ECH vs. EPOL
Compare and contrast key facts about iShares MSCI Chile ETF (ECH) and iShares MSCI Poland ETF (EPOL).
ECH and EPOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ECH is a passively managed fund by iShares that tracks the performance of the MSCI Chile Investable Market Index. It was launched on Nov 12, 2007. EPOL is a passively managed fund by iShares that tracks the performance of the MSCI Poland Investable Market Index. It was launched on May 25, 2010. Both ECH and EPOL 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: ECH or EPOL.
Key characteristics
| ECH | EPOL | |
|---|---|---|
| YTD Return | -5.73% | 1.13% |
| 1Y Return | 3.84% | 15.50% |
| 3Y Return (Ann) | 5.02% | 1.22% |
| 5Y Return (Ann) | -0.84% | 2.66% |
| 10Y Return (Ann) | -1.80% | 0.53% |
| Sharpe Ratio | 0.40 | 0.71 |
| Sortino Ratio | 0.71 | 1.15 |
| Omega Ratio | 1.08 | 1.14 |
| Calmar Ratio | 0.15 | 0.56 |
| Martin Ratio | 1.11 | 3.04 |
| Ulcer Index | 7.74% | 5.70% |
| Daily Std Dev | 21.02% | 24.48% |
| Max Drawdown | -74.09% | -63.72% |
| Current Drawdown | -53.64% | -18.83% |
Correlation
The correlation between ECH and EPOL is 0.51, 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.
Performance
ECH vs. EPOL - Performance Comparison
In the year-to-date period, ECH achieves a -5.73% return, which is significantly lower than EPOL's 1.13% return. Over the past 10 years, ECH has underperformed EPOL with an annualized return of -1.80%, while EPOL has yielded a comparatively higher 0.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ECH vs. EPOL - Expense Ratio Comparison
ECH has a 0.59% expense ratio, which is lower than EPOL's 0.61% expense ratio.
Risk-Adjusted Performance
ECH vs. EPOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and iShares MSCI Poland ETF (EPOL). 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
ECH vs. EPOL - Dividend Comparison
ECH's dividend yield for the trailing twelve months is around 3.37%, less than EPOL's 4.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECH iShares MSCI Chile ETF | 3.37% | 4.77% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% | 1.74% | 1.42% |
EPOL iShares MSCI Poland ETF | 4.82% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% | 3.44% | 3.28% |
Drawdowns
ECH vs. EPOL - Drawdown Comparison
The maximum ECH drawdown since its inception was -74.09%, which is greater than EPOL's maximum drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for ECH and EPOL. For additional features, visit the drawdowns tool.
Volatility
ECH vs. EPOL - Volatility Comparison
The current volatility for iShares MSCI Chile ETF (ECH) is 4.36%, while iShares MSCI Poland ETF (EPOL) has a volatility of 5.97%. This indicates that ECH experiences smaller price fluctuations and is considered to be less risky than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.