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EIS vs. EPU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EIS and EPU is 0.44, 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.


-0.50.00.51.00.4

Performance

EIS vs. EPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Israel ETF (EIS) and iShares MSCI Peru ETF (EPU). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
160.75%
153.64%
EIS
EPU

Key characteristics

Sharpe Ratio

EIS:

1.84

EPU:

1.28

Sortino Ratio

EIS:

2.47

EPU:

1.85

Omega Ratio

EIS:

1.32

EPU:

1.22

Calmar Ratio

EIS:

1.27

EPU:

2.05

Martin Ratio

EIS:

8.93

EPU:

5.09

Ulcer Index

EIS:

3.84%

EPU:

5.01%

Daily Std Dev

EIS:

18.58%

EPU:

19.89%

Max Drawdown

EIS:

-51.94%

EPU:

-60.62%

Current Drawdown

EIS:

-1.15%

EPU:

-7.88%

Returns By Period

In the year-to-date period, EIS achieves a 33.35% return, which is significantly higher than EPU's 23.49% return. Over the past 10 years, EIS has outperformed EPU with an annualized return of 6.55%, while EPU has yielded a comparatively lower 5.68% annualized return.


EIS

YTD

33.35%

1M

7.86%

6M

28.77%

1Y

32.48%

5Y*

7.28%

10Y*

6.55%

EPU

YTD

23.49%

1M

-4.52%

6M

2.81%

1Y

24.18%

5Y*

6.36%

10Y*

5.68%

Compare stocks, funds, or ETFs

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


EIS vs. EPU - Expense Ratio Comparison

Both EIS and EPU have an expense ratio of 0.59%.


EIS
iShares MSCI Israel ETF
Expense ratio chart for EIS: 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%
Expense ratio chart for EPU: 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%

Risk-Adjusted Performance

EIS vs. EPU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Israel ETF (EIS) and iShares MSCI Peru ETF (EPU). 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
The chart of Sharpe ratio for EIS, currently valued at 1.84, compared to the broader market0.002.004.001.841.28
The chart of Sortino ratio for EIS, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.0010.002.471.85
The chart of Omega ratio for EIS, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.22
The chart of Calmar ratio for EIS, currently valued at 1.27, compared to the broader market0.005.0010.0015.001.272.05
The chart of Martin ratio for EIS, currently valued at 8.93, compared to the broader market0.0020.0040.0060.0080.00100.008.935.09
EIS
EPU

The current EIS Sharpe Ratio is 1.84, which is higher than the EPU Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of EIS and EPU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.84
1.28
EIS
EPU

Dividends

EIS vs. EPU - Dividend Comparison

EIS's dividend yield for the trailing twelve months is around 1.39%, less than EPU's 5.70% yield.


TTM20232022202120202019201820172016201520142013
EIS
iShares MSCI Israel ETF
1.39%1.39%1.66%1.04%0.17%2.06%0.87%2.02%1.78%2.55%1.86%2.20%
EPU
iShares MSCI Peru ETF
5.70%4.17%5.56%3.13%1.91%2.67%1.53%3.30%0.85%1.91%1.66%1.72%

Drawdowns

EIS vs. EPU - Drawdown Comparison

The maximum EIS drawdown since its inception was -51.94%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for EIS and EPU. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.15%
-7.88%
EIS
EPU

Volatility

EIS vs. EPU - Volatility Comparison

iShares MSCI Israel ETF (EIS) and iShares MSCI Peru ETF (EPU) have volatilities of 5.33% and 5.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.33%
5.40%
EIS
EPU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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