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ENHI vs. EPIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENHI vs. EPIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Enhanced International Active ETF (ENHI) and Harbor International Equity ETF (EPIN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ENHI

1D
-0.54%
1M
2.09%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

EPIN

1D
0.40%
1M
-0.70%
6M
14.34%
YTD
23.34%
1Y
38.00%
3Y*
5Y*
10Y*
ALL TIME*
34.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.84K$460.27K$161.82K
$41.81K$24.58K$20.32K

ENHI vs. EPIN - Yearly Performance Comparison


Correlation

The correlation between ENHI and EPIN is 0.86, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 12, 2026

0.86

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Return for Risk

ENHI vs. EPIN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ENHI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EPIN
EPIN Risk / Return Rank: 8383
Overall Rank
EPIN Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EPIN Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPIN Omega Ratio Rank: 8282
Omega Ratio Rank
EPIN Calmar Ratio Rank: 8484
Calmar Ratio Rank
EPIN Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ENHI vs. EPIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Enhanced International Active ETF (ENHI) and Harbor International Equity ETF (EPIN). 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.


ENHIEPINDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.20

Martin ratioReturn relative to average drawdown

11.52

ENHI vs. EPIN - Sharpe Ratio Comparison


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Drawdowns

ENHI vs. EPIN - Drawdown Comparison

The maximum ENHI drawdown since its inception was -5.63%, smaller than the maximum EPIN drawdown of -11.64%. Use the drawdown chart below to compare losses from any high point for ENHI and EPIN.


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Drawdown Indicators


ENHIEPINDifference

Max Drawdown

Largest peak-to-trough decline

-5.63%

-11.64%

+6.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

Current Drawdown

Current decline from peak

-0.54%

-2.49%

+1.95%

Average Drawdown

Average peak-to-trough decline

-1.35%

-1.93%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

Volatility

ENHI vs. EPIN - Volatility Comparison


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Volatility by Period


ENHIEPINDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

Volatility (6M)

Calculated over the trailing 6-month period

16.99%

Volatility (1Y)

Calculated over the trailing 1-year period

20.45%

19.13%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.45%

18.37%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.45%

18.37%

+2.08%

ENHI vs. EPIN - Expense Ratio Comparison

ENHI has a 0.27% expense ratio, which is lower than EPIN's 0.80% expense ratio.


Dividends

ENHI vs. EPIN - Dividend Comparison

ENHI's dividend yield for the trailing twelve months is around 1.17%, more than EPIN's 0.64% yield.


Frequently Asked Questions


ENHI and EPIN have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ENHI is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENHI is cheaper with a 0.27% expense ratio, compared with 0.80% for EPIN.

ENHI has the higher dividend yield at 1.17%, compared with 0.64% for EPIN.

They also come from different issuers: iShares and Harbor. Their fees differ too: 0.27% for ENHI and 0.80% for EPIN.

Portfolio Optimizer

Find the right allocation for ENHI and EPIN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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