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iShares MSCI Philippines ETF (EPHE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46429B4086
CUSIP46429B408
IssueriShares
Inception DateSep 28, 2010
RegionEmerging Asia Pacific (Philippines)
CategoryAsia Pacific Equities
Index TrackedMSCI Philippines Investable Market Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares MSCI Philippines ETF has a high expense ratio of 0.59%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.59%

Share Price Chart


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Compare to other instruments

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iShares MSCI Philippines ETF

Popular comparisons: EPHE vs. VTI, EPHE vs. GOVT, EPHE vs. ITOT, EPHE vs. VOO, EPHE vs. VXUS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Philippines ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
4.00%
15.73%
EPHE (iShares MSCI Philippines ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI Philippines ETF had a return of -2.08% year-to-date (YTD) and -0.80% in the last 12 months. Over the past 10 years, iShares MSCI Philippines ETF had an annualized return of -2.49%, while the S&P 500 had an annualized return of 10.53%, indicating that iShares MSCI Philippines ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-2.08%6.12%
1 month-7.05%-1.08%
6 months4.01%15.73%
1 year-0.80%22.34%
5 years (annualized)-4.85%11.82%
10 years (annualized)-2.49%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.89%3.70%0.62%
20232.38%-6.18%7.23%4.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EPHE is 13, indicating that it is in the bottom 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of EPHE is 1313
iShares MSCI Philippines ETF(EPHE)
The Sharpe Ratio Rank of EPHE is 1313Sharpe Ratio Rank
The Sortino Ratio Rank of EPHE is 1313Sortino Ratio Rank
The Omega Ratio Rank of EPHE is 1313Omega Ratio Rank
The Calmar Ratio Rank of EPHE is 1414Calmar Ratio Rank
The Martin Ratio Rank of EPHE is 1313Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EPHE
Sharpe ratio
The chart of Sharpe ratio for EPHE, currently valued at -0.11, compared to the broader market0.002.004.00-0.11
Sortino ratio
The chart of Sortino ratio for EPHE, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.00-0.06
Omega ratio
The chart of Omega ratio for EPHE, currently valued at 0.99, compared to the broader market1.001.502.002.500.99
Calmar ratio
The chart of Calmar ratio for EPHE, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00-0.04
Martin ratio
The chart of Martin ratio for EPHE, currently valued at -0.24, compared to the broader market0.0020.0040.0060.0080.00-0.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current iShares MSCI Philippines ETF Sharpe ratio is -0.11. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.11
1.89
EPHE (iShares MSCI Philippines ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Philippines ETF granted a 2.05% dividend yield in the last twelve months. The annual payout for that period amounted to $0.52 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.52$0.52$0.45$0.33$0.23$0.27$0.14$0.14$0.23$0.35$0.37$0.33

Dividend yield

2.05%2.01%1.73%1.05%0.72%0.78%0.45%0.36%0.71%1.03%0.97%1.05%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
2021$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.12
2020$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.07
2019$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.03
2018$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.02
2017$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.03
2016$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.09
2015$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.12
2014$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.10
2013$0.29$0.00$0.00$0.00$0.00$0.00$0.04

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-35.33%
-3.66%
EPHE (iShares MSCI Philippines ETF)
Benchmark (^GSPC)

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 35.33%.


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

Volatility

Volatility Chart

The current iShares MSCI Philippines ETF volatility is 4.80%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
4.80%
3.44%
EPHE (iShares MSCI Philippines ETF)
Benchmark (^GSPC)