- ISIN
- US46429B4086
- CUSIP
- 46429B408
- Issuer
- iShares
- Inception Date
- Sep 28, 2010
- Region
- Emerging Asia Pacific (Philippines)
- Category
- Asia Pacific Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Philippines Investable Market Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $141M
Highlights
- Avg. Volume (1M)
- 125K
- Avg. Volume Value (1M)
- $3.16M
Share Price Chart
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Performance
EPHE Performance Chart
iShares MSCI Philippines ETF (EPHE) is up 4.6% since the beginning of the year. EPHE is currently trading at $26 per share. Investors who bought $1,000 worth of EPHE shares 5 years ago would now be looking at an investment worth $1,013.
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Returns By Period
iShares MSCI Philippines ETF (EPHE) has returned 4.57% so far this year and 1.90% over the past 12 months. Over the last ten years, EPHE has returned -2.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
iShares MSCI Philippines ETF
- 1D
- -0.51%
- 1M
- 4.41%
- 6M
- 0.35%
- YTD
- 4.57%
- 1Y
- 1.90%
- 3Y*
- 0.76%
- 5Y*
- 0.25%
- 10Y*
- -2.87%
- ALL TIME*
- 1.41%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
EPHE Monthly Returns History
Based on dividend-adjusted daily data since Sep 29, 2010, EPHE's average daily return is +0.02%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.
Historically, 57% of months were positive and 43% were negative. The best month was Oct 2011 with a return of +12.5%, while the worst month was Mar 2020 at -21.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, EPHE closed higher 50% of trading days. The best single day was Mar 13, 2020 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -19.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.21% | 7.47% | -11.04% | -2.54% | -1.40% | 3.24% | 5.79% | 4.57% | |||||
| 2025 | -6.83% | 2.92% | 5.42% | 6.28% | 1.30% | 0.75% | -6.27% | 2.87% | -5.01% | -1.17% | 2.69% | -0.35% | 1.56% |
| 2024 | 1.89% | 3.70% | 0.62% | -6.77% | -4.89% | 0.09% | 4.43% | 9.24% | 5.70% | -6.04% | -6.21% | -1.66% | -1.41% |
| 2023 | 7.37% | -6.08% | 2.08% | 0.22% | -5.48% | 3.20% | 3.96% | -10.12% | 2.38% | -6.18% | 7.23% | 4.56% | 1.27% |
| 2022 | 1.99% | 2.11% | -5.61% | -7.30% | 1.87% | -12.58% | 2.21% | 0.96% | -15.69% | 8.47% | 11.77% | -1.71% | -15.87% |
| 2021 | -8.44% | 0.84% | -3.21% | -1.06% | 6.50% | 1.17% | -9.60% | 7.47% | -1.03% | 6.45% | 0.95% | -0.67% | -2.23% |
Benchmark Metrics
iShares MSCI Philippines ETF has an annualized alpha of -5.77%, beta of 0.74, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since September 29, 2010.
- This ETF participated in 84.82% of S&P 500 Index downside but only 44.64% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.32 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -5.77%
- Beta
- 0.74
- R²
- 0.32
- Upside Capture
- 44.64%
- Downside Capture
- 84.82%
Expense Ratio
EPHE has an expense ratio of 0.59%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EPHE ranks 15 for risk / return — above 15% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) 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.
| EPHE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.25 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 2.00 | -1.79 |
| Martin ratioReturn relative to average drawdown | 0.39 | 8.49 | -8.10 |
Dividends
Dividend History
iShares MSCI Philippines ETF provided a 2.66% dividend yield over the last twelve months, with an annual payout of $0.68 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.68 | $0.53 | $0.58 | $0.52 | $0.45 | $0.33 | $0.23 | $0.27 | $0.14 | $0.14 | $0.23 | $0.35 |
Dividend yield | 2.66% | 2.11% | 2.32% | 2.01% | 1.73% | 1.05% | 0.72% | 0.78% | 0.45% | 0.36% | 0.71% | 1.03% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI Philippines 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.00 | $0.48 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.53 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.58 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.52 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.45 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.33 |
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 iShares MSCI Philippines 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 iShares MSCI Philippines ETF was 53.82%, occurring on Mar 18, 2020. The portfolio has not yet recovered.
The current iShares MSCI Philippines ETF drawdown is 30.85%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-53.82%Mar 2020 | 4y 11mo | — | 11y 3moApr 2015 - now | COVID crash2020 |
-31.77%Aug 2013 | 3mo 14d | 1y 7mo | 1y 10moMay 2013 - Apr 2015 | — |
-22.96%Oct 2011 | 11mo 2d | 4mo 3d | 1y 3moNov 2010 - Feb 2012 | — |
-10.93%May 2012 | 12d | 1mo 17d | 1mo 29dMay 2012 - Jul 2012 | — |
-7.07%Aug 2012 | 1mo 23d | 18d | 2mo 11dJul 2012 - Sep 2012 | — |
Drawdown Indicators
| EPHE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.82% | -56.78% | +2.96% |
Max Drawdown (1Y)Largest decline over 1 year | -15.90% | -9.10% | -6.80% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -18.90% | -2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -25.43% | -7.53% |
Max Drawdown (10Y)Largest decline over 10 years | -51.62% | -33.92% | -17.70% |
Current DrawdownCurrent decline from peak | -30.85% | -1.58% | -29.27% |
Average DrawdownAverage peak-to-trough decline | -21.09% | -10.70% | -10.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.66% | 2.14% | +6.52% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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