%.

RankEWYSHY
#1-74.15%
Oct 31, 2007 - May 15, 2017
-5.71%
Aug 2, 2021 - Jun 3, 2024
#2-50.79%
Jun 9, 2000 - Mar 6, 2002
-2.23%
Mar 17, 2008 - Sep 15, 2008
#3-49.72%
Jan 8, 2021 - Oct 20, 2025
-1.90%
Mar 24, 2004 - Oct 20, 2004
#4-48.95%
Jan 26, 2018 - Nov 24, 2020
-1.19%
Dec 30, 2008 - Jul 8, 2009
#5-38.19%
Apr 23, 2002 - Oct 13, 2003
-1.07%
Sep 7, 2017 - Nov 28, 2018
#6-34.21%
Jun 18, 2026 - Jul 29, 2026
-0.99%
Jul 5, 2016 - Aug 11, 2017
#7-27.95%
Apr 12, 2004 - Jan 18, 2005
-0.98%
Jun 13, 2003 - Sep 30, 2003
#8-23.18%
May 8, 2006 - Apr 3, 2007
-0.97%
Sep 24, 2024 - Jan 27, 2025
#9-23.08%
Feb 27, 2026 - Apr 17, 2026
-0.89%
Feb 27, 2026 - Jul 15, 2026
#10-19.16%
Jun 1, 2026 - Jun 18, 2026
-0.88%
Sep 17, 2008 - Oct 2, 2008
#11-18.90%
Jul 23, 2007 - Oct 1, 2007
-0.87%
Oct 25, 2004 - May 5, 2005
#12-14.49%
May 16, 2000 - Jun 2, 2000
-0.87%
Dec 1, 2009 - Feb 5, 2010
#13-12.22%
Mar 1, 2005 - Jul 19, 2005
-0.81%
Nov 1, 2010 - May 3, 2011
#14-12.16%
Nov 3, 2025 - Dec 29, 2025
-0.80%
Oct 9, 2002 - Oct 31, 2002
#15-10.33%
Apr 5, 2002 - Apr 17, 2002
-0.75%
Jul 10, 2009 - Aug 28, 2009

Correlation

Correlation between EWY and SHY is 0.75 which considered as a strong positive correlation - the stocks tend to move together.

0.75
-101

Dividend Comparison (2001 - 2026)

EWY vs SHY dividend yield comparison.

YearEWYSHY
20260.00%2.07%
20252.10%3.81%
20242.55%3.92%
20232.52%2.99%
20221.23%1.30%
20212.16%0.26%
20200.73%0.94%
20192.10%2.12%
20181.34%1.72%
20172.90%0.98%
20161.21%0.71%
20152.42%0.54%
20141.20%0.36%
20131.39%0.26%
20120.58%0.37%
20111.34%0.81%
20100.72%1.03%
20090.66%2.41%
20082.86%3.41%
20070.57%4.27%
20060.68%4.13%
20050.58%3.05%
20040.34%1.94%
20030.94%1.59%
20020.00%0.78%
20010.59%0.00%

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