BMVP vs. EPU
Compare and contrast key facts about Invesco Bloomberg MVP Multi-factor ETF (BMVP) and iShares MSCI Peru ETF (EPU).
BMVP and EPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BMVP is a passively managed fund by Invesco that tracks the performance of the Bloomberg MVP Index. It was launched on May 1, 2003. EPU is a passively managed fund by iShares that tracks the performance of the MSCI All Peru Capped Index. It was launched on Jun 19, 2009. Both BMVP and EPU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BMVP vs. EPU - Performance Comparison
Loading graphics...
BMVP vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMVP Invesco Bloomberg MVP Multi-factor ETF | 2.87% | 6.15% | 17.46% | 19.03% | -16.01% | 19.38% | 8.52% | 13.47% | -6.40% | 20.16% |
EPU iShares MSCI Peru ETF | 14.25% | 86.87% | 21.73% | 25.34% | 2.05% | -11.81% | -4.31% | 7.30% | -12.17% | 29.70% |
Returns By Period
In the year-to-date period, BMVP achieves a 2.87% return, which is significantly lower than EPU's 14.25% return. Over the past 10 years, BMVP has underperformed EPU with an annualized return of 9.18%, while EPU has yielded a comparatively higher 15.87% annualized return.
BMVP
- 1D
- 0.27%
- 1M
- -4.86%
- YTD
- 2.87%
- 6M
- 3.46%
- 1Y
- 6.74%
- 3Y*
- 12.77%
- 5Y*
- 6.71%
- 10Y*
- 9.18%
EPU
- 1D
- 2.42%
- 1M
- -11.48%
- YTD
- 14.25%
- 6M
- 35.96%
- 1Y
- 89.75%
- 3Y*
- 45.24%
- 5Y*
- 24.03%
- 10Y*
- 15.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BMVP vs. EPU - Expense Ratio Comparison
BMVP has a 0.29% expense ratio, which is lower than EPU's 0.59% expense ratio.
Return for Risk
BMVP vs. EPU — Risk / Return Rank
BMVP
EPU
BMVP vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg MVP Multi-factor ETF (BMVP) and iShares MSCI Peru ETF (EPU). 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.
| BMVP | EPU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 3.07 | -2.60 |
Sortino ratioReturn per unit of downside risk | 0.77 | 3.41 | -2.64 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.49 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 4.44 | -3.85 |
Martin ratioReturn relative to average drawdown | 2.73 | 18.15 | -15.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BMVP | EPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 3.07 | -2.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.96 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.67 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.45 | -0.35 |
Correlation
The correlation between BMVP and EPU is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BMVP vs. EPU - Dividend Comparison
BMVP's dividend yield for the trailing twelve months is around 1.73%, more than EPU's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMVP Invesco Bloomberg MVP Multi-factor ETF | 1.73% | 1.77% | 1.58% | 1.67% | 1.51% | 0.56% | 1.09% | 0.95% | 1.44% | 1.75% | 1.35% | 1.02% |
EPU iShares MSCI Peru ETF | 1.43% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
Drawdowns
BMVP vs. EPU - Drawdown Comparison
The maximum BMVP drawdown since its inception was -78.13%, which is greater than EPU's maximum drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for BMVP and EPU.
Loading graphics...
Drawdown Indicators
| BMVP | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.13% | -60.62% | -17.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -20.85% | +9.59% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -35.59% | +9.01% |
Max Drawdown (10Y)Largest decline over 10 years | -39.45% | -50.97% | +11.52% |
Current DrawdownCurrent decline from peak | -5.11% | -11.91% | +6.80% |
Average DrawdownAverage peak-to-trough decline | -36.46% | -18.90% | -17.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 5.11% | -2.64% |
Volatility
BMVP vs. EPU - Volatility Comparison
The current volatility for Invesco Bloomberg MVP Multi-factor ETF (BMVP) is 3.09%, while iShares MSCI Peru ETF (EPU) has a volatility of 13.10%. This indicates that BMVP experiences smaller price fluctuations and is considered to be less risky than EPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BMVP | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 13.10% | -10.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 24.12% | -16.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 29.37% | -15.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 25.09% | -8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 23.63% | -4.79% |