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ISIN
NL0011983374
CUSIP
464286665
Issuer
iShares
Inception Date
Oct 25, 2001
Region
Developed Asia Pacific (Pacific ex-Japan)
Leveraged
1x (No leverage)
Index Tracked
MSCI Pacific ex-Japan Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$2B

Share Price Chart


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Performance

EPP Performance Chart

iShares MSCI Pacific ex Japan ETF (EPP) is up 8.3% since the beginning of the year. EPP is currently trading at $54 per share. Investors who bought $1,000 worth of EPP shares 5 years ago would now be looking at an investment worth $1,276.


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S&P 500 Index

Returns By Period

iShares MSCI Pacific ex Japan ETF (EPP) has returned 8.29% so far this year and 16.65% over the past 12 months. Over the last ten years, EPP has returned 7.77% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares MSCI Pacific ex Japan ETF

1D
-0.19%
1M
-0.60%
YTD
8.29%
6M
8.03%
1Y
16.65%
3Y*
13.17%
5Y*
5.00%
10Y*
7.77%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPP Monthly Returns History

Based on dividend-adjusted daily data since Oct 26, 2001, EPP's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +16.1%, while the worst month was Oct 2008 at -26.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EPP closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +16.6%, while the worst single day was Mar 16, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.18%5.99%-6.44%4.76%-0.41%-1.42%8.29%
20252.35%-0.20%-1.45%3.79%5.44%4.12%-0.06%4.48%0.02%-0.48%-1.33%1.77%19.70%
2024-4.38%1.64%1.47%-2.64%5.23%-0.37%1.93%4.04%7.11%-5.79%3.48%-6.00%4.76%
20239.65%-7.46%0.85%0.78%-6.37%4.20%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%

Benchmark Metrics

iShares MSCI Pacific ex Japan ETF has an annualized alpha of 1.89%, beta of 0.97, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since October 26, 2001.

  • With beta of 0.97 and R2 of 0.64, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.89%
Beta
0.97
0.64
Upside Capture
102.38%
Downside Capture
98.68%

Expense Ratio

EPP has an expense ratio of 0.48%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EPP ranks 34 for risk / return — below 34% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


EPP Risk / Return Rank: 3434
Overall Rank
EPP Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EPP Sortino Ratio Rank: 3030
Sortino Ratio Rank
EPP Omega Ratio Rank: 3030
Omega Ratio Rank
EPP Calmar Ratio Rank: 4040
Calmar Ratio Rank
EPP Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) 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.


EPPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.20

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.90

2.78

-0.88

Martin ratioReturn relative to average drawdown

5.62

12.44

-6.82

Dividends

Dividend History

iShares MSCI Pacific ex Japan ETF provided a 3.47% dividend yield over the last twelve months, with an annual payout of $1.87 per share.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.87$1.90$1.67$1.78$1.87$2.19$1.09$1.80$2.03$1.98$1.57$1.88

Dividend yield

3.47%3.77%3.81%4.10%4.37%4.58%2.28%3.89%5.00%4.15%3.96%4.90%

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
2026$0.00$0.00$0.00$0.00$0.00$0.82$0.82
2025$0.00$0.00$0.00$0.00$0.00$0.86$0.00$0.00$0.00$0.00$0.00$1.05$1.90
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$0.81$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

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 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 3.93%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-66.01%Nov 2008
1y 20d4y 1mo
5y 2moNov 2007 - Jan 2013
COVID crash2020
-39.30%Mar 2020
2mo 6d8mo 22d
10mo 28dJan 2020 - Dec 2020
2016 bear market2016
-30.40%Jan 2016
1y 4mo1y 6mo
2y 10moSep 2014 - Jul 2017
Bear market2022
-26.31%Oct 2022
1y 4mo1y 11mo
3y 3moJun 2021 - Sep 2024
2025 selloff2025
-19.29%Apr 2025
6mo 7d1mo 19d
7mo 26dOct 2024 - May 2025

Drawdown Indicators


EPPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-66.01%

-56.78%

-9.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-9.10%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.29%

-18.90%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-24.79%

-25.43%

+0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-33.92%

-5.38%

Current Drawdown

Current decline from peak

-3.93%

-1.80%

-2.13%

Average Drawdown

Average peak-to-trough decline

-10.61%

-10.71%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.03%

+0.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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