- ISIN
- US92189F7758
- CUSIP
- 92189F775
- Delisting Date
- Mar 21, 2024
- Issuer
- VanEck
- Inception Date
- Feb 16, 2010
- Region
- Africa (Egypt)
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MVIS Egypt Index
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $20M
Share Price Chart
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Performance
EGPT Performance Chart
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Returns By Period
VanEck Vectors Egypt Index ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EGPT Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 7.72% | 11.89% | -26.33% | -11.22% | |||||||||
| 2023 | -8.12% | -1.46% | -1.66% | 8.23% | -2.26% | -1.22% | 1.45% | 2.58% | 8.48% | 15.55% | 5.18% | -0.29% | 27.27% |
| 2022 | -3.96% | -5.56% | -12.88% | -1.35% | -7.72% | -9.40% | 2.51% | 2.88% | -3.45% | -5.63% | 11.71% | 7.69% | -24.66% |
| 2021 | 8.06% | -1.99% | -4.13% | -5.51% | 1.88% | 2.11% | 3.44% | 2.55% | -5.30% | 3.73% | 0.36% | 6.64% | 11.31% |
Benchmark Metrics
VanEck Vectors Egypt Index ETF has an annualized alpha of -8.87%, beta of 0.53, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since February 18, 2010.
- This ETF participated in 71.40% of S&P 500 Index downside but only 10.13% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.53 may look defensive, but with R2 of 0.10 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.10 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -8.87%
- Beta
- 0.53
- R²
- 0.10
- Upside Capture
- 10.13%
- Downside Capture
- 71.40%
Expense Ratio
EGPT has a high expense ratio of 0.98%, indicating above-average management fees.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for VanEck Vectors Egypt Index ETF (EGPT) and compare them to S&P 500 Index.
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.
| EGPT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
VanEck Vectors Egypt Index ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $1.46 | $0.27 | $0.66 | $0.63 | $0.61 | $0.48 | $0.25 | $0.42 | $0.61 |
Dividend yield | 0.00% | 6.02% | 1.32% | 2.45% | 2.50% | 2.09% | 1.72% | 0.77% | 1.60% | 1.59% |
Monthly Dividends
The table displays the monthly dividend distributions for VanEck Vectors Egypt Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.03 | $0.03 | |||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.46 | $1.46 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $0.66 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.63 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 | $0.61 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VanEck Vectors Egypt Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VanEck Vectors Egypt Index ETF was 75.56%, occurring on Mar 17, 2023. The portfolio has not yet recovered.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -75.56%Mar 2023 | 12y 11mo | — | 16y 2moApr 2010 - now |
2010 pullback2010 | -8.20%Mar 2010 | 7d | 22d | 29dMar 2010 - Apr 2010 |
2010 pullback2010 | -4.28%Feb 2010 | 5d | 10d | 15dFeb 2010 - Mar 2010 |
Drawdown Indicators
| EGPT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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