AIA vs. EPP
Compare and contrast key facts about iShares Asia 50 ETF (AIA) and iShares MSCI Pacific ex Japan ETF (EPP).
AIA and EPP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AIA is a passively managed fund by iShares that tracks the performance of the S&P Asia 50. It was launched on Nov 13, 2007. EPP is a passively managed fund by iShares that tracks the performance of the MSCI Pacific ex-Japan Index. It was launched on Oct 25, 2001. Both AIA and EPP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIA or EPP.
Performance
AIA vs. EPP - Performance Comparison
Returns By Period
In the year-to-date period, AIA achieves a 21.41% return, which is significantly higher than EPP's 9.60% return. Over the past 10 years, AIA has outperformed EPP with an annualized return of 6.01%, while EPP has yielded a comparatively lower 4.06% annualized return.
AIA
21.41%
-5.92%
3.86%
22.93%
4.37%
6.01%
EPP
9.60%
-2.32%
5.76%
18.94%
4.33%
4.06%
Key characteristics
| AIA | EPP | |
|---|---|---|
| Sharpe Ratio | 1.01 | 1.28 |
| Sortino Ratio | 1.53 | 1.86 |
| Omega Ratio | 1.19 | 1.22 |
| Calmar Ratio | 0.51 | 1.19 |
| Martin Ratio | 4.71 | 6.21 |
| Ulcer Index | 4.90% | 3.22% |
| Daily Std Dev | 22.78% | 15.58% |
| Max Drawdown | -60.89% | -66.01% |
| Current Drawdown | -26.47% | -4.78% |
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AIA vs. EPP - Expense Ratio Comparison
AIA has a 0.50% expense ratio, which is higher than EPP's 0.48% expense ratio.
Correlation
The correlation between AIA and EPP is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
AIA vs. EPP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and iShares MSCI Pacific ex Japan ETF (EPP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
AIA vs. EPP - Dividend Comparison
AIA's dividend yield for the trailing twelve months is around 1.96%, less than EPP's 3.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 1.96% | 2.62% | 2.59% | 1.53% | 1.11% | 2.24% | 2.50% | 1.45% | 2.29% | 2.88% | 2.24% | 2.07% |
EPP iShares MSCI Pacific ex Japan ETF | 3.56% | 4.10% | 4.37% | 4.57% | 2.28% | 3.88% | 5.00% | 4.15% | 3.96% | 4.89% | 4.33% | 4.08% |
Drawdowns
AIA vs. EPP - Drawdown Comparison
The maximum AIA drawdown since its inception was -60.89%, smaller than the maximum EPP drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for AIA and EPP. For additional features, visit the drawdowns tool.
Volatility
AIA vs. EPP - Volatility Comparison
iShares Asia 50 ETF (AIA) has a higher volatility of 7.05% compared to iShares MSCI Pacific ex Japan ETF (EPP) at 4.94%. This indicates that AIA's price experiences larger fluctuations and is considered to be riskier than EPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.