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EGPT vs. EFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EGPTEFA

Correlation

-0.50.00.51.00.0

The correlation between EGPT and EFA is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

EGPT vs. EFA - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-14.09%
7.88%
EGPT
EFA

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EGPT vs. EFA - Expense Ratio Comparison

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


EGPT
VanEck Vectors Egypt Index ETF
Expense ratio chart for EGPT: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
Expense ratio chart for EFA: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

EGPT vs. EFA - Risk-Adjusted Performance 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.


EGPT
Sharpe ratio
No data
EFA
Sharpe ratio
The chart of Sharpe ratio for EFA, currently valued at 1.44, compared to the broader market-2.000.002.004.006.001.44
Sortino ratio
The chart of Sortino ratio for EFA, currently valued at 2.05, compared to the broader market-2.000.002.004.006.008.0010.0012.002.05
Omega ratio
The chart of Omega ratio for EFA, currently valued at 1.25, compared to the broader market1.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for EFA, currently valued at 1.72, compared to the broader market0.005.0010.0015.001.72
Martin ratio
The chart of Martin ratio for EFA, currently valued at 7.69, compared to the broader market0.0020.0040.0060.0080.00100.007.69

EGPT vs. EFA - Sharpe Ratio Comparison


Chart placeholderNot enough data

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 2.94%.


TTM20232022202120202019201820172016201520142013
EGPT
VanEck Vectors Egypt Index ETF
6.94%6.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EFA
iShares MSCI EAFE ETF
2.94%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%3.72%2.54%

Drawdowns

EGPT vs. EFA - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.69%
-6.24%
EGPT
EFA

Volatility

EGPT vs. EFA - Volatility Comparison

The current volatility for VanEck Vectors Egypt Index ETF (EGPT) is 0.00%, while iShares MSCI EAFE ETF (EFA) has a volatility of 4.00%. This indicates that EGPT experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
4.00%
EGPT
EFA