CTEF vs. EPU

Last updated Apr 1, 2026

Compare and contrast key facts about Castellan Targeted Equity ETF (CTEF) and iShares MSCI Peru ETF (EPU).

CTEF and EPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CTEF is an actively managed fund by Castellan. It was launched on Jun 18, 2025. 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.

Performance

CTEF vs. EPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Castellan Targeted Equity ETF (CTEF) and iShares MSCI Peru ETF (EPU). The values are adjusted to include any dividend payments, if applicable.

CTEF vs. EPU - Yearly Performance Comparison

	2026 (YTD)	2025
CTEF Castellan Targeted Equity ETF	1.71%	33.22%
EPU iShares MSCI Peru ETF	11.55%	53.22%

Returns By Period

In the year-to-date period, CTEF achieves a 1.71% return, which is significantly lower than EPU's 11.55% return.

CTEF

• 1D: 4.03%
• 1M: -9.59%
• YTD: 1.71%
• 6M: 4.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

EPU

• 1D: 5.99%
• 1M: -13.99%
• YTD: 11.55%
• 6M: 31.78%
• 1Y: 88.14%
• 3Y*: 44.09%
• 5Y*: 23.44%
• 10Y*: 15.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CTEF vs. EPU - Expense Ratio Comparison

CTEF has a 0.45% expense ratio, which is lower than EPU's 0.59% expense ratio.

EPU

iShares MSCI Peru ETF

CTEF

Castellan Targeted Equity ETF

Return for Risk

CTEF vs. EPU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPU

EPU Risk / Return Rank: 96
EPU Sharpe Ratio Rank: 98
EPU Sortino Ratio Rank: 96
EPU Omega Ratio Rank: 96
EPU Calmar Ratio Rank: 96
EPU Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTEF vs. EPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Castellan Targeted Equity ETF (CTEF) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CTEF	EPU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.02	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.28	0.45	+1.84

Correlation

The correlation between CTEF and EPU is 0.42, 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

CTEF vs. EPU - Dividend Comparison

CTEF's dividend yield for the trailing twelve months is around 0.07%, less than EPU's 1.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CTEF Castellan Targeted Equity ETF	0.07%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EPU iShares MSCI Peru ETF	1.46%	1.63%	5.78%	4.17%	5.56%	3.13%	1.91%	2.67%	1.53%	3.30%	0.85%	1.90%

Drawdowns

CTEF vs. EPU - Drawdown Comparison

The maximum CTEF drawdown since its inception was -15.00%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for CTEF and EPU.

Drawdown Indicators

	CTEF	EPU	Difference
Max Drawdown Largest peak-to-trough decline	-15.00%	-60.62%	+45.62%
Max Drawdown (1Y) Largest decline over 1 year	—	-20.85%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-50.97%	—
Current Drawdown Current decline from peak	-11.58%	-13.99%	+2.41%
Average Drawdown Average peak-to-trough decline	-1.77%	-18.90%	+17.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.05%	—

Volatility

Volatility by Period

	CTEF	EPU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.15%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.04%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.97%	29.31%	-8.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.97%	25.08%	-4.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.97%	23.63%	-2.66%