{"schemaVersion":1,"ticker":"EWY","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ewy/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, EWY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ewy/"},"benchmark":{"ticker":"EEM","name":"MSCI Emerging Markets Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"EWY","b":"EEM","window":{"from":"2003-04-25","to":"2026-10-23","firstReturn":"2003-05-02","weeklyReturns":1226,"years":23.5,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01785151,"perWeek":0.0003432982,"days":5879,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":12.02088552,"b":7.59097666,"edge":"EWY","lead":"EWY"},"annualised":{"a":0.11500486,"b":0.09551118,"edge":"EWY","lead":"EWY"},"price":{"a":8.41843088,"b":4.51746037,"edge":"EWY","lead":"EWY"},"volatility":{"a":0.29064342,"b":0.23258626,"edge":"EEM","lead":"EEM"},"downsideDeviation":{"a":0.1992635,"b":0.16074775,"edge":"EEM","lead":"EEM"},"maxDrawdown":{"a":-0.70088842,"b":-0.62646363,"edge":"EEM","lead":"EEM","aPeak":"2007-10-26","aTrough":"2008-10-24","bPeak":"2007-10-26","bTrough":"2008-10-24"},"excess":{"a":0.13355058,"b":0.10056218,"edge":"EWY","lead":"EWY"},"sharpe":{"a":0.45949977,"b":0.43236507,"edge":"EWY (slight)","lead":"EWY"},"sortino":{"a":0.67022102,"b":0.62558994,"edge":"EWY (slight)","lead":"EWY"},"calmar":{"a":0.1640844,"b":0.15246085,"edge":"EWY (slight)","lead":"EWY"}},"relative":{"EWY":{"on":"EEM","beta":1.07804258,"r2":0.74425022,"alpha":0.02514028,"alphaT":0.82868265,"alphaLow":-0.03437926,"alphaHigh":0.08465981,"upsideCapture":1.15047698,"downsideCapture":1.03211805,"treynor":0.12388248,"trackingError":0.14809992,"informationRatio":0.22274426,"upWeeks":677,"downWeeks":542,"treynorReference":0.10056218,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EWY","lead":"EWY"},"downsideCapture":{"edge":"EEM (slight)","lead":"EEM"},"treynor":{"edge":"EWY","lead":"EWY"},"informationRatio":{"edge":null,"lead":"EWY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"EWY":{"kept":"2026-10-26","distributions":28,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2011-12-20","amount":0.373009,"vendor":0.35539}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1226,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":12.02088552}},"EEM":{"kept":"2026-10-26","distributions":47,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1226,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.59097666}}}}