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iShares MSCI Peru ETF (EPU) Sharpe Ratio: 2.61

ETF · Currency in USD · Last updated Jul 15, 2026

EPU is a passive ETF by iShares tracking the investment results of the MSCI All Peru Capped Index. EPU launched on Jun 19, 2009 and has a 0.59% expense ratio.

EPU's Sharpe Ratio of 2.61 indicates that for each unit of volatility, it generates 2.61 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 15, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

EPU Sharpe Ratio Rank

EPU Sharpe Ratio Rank: 92.893
Exceptional

EPU ranks above 92.8% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

EPU Sharpe Ratio Market Positioning

The chart shows EPU's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.47+
  • Median: 1.41 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI Peru ETF's Sharpe Ratio with other ETFs in the Mid Cap Blend Equities category across multiple time periods, showing how EPU's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 15, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CTEFCastellan Targeted Equity ETF2.96
EPUiShares MSCI Peru ETF2.61
CSDInvesco S&P Spin-Off ETF2.43
OPTZOptimize Strategy Index ETF2.42
CPAICounterpoint Quantitative Equity ETF2.29
FDLSInspire Fidelis Multi Factor ETF1.96
ETHOAmplify Etho Climate Leadership U.S. ETF1.92
PEXLPacer US Export Leaders ETF1.85
LSTLeuthold Select Industries ETF1.78
ONEOSPDR Russell 1000 Momentum Focus ETF1.77

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EPU's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EPU consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EPU fit in your portfolio?

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