PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EGPT vs. TUR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

EGPT vs. TUR - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-20.48%
EGPT
TUR

Returns By Period


EGPT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

TUR

YTD

8.74%

1M

4.52%

6M

-20.48%

1Y

-0.37%

5Y (annualized)

8.23%

10Y (annualized)

-1.99%

Key characteristics


EGPTTUR

Compare stocks, funds, or ETFs

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


EGPT vs. TUR - Expense Ratio Comparison

EGPT has a 0.98% expense ratio, which is higher than TUR's 0.59% 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 TUR: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Correlation

-0.50.00.51.00.2

The correlation between EGPT and TUR is 0.15, 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.

Risk-Adjusted Performance

EGPT vs. TUR - Risk-Adjusted Performance Comparison

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


Sharpe ratio
No data
EGPT
TUR

Chart placeholderNot enough data

Dividends

EGPT vs. TUR - Dividend Comparison

EGPT has not paid dividends to shareholders, while TUR's dividend yield for the trailing twelve months is around 2.45%.


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%
TUR
iShares MSCI Turkey ETF
2.45%4.43%1.97%4.22%0.87%3.29%4.05%2.63%2.89%3.04%1.63%2.34%

Drawdowns

EGPT vs. TUR - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.69%
-21.28%
EGPT
TUR

Volatility

EGPT vs. TUR - Volatility Comparison

The current volatility for VanEck Vectors Egypt Index ETF (EGPT) is 0.00%, while iShares MSCI Turkey ETF (TUR) has a volatility of 6.46%. This indicates that EGPT experiences smaller price fluctuations and is considered to be less risky than TUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember0
6.46%
EGPT
TUR