BSAC vs. EPP
BSAC (Banco Santander-Chile) is a stock, while EPP (iShares MSCI Pacific ex Japan ETF) is Asia Pacific Equities fund tracking the MSCI Pacific ex-Japan Index. Over the past 10 years, BSAC returned 10.76%/yr vs 7.60%/yr for EPP. At a 0.49 correlation, their price movements are largely independent.
Performance
BSAC vs. EPP - Performance Comparison
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Returns By Period
In the year-to-date period, BSAC achieves a 6.15% return, which is significantly lower than EPP's 6.62% return. Over the past 10 years, BSAC has outperformed EPP with an annualized return of 10.76%, while EPP has yielded a comparatively lower 7.60% annualized return.
BSAC
- 1D
- -2.45%
- 1M
- 1.55%
- YTD
- 6.15%
- 6M
- 5.41%
- 1Y
- 35.12%
- 3Y*
- 25.70%
- 5Y*
- 15.10%
- 10Y*
- 10.76%
EPP
- 1D
- -0.21%
- 1M
- -2.13%
- YTD
- 6.62%
- 6M
- 4.99%
- 1Y
- 12.36%
- 3Y*
- 12.59%
- 5Y*
- 4.50%
- 10Y*
- 7.60%
BSAC vs. EPP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSAC Banco Santander-Chile | 6.15% | 74.42% | 1.00% | 31.92% | 2.99% | -11.02% | -13.01% | -19.87% | -0.13% | 48.06% |
EPP iShares MSCI Pacific ex Japan ETF | 6.62% | 19.70% | 4.76% | 5.76% | -6.59% | 4.26% | 6.04% | 18.30% | -10.78% | 26.05% |
Correlation
The correlation between BSAC and EPP is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2001 | 0.49 |
The correlation between BSAC and EPP has been stable across timeframes, ranging from 0.48 to 0.58 - a consistent structural relationship.
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Return for Risk
BSAC vs. EPP — Risk / Return Rank
BSAC
EPP
BSAC vs. EPP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Santander-Chile (BSAC) 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.
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.
| BSAC | EPP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.41 | +0.50 |
| Martin ratioReturn relative to average drawdown | 4.57 | 4.12 | +0.45 |
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Drawdowns
BSAC vs. EPP - Drawdown Comparison
The maximum BSAC drawdown since its inception was -63.90%, roughly equal to the maximum EPP drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for BSAC and EPP.
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Drawdown Indicators
| BSAC | EPP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.90% | -66.01% | +2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -18.42% | -8.79% | -9.63% |
Max Drawdown (3Y)Largest decline over 3 years | -20.67% | -19.29% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -37.02% | -24.79% | -12.23% |
Max Drawdown (10Y)Largest decline over 10 years | -63.90% | -39.30% | -24.60% |
Current DrawdownCurrent decline from peak | -11.84% | -5.42% | -6.42% |
Average DrawdownAverage peak-to-trough decline | -19.31% | -10.60% | -8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.70% | 3.01% | +4.69% |
Volatility
BSAC vs. EPP - Volatility Comparison
Banco Santander-Chile (BSAC) has a higher volatility of 9.69% compared to iShares MSCI Pacific ex Japan ETF (EPP) at 5.34%. This indicates that BSAC'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.
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Volatility by Period
| BSAC | EPP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.69% | 5.34% | +4.35% |
Volatility (6M)Calculated over the trailing 6-month period | 24.57% | 12.79% | +11.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.82% | 15.15% | +13.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.53% | 17.52% | +12.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.90% | 19.05% | +11.85% |
Dividends
BSAC vs. EPP - Dividend Comparison
BSAC's dividend yield for the trailing twelve months is around 4.83%, more than EPP's 3.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSAC Banco Santander-Chile | 4.83% | 4.34% | 4.10% | 6.54% | 7.70% | 5.70% | 4.64% | 4.91% | 4.97% | 2.73% | 3.94% | 5.12% |
EPP iShares MSCI Pacific ex Japan ETF | 3.53% | 3.77% | 3.81% | 4.10% | 4.37% | 4.58% | 2.28% | 3.89% | 5.00% | 4.15% | 3.96% | 4.90% |
Frequently Asked Questions
BSAC and EPP have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSAC has higher volatility (9.69%) compared to EPP (5.34%). In terms of maximum drawdown, BSAC dropped -63.90% vs EPP's -66.01%.
BSAC currently has the higher Sharpe Ratio (1.23 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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