EIS vs. EPU
Compare and contrast key facts about iShares MSCI Israel ETF (EIS) and iShares MSCI Peru ETF (EPU).
EIS and EPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EIS is a passively managed fund by iShares that tracks the performance of the MSCI Israel Capped Investable Market Index. It was launched on Mar 26, 2008. EPU is a passively managed fund by iShares that tracks the performance of the MSCI All Peru Capped Index. It was launched on Jun 19, 2009. Both EIS and EPU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIS or EPU.
Key characteristics
| EIS | EPU | |
|---|---|---|
| YTD Return | 20.30% | 29.38% |
| 1Y Return | 38.58% | 54.97% |
| 3Y Return (Ann) | -2.30% | 19.63% |
| 5Y Return (Ann) | 5.35% | 8.46% |
| 10Y Return (Ann) | 5.06% | 5.63% |
| Sharpe Ratio | 2.14 | 2.57 |
| Sortino Ratio | 2.85 | 3.46 |
| Omega Ratio | 1.37 | 1.43 |
| Calmar Ratio | 1.16 | 2.25 |
| Martin Ratio | 10.65 | 11.16 |
| Ulcer Index | 3.83% | 4.75% |
| Daily Std Dev | 19.03% | 20.62% |
| Max Drawdown | -51.94% | -60.62% |
| Current Drawdown | -8.61% | -3.49% |
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.
Performance
EIS vs. EPU - Performance Comparison
In the year-to-date period, EIS achieves a 20.30% return, which is significantly lower than EPU's 29.38% return. Over the past 10 years, EIS has underperformed EPU with an annualized return of 5.06%, while EPU has yielded a comparatively higher 5.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EIS vs. EPU - Expense Ratio Comparison
Both EIS and EPU have an expense ratio of 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.
Dividends
EIS vs. EPU - Dividend Comparison
EIS's dividend yield for the trailing twelve months is around 1.12%, less than EPU's 3.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIS iShares MSCI Israel ETF | 1.12% | 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 | 3.92% | 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.
Volatility
EIS vs. EPU - Volatility Comparison
The current volatility for iShares MSCI Israel ETF (EIS) is 4.04%, while iShares MSCI Peru ETF (EPU) has a volatility of 4.56%. This indicates that EIS experiences smaller price fluctuations and is considered to be less risky than EPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.