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EGPT vs. TUR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EGPT vs. TUR

Last updated Jun 24, 2026

EGPT (VanEck Vectors Egypt Index ETF) and TUR (iShares MSCI Turkey ETF) are both Emerging Markets Equities funds - EGPT tracks the MVIS Egypt Index while TUR tracks the MSCI Turkey Investable Market Index. Both are passively managed. At a 0.18 correlation, their price movements are largely independent. EGPT charges 0.98%/yr vs 0.59%/yr for TUR.

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.

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Returns By Period

EGPT

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

TUR

1D
-1.23%
1M
2.95%
YTD
17.67%
6M
16.33%
1Y
36.03%
3Y*
14.79%
5Y*
15.96%
10Y*
3.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGPT vs. TUR - 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%
TUR
iShares MSCI Turkey ETF		17.67%-1.54%12.91%-8.83%105.75%-27.41%-1.19%14.49%-41.46%37.58%

Correlation

The correlation between EGPT and TUR is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.06

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

0.11

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

0.12

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

0.18

The correlation between EGPT and TUR shifts across timeframes, from 0.06 (3 years) to 0.18 (all time), reflecting how their relationship changes across market environments.

EGPT vs. TUR - Sectors Allocation Comparison

Sectors
EGPT
TUR

Real Estate

30.5%
5.5%

Basic Materials

23.4%
11.9%

Financial Services

10.5%
17.1%

Consumer Defensive

10.0%
13.3%

Technology

8.0%
0.8%

Industrials

6.9%
29.9%

Communication Services

4.2%
3.2%

Consumer Cyclical

3.5%
6.0%

Healthcare

2.0%
2.3%

Energy

1.1%
6.2%

Utilities

-

4.0%

Real Estate

EGPT
30.5%
TUR
5.5%

Basic Materials

EGPT
23.4%
TUR
11.9%

Financial Services

EGPT
10.5%
TUR
17.1%

Consumer Defensive

EGPT
10.0%
TUR
13.3%

Technology

EGPT
8.0%
TUR
0.8%

Industrials

EGPT
6.9%
TUR
29.9%

Communication Services

EGPT
4.2%
TUR
3.2%

Consumer Cyclical

EGPT
3.5%
TUR
6.0%

Healthcare

EGPT
2.0%
TUR
2.3%

Energy

EGPT
1.1%
TUR
6.2%

Utilities

EGPT

-

TUR
4.0%

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 Turkey ETF

Often compared with EGPT:
EGPT vs. EISEGPT vs. VOOEGPT vs. EFAEGPT vs. SPYEGPT vs. SMINEGPT vs. NVDAEGPT vs. VXUS
Often compared with TUR:
TUR vs. VOOTUR vs. HEDJTUR vs. EPOLTUR vs. AMRTUR vs. SPYTUR vs. SFMTUR vs. VGK

Return for Risk

EGPT vs. TUR — 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.

TUR
TUR Risk / Return Rank: 4444
Overall Rank
TUR Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TUR Sortino Ratio Rank: 4343
Sortino Ratio Rank
TUR Omega Ratio Rank: 4444
Omega Ratio Rank
TUR Calmar Ratio Rank: 4848
Calmar Ratio Rank
TUR Martin Ratio Rank: 4141
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. TUR - Risk-Adjusted Trends 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.

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.

EGPTTURDifference
Sharpe ratioReturn per unit of total volatility

—

1.42

—

Sortino ratioReturn per unit of downside risk

—

2.06

—

Omega ratioGain probability vs. loss probability

—

1.27

—

Calmar ratioReturn relative to maximum drawdown

—

2.25

—

Martin ratioReturn relative to average drawdown

—

6.32

—

EGPT vs. TUR - Sharpe Ratio Comparison

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Drawdowns

EGPT vs. TUR - Drawdown Comparison

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Drawdown Indicators

EGPTTURDifference

Max Drawdown

Largest peak-to-trough decline

—

-72.34%

—

Max Drawdown (1Y)

Largest decline over 1 year

—

-16.07%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-31.63%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-31.63%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-59.25%

—

Current Drawdown

Current decline from peak

—

-25.94%

—

Average Drawdown

Average peak-to-trough decline

—

-39.86%

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

5.72%

—

Volatility

EGPT vs. TUR - Volatility Comparison

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Volatility by Period

EGPTTURDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

10.32%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

20.48%

—

Volatility (1Y)

Calculated over the trailing 1-year period

—

25.50%

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

—

34.16%

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

—

34.30%

—

EGPT vs. TUR - Expense Ratio Comparison

EGPT has a 0.98% expense ratio, which is higher than TUR's 0.59% expense ratio.

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 2.10%.

PositionTTM20252024202320222021202020192018201720162015
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%
TUR
iShares MSCI Turkey ETF		2.10%2.40%1.79%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%

Frequently Asked Questions

EGPT and TUR have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TUR is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TUR is cheaper with a 0.59% expense ratio, compared with 0.98% for EGPT.

TUR has the higher dividend yield at 2.10%, compared with 0.00% for EGPT.

EGPT tracks MVIS Egypt Index, while TUR tracks MSCI Turkey Investable Market Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.98% for EGPT and 0.59% for TUR.

Portfolio Optimizer

Find the right allocation for EGPT and TUR

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