EMDM vs. EPU
Compare and contrast key facts about First Trust Bloomberg Emerging Market Democracies ETF (EMDM) and iShares MSCI Peru ETF (EPU).
EMDM and EPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMDM is a passively managed fund by First Trust that tracks the performance of the Bloomberg Emerging Market Democracies Index - Benchmark TR Net. It was launched on Mar 2, 2023. 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 EMDM 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.
Performance
EMDM vs. EPU - Performance Comparison
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EMDM vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 11.89% | 59.68% | -4.93% | 14.21% |
EPU iShares MSCI Peru ETF | 11.55% | 86.87% | 21.73% | 18.60% |
Returns By Period
The year-to-date returns for both stocks are quite close, with EMDM having a 11.89% return and EPU slightly lower at 11.55%.
EMDM
- 1D
- 5.02%
- 1M
- -11.39%
- YTD
- 11.89%
- 6M
- 27.11%
- 1Y
- 68.49%
- 3Y*
- 24.85%
- 5Y*
- —
- 10Y*
- —
EPU
- 1D
- 5.99%
- 1M
- -13.99%
- YTD
- 11.55%
- 6M
- 31.78%
- 1Y
- 88.14%
- 3Y*
- 44.09%
- 5Y*
- 23.44%
- 10Y*
- 15.59%
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EMDM vs. EPU - Expense Ratio Comparison
EMDM has a 0.75% expense ratio, which is higher than EPU's 0.59% expense ratio.
Return for Risk
EMDM vs. EPU — Risk / Return Rank
EMDM
EPU
EMDM vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Emerging Market Democracies ETF (EMDM) 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.
| EMDM | EPU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.93 | 3.02 | -0.10 |
Sortino ratioReturn per unit of downside risk | 3.54 | 3.36 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.49 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 4.31 | 4.16 | +0.14 |
Martin ratioReturn relative to average drawdown | 18.18 | 17.19 | +0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMDM | EPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.93 | 3.02 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.27 | 0.45 | +0.83 |
Correlation
The correlation between EMDM and EPU is 0.66, 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.
Dividends
EMDM vs. EPU - Dividend Comparison
EMDM's dividend yield for the trailing twelve months is around 3.19%, more than EPU's 1.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 3.19% | 3.57% | 5.87% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPU iShares MSCI Peru ETF | 1.46% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
Drawdowns
EMDM vs. EPU - Drawdown Comparison
The maximum EMDM drawdown since its inception was -18.81%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for EMDM and EPU.
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Drawdown Indicators
| EMDM | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.81% | -60.62% | +41.81% |
Max Drawdown (1Y)Largest decline over 1 year | -15.65% | -20.85% | +5.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.97% | — |
Current DrawdownCurrent decline from peak | -11.42% | -13.99% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -18.90% | +14.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 5.05% | -1.34% |
Volatility
EMDM vs. EPU - Volatility Comparison
First Trust Bloomberg Emerging Market Democracies ETF (EMDM) and iShares MSCI Peru ETF (EPU) have volatilities of 13.46% and 14.15%, 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.
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Volatility by Period
| EMDM | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.46% | 14.15% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 18.35% | 24.04% | -5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.54% | 29.31% | -5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.98% | 25.08% | -6.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.98% | 23.63% | -4.65% |