PortfoliosLab logo

iShares MSCI Philippines ETF

EPHE
ETF · Currency in USD
ISIN
US46429B4086
CUSIP
46429B408
Issuer
iShares
Inception Date
Sep 28, 2010
Region
Emerging Asia Pacific (Philippines)
Category
Asia Pacific Equities
Expense Ratio
0.59%
Index Tracked
MSCI Philippines Investable Market Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

EPHEPrice Chart


Click Calculate to get results
S&P 500

EPHEPerformance

The chart shows the growth of $10,000 invested in iShares MSCI Philippines ETF on Sep 30, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,336 for a total return of roughly 23.36%. All prices are adjusted for splits and dividends.


EPHE (iShares MSCI Philippines ETF)
Benchmark (S&P 500)

EPHEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-8.68%
6M-12.07%
YTD-13.15%
1Y5.97%
5Y-6.28%
10Y1.68%

EPHEMonthly Returns Heatmap


Click Calculate to get results

EPHESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares MSCI Philippines ETF Sharpe ratio is 0.35. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


EPHE (iShares MSCI Philippines ETF)
Benchmark (S&P 500)

EPHEDividends

iShares MSCI Philippines ETF granted a 1.02% dividend yield in the last twelve months, as of Jul 25, 2021. The annual payout for that period amounted to $0.29 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.29$0.23$0.27$0.14$0.14$0.23$0.35$0.37$0.33$0.26$0.25$0.02

Dividend yield

1.02%0.72%0.78%0.45%0.36%0.71%1.03%0.97%1.05%0.76%1.06%0.06%

EPHEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


EPHE (iShares MSCI Philippines ETF)
Benchmark (S&P 500)

EPHEWorst Drawdowns

The table below shows the maximum drawdowns of the iShares MSCI Philippines ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares MSCI Philippines ETF is 53.82%, recorded on Mar 18, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.82%Apr 13, 20151243Mar 18, 2020
-31.77%May 16, 201373Aug 28, 2013401Apr 2, 2015474
-22.96%Nov 5, 2010229Oct 3, 201185Feb 3, 2012314
-10.93%May 4, 20129May 16, 201232Jul 2, 201241
-7.07%Jul 5, 201238Aug 27, 201213Sep 14, 201251
-6.88%Mar 12, 20136Mar 19, 20136Mar 27, 201312
-4.29%Mar 20, 201215Apr 10, 20125Apr 17, 201220
-4.04%Feb 23, 20124Feb 28, 20123Mar 2, 20127
-4%Dec 12, 20125Dec 18, 20129Jan 2, 201314
-3.6%Apr 1, 201313Apr 17, 20133Apr 22, 201316

EPHEVolatility Chart

Current iShares MSCI Philippines ETF volatility is 19.99%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


EPHE (iShares MSCI Philippines ETF)
Benchmark (S&P 500)

Portfolios with iShares MSCI Philippines ETF


Loading data...

More Tools for iShares MSCI Philippines ETF