PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI Pacific ex Japan ETF (EPP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

NL0011983374

CUSIP

464286665

Issuer

iShares

Inception Date

Oct 25, 2001

Region

Developed Asia Pacific (Pacific ex-Japan)

Leveraged

1x

Index Tracked

MSCI Pacific ex-Japan Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EPP features an expense ratio of 0.48%, falling within the medium range.


Expense ratio chart for EPP: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EPP vs. AIA EPP vs. BBAX EPP vs. AAXJ EPP vs. VPL EPP vs. EWT EPP vs. EWH EPP vs. EWJ EPP vs. VOO EPP vs. EWY EPP vs. SPY
Popular comparisons:
EPP vs. AIA EPP vs. BBAX EPP vs. AAXJ EPP vs. VPL EPP vs. EWT EPP vs. EWH EPP vs. EWJ EPP vs. VOO EPP vs. EWY EPP vs. SPY

Performance

Performance Chart

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


400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
516.64%
436.92%
EPP (iShares MSCI Pacific ex Japan ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Pacific ex Japan ETF had a return of 4.24% year-to-date (YTD) and 5.70% in the last 12 months. Over the past 10 years, iShares MSCI Pacific ex Japan ETF had an annualized return of 4.08%, while the S&P 500 had an annualized return of 11.06%, indicating that iShares MSCI Pacific ex Japan ETF did not perform as well as the benchmark.


EPP

YTD

4.24%

1M

-5.28%

6M

3.43%

1Y

5.70%

5Y*

2.73%

10Y*

4.08%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of EPP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.38%1.64%1.47%-2.64%5.23%-0.37%1.93%4.04%7.11%-5.79%3.48%4.24%
20239.65%-7.46%0.85%0.78%-6.37%4.21%4.02%-6.28%-3.40%-3.34%6.14%8.78%5.76%
2022-4.59%2.35%5.53%-6.66%0.76%-7.72%4.01%-3.65%-10.09%1.09%16.13%-1.27%-6.59%
20210.15%3.30%1.43%3.60%2.88%-2.28%-1.26%0.12%-4.56%5.06%-6.94%3.42%4.26%
2020-3.15%-6.02%-19.53%8.08%1.34%8.53%1.53%5.18%-4.43%-0.81%13.79%5.74%6.04%
20197.86%3.37%1.15%1.81%-3.36%6.53%-1.67%-5.08%1.47%2.59%0.59%2.40%18.30%
20183.64%-3.71%-2.60%1.44%0.85%-1.38%1.89%-1.90%-1.24%-8.23%3.43%-2.90%-10.78%
20176.67%2.91%2.88%0.29%-1.32%2.26%4.41%0.41%-0.84%0.99%1.78%3.20%26.05%
2016-7.84%-0.62%11.55%1.86%-2.18%2.02%6.45%-2.40%3.81%-2.96%0.05%-1.41%7.22%
20150.46%5.01%-2.16%4.32%-2.73%-3.72%-1.34%-11.65%-3.09%6.57%-0.46%1.18%-8.57%
2014-6.12%7.02%2.43%2.70%1.34%-0.04%2.82%0.95%-9.88%5.49%-4.22%-3.07%-1.92%
20133.50%1.78%0.08%3.82%-10.18%-5.13%3.76%-0.78%7.56%4.34%-3.30%-0.72%3.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EPP is 32, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EPP is 3232
Overall Rank
The Sharpe Ratio Rank of EPP is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of EPP is 3030
Sortino Ratio Rank
The Omega Ratio Rank of EPP is 3030
Omega Ratio Rank
The Calmar Ratio Rank of EPP is 3636
Calmar Ratio Rank
The Martin Ratio Rank of EPP is 3333
Martin 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 Pacific ex Japan ETF (EPP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EPP, currently valued at 0.51, compared to the broader market0.002.004.000.512.10
The chart of Sortino ratio for EPP, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.812.80
The chart of Omega ratio for EPP, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.39
The chart of Calmar ratio for EPP, currently valued at 0.53, compared to the broader market0.005.0010.0015.000.533.09
The chart of Martin ratio for EPP, currently valued at 2.19, compared to the broader market0.0020.0040.0060.0080.00100.002.1913.49
EPP
^GSPC

The current iShares MSCI Pacific ex Japan ETF Sharpe ratio is 0.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI Pacific ex Japan ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.51
2.10
EPP (iShares MSCI Pacific ex Japan ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Pacific ex Japan ETF provided a 3.83% dividend yield over the last twelve months, with an annual payout of $1.67 per share.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.67$1.78$1.87$2.19$1.09$1.80$2.04$1.98$1.57$1.88$1.90$1.91

Dividend yield

3.83%4.10%4.37%4.57%2.28%3.88%5.00%4.15%3.96%4.89%4.33%4.08%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Pacific ex Japan ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.70$0.00$0.00$0.00$0.00$0.00$0.97$1.67
2023$0.00$0.00$0.00$0.00$0.00$0.82$0.00$0.00$0.00$0.00$0.00$0.97$1.78
2022$0.00$0.00$0.00$0.00$0.00$1.16$0.00$0.00$0.00$0.00$0.00$0.71$1.87
2021$0.00$0.00$0.00$0.00$0.00$0.62$0.00$0.00$0.00$0.00$0.00$1.56$2.19
2020$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$0.55$1.09
2019$0.00$0.00$0.00$0.00$0.00$0.84$0.00$0.00$0.00$0.00$0.00$0.96$1.80
2018$0.00$0.00$0.00$0.00$0.00$0.87$0.00$0.00$0.00$0.00$0.00$1.17$2.04
2017$0.00$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.00$1.23$1.98
2016$0.00$0.00$0.00$0.00$0.00$0.66$0.00$0.00$0.00$0.00$0.00$0.91$1.57
2015$0.00$0.00$0.00$0.00$0.00$0.95$0.00$0.00$0.00$0.00$0.00$0.93$1.88
2014$0.00$0.00$0.00$0.00$0.00$0.77$0.00$0.00$0.00$0.00$0.00$1.13$1.90
2013$0.94$0.00$0.00$0.00$0.00$0.00$0.97$1.91

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.44%
-2.62%
EPP (iShares MSCI Pacific ex Japan ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Pacific ex Japan 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 Pacific ex Japan ETF was 66.01%, occurring on Nov 20, 2008. Recovery took 1040 trading sessions.

The current iShares MSCI Pacific ex Japan ETF drawdown is 9.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.01%Nov 1, 2007267Nov 20, 20081040Jan 10, 20131307
-39.3%Jan 17, 202045Mar 23, 2020183Dec 10, 2020228
-30.4%Sep 4, 2014345Jan 15, 2016376Jul 14, 2017721
-26.31%Jun 7, 2021344Oct 14, 2022484Sep 19, 2024828
-18.74%May 23, 200297Oct 9, 2002168Jun 11, 2003265

Volatility

Volatility Chart

The current iShares MSCI Pacific ex Japan ETF volatility is 4.76%, 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.76%
3.79%
EPP (iShares MSCI Pacific ex Japan ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab