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EGPT vs. EFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EGPT vs. EFA

Last updated Jun 24, 2026

EGPT (VanEck Vectors Egypt Index ETF) and EFA (iShares MSCI EAFE ETF) are both exchange-traded funds - EGPT is a Emerging Markets Equities fund tracking the MVIS Egypt Index, while EFA is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Both are passively managed. At a 0.29 correlation, their price movements are largely independent. EGPT charges 0.98%/yr vs 0.32%/yr for EFA.

Performance

EGPT vs. EFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Egypt Index ETF (EGPT) and iShares MSCI EAFE ETF (EFA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

EGPT

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

EFA

1D
-2.03%
1M
0.10%
YTD
8.38%
6M
8.09%
1Y
21.83%
3Y*
16.63%
5Y*
8.49%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGPT vs. EFA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EGPT
VanEck Vectors Egypt Index ETF		0.00%0.00%-11.22%27.27%-24.66%11.31%-11.53%6.80%-13.88%24.83%
EFA
iShares MSCI EAFE ETF		8.38%31.55%3.49%18.36%-14.39%11.45%7.60%22.04%-13.82%25.07%

Correlation

The correlation between EGPT and EFA is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2010

0.29

The correlation between EGPT and EFA shifts across timeframes, from 0.05 (3 years) to 0.29 (all time), reflecting how their relationship changes across market environments.

EGPT vs. EFA - Sectors Allocation Comparison

Sectors
EGPT
EFA

Real Estate

30.5%
1.6%

Basic Materials

23.4%
6.2%

Financial Services

10.5%
24.4%

Consumer Defensive

10.0%
6.9%

Technology

8.0%
12.3%

Industrials

6.9%
18.4%

Communication Services

4.2%
4.5%

Consumer Cyclical

3.5%
7.4%

Healthcare

2.0%
10.1%

Energy

1.1%
3.7%

Utilities

-

3.7%

Real Estate

EGPT
30.5%
EFA
1.6%

Basic Materials

EGPT
23.4%
EFA
6.2%

Financial Services

EGPT
10.5%
EFA
24.4%

Consumer Defensive

EGPT
10.0%
EFA
6.9%

Technology

EGPT
8.0%
EFA
12.3%

Industrials

EGPT
6.9%
EFA
18.4%

Communication Services

EGPT
4.2%
EFA
4.5%

Consumer Cyclical

EGPT
3.5%
EFA
7.4%

Healthcare

EGPT
2.0%
EFA
10.1%

Energy

EGPT
1.1%
EFA
3.7%

Utilities

EGPT

-

EFA
3.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

VanEck Vectors Egypt Index ETF

iShares MSCI EAFE ETF

Often compared with EGPT:
EGPT vs. EISEGPT vs. VOOEGPT vs. SPYEGPT vs. TUREGPT vs. SMINEGPT vs. NVDAEGPT vs. VXUS
Often compared with EFA:
EFA vs. IEFAEFA vs. VEAEFA vs. EFGEFA vs. XEF.TOEFA vs. EFAVEFA vs. EFOEFA vs. IEUR

Return for Risk

EGPT vs. EFA — Risk / Return Rank

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

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

EFA
EFA Risk / Return Rank: 4242
Overall Rank
EFA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 4141
Sortino Ratio Rank
EFA Omega Ratio Rank: 4141
Omega Ratio Rank
EFA Calmar Ratio Rank: 4040
Calmar Ratio Rank
EFA Martin Ratio Rank: 4545
Martin Ratio Rank
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.

EGPT vs. EFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Egypt Index ETF (EGPT) and iShares MSCI EAFE ETF (EFA). 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.

EGPTEFADifference
Sharpe ratioReturn per unit of total volatility

—

1.40

—

Sortino ratioReturn per unit of downside risk

—

2.02

—

Omega ratioGain probability vs. loss probability

—

1.26

—

Calmar ratioReturn relative to maximum drawdown

—

1.92

—

Martin ratioReturn relative to average drawdown

—

7.16

—

EGPT vs. EFA - Sharpe Ratio Comparison

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Drawdowns

EGPT vs. EFA - Drawdown Comparison

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Drawdown Indicators

EGPTEFADifference

Max Drawdown

Largest peak-to-trough decline

—

-61.04%

—

Max Drawdown (1Y)

Largest decline over 1 year

—

-11.42%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-14.05%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-29.53%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.19%

—

Current Drawdown

Current decline from peak

—

-2.03%

—

Average Drawdown

Average peak-to-trough decline

—

-11.91%

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.05%

—

Volatility

EGPT vs. EFA - Volatility Comparison

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Volatility by Period

EGPTEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

—

5.30%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

13.31%

—

Volatility (1Y)

Calculated over the trailing 1-year period

—

15.65%

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

—

16.58%

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

—

17.03%

—

EGPT vs. EFA - Expense Ratio Comparison

EGPT has a 0.98% expense ratio, which is higher than EFA's 0.32% expense ratio.

Dividends

EGPT vs. EFA - Dividend Comparison

EGPT has not paid dividends to shareholders, while EFA's dividend yield for the trailing twelve months is around 3.28%.

PositionTTM20252024202320222021202020192018201720162015
EFA
iShares MSCI EAFE ETF		3.28%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
EGPT
VanEck Vectors Egypt Index ETF		0.00%0.00%0.15%6.02%1.32%2.45%2.50%2.09%1.72%0.77%1.60%1.59%

Frequently Asked Questions

EGPT and EFA have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EFA is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EFA is cheaper with a 0.32% expense ratio, compared with 0.98% for EGPT.

EFA has the higher dividend yield at 3.28%, compared with 0.00% for EGPT.

EGPT is categorized as Emerging Markets Equities, while EFA is Foreign Large Cap Equities. EGPT tracks MVIS Egypt Index, while EFA tracks MSCI EAFE Index (Net). They also come from different issuers: VanEck and iShares. Their fees differ too: 0.98% for EGPT and 0.32% for EFA.

Portfolio Optimizer

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