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iShares MSCI Peru ETF (EPU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642898427

CUSIP

464289842

Issuer

iShares

Inception Date

Jun 19, 2009

Region

Latin America (Peru)

Leveraged

1x

Index Tracked

MSCI All Peru Capped Index

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

EPU has an expense ratio of 0.59%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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S&P 500

Returns By Period

iShares MSCI Peru ETF (EPU) returned 17.75% year-to-date (YTD) and 14.73% over the past 12 months. Over the past 10 years, EPU returned 7.78% annually, underperforming the S&P 500 benchmark at 10.85%.


EPU

YTD

17.75%

1M

5.21%

6M

12.83%

1Y

14.73%

3Y*

20.60%

5Y*

15.99%

10Y*

7.78%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.69%1.64%7.21%1.00%5.21%17.75%
2024-2.08%4.42%11.43%4.26%7.37%-6.04%2.21%-1.07%6.15%0.93%-2.16%-4.18%21.72%
20238.44%-6.59%4.96%1.77%-5.13%6.63%10.44%-5.38%-5.78%-4.41%6.14%14.62%25.34%
202211.17%5.80%6.77%-14.11%-3.10%-14.59%1.45%-1.74%-3.54%7.05%12.98%-1.71%2.05%
2021-1.05%8.02%-8.30%-6.66%3.72%-10.94%-7.61%0.11%-1.92%13.87%-4.60%5.88%-11.81%
2020-7.04%-9.29%-26.12%9.53%7.98%5.90%7.31%3.21%-6.32%-0.69%14.01%4.40%-4.31%
20196.37%2.49%1.52%-2.95%-8.18%7.77%-3.16%-5.60%3.54%0.86%-2.86%8.87%7.30%
20185.56%-3.10%1.55%2.80%-3.70%-5.98%3.49%-9.01%-0.11%-5.61%1.26%1.04%-12.17%
20176.83%-2.28%-0.47%-2.11%3.06%0.31%4.96%5.32%3.61%7.84%-1.86%1.78%29.70%
2016-2.92%11.89%20.21%18.82%-6.83%6.56%11.14%-6.85%3.81%-1.11%-2.04%2.28%64.02%
2015-6.88%0.34%-4.69%7.41%-3.30%-0.64%-7.65%-13.96%-4.36%3.70%-6.11%-5.71%-35.88%
2014-3.56%2.96%-3.35%7.03%1.25%2.60%1.43%0.75%-5.65%-3.33%0.82%-3.81%-3.56%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EPU is 57, 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 EPU is 5757
Overall Rank
The Sharpe Ratio Rank of EPU is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of EPU is 5151
Sortino Ratio Rank
The Omega Ratio Rank of EPU is 4646
Omega Ratio Rank
The Calmar Ratio Rank of EPU is 7474
Calmar Ratio Rank
The Martin Ratio Rank of EPU is 6060
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 Peru ETF (EPU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares MSCI Peru ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.65
  • 5-Year: 0.66
  • 10-Year: 0.34
  • All Time: 0.31

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares MSCI Peru ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

iShares MSCI Peru ETF provided a 4.91% dividend yield over the last twelve months, with an annual payout of $2.29 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$2.29$2.29$1.43$1.60$0.93$0.66$0.99$0.54$1.35$0.28$0.39$0.53

Dividend yield

4.91%5.78%4.17%5.56%3.13%1.91%2.67%1.53%3.30%0.85%1.91%1.66%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.99$0.00$0.00$0.00$0.00$0.00$1.30$2.29
2023$0.00$0.00$0.00$0.00$0.00$0.72$0.00$0.00$0.00$0.00$0.00$0.71$1.43
2022$0.00$0.00$0.00$0.00$0.00$1.09$0.00$0.00$0.00$0.00$0.00$0.51$1.60
2021$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.67$0.93
2020$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.18$0.66
2019$0.00$0.00$0.00$0.00$0.00$0.67$0.00$0.00$0.00$0.00$0.00$0.33$0.99
2018$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.16$0.54
2017$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.75$1.35
2016$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.09$0.28
2015$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.03$0.14$0.39
2014$0.05$0.28$0.02$0.00$0.03$0.00$0.00$0.15$0.53

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 Peru 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 Peru ETF was 60.62%, occurring on Jan 19, 2016. Recovery took 508 trading sessions.

The current iShares MSCI Peru ETF drawdown is 0.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.62%Jan 18, 2013755Jan 19, 2016508Jan 24, 20181263
-50.96%Apr 20, 2018484Mar 23, 2020997Mar 8, 20241481
-31.93%Dec 8, 2010208Oct 4, 2011320Jan 14, 2013528
-17.3%Jan 12, 201019Feb 8, 2010121Aug 2, 2010140
-14.81%Mar 26, 202510Apr 8, 202519May 6, 202529
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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