PortfoliosLab logoPortfoliosLab logo
EPHE vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

EPHE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Philippines ETF (EPHE) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EPHE achieves a 0.32% return, which is significantly lower than ^NDX's 17.37% return. Over the past 10 years, EPHE has underperformed ^NDX with an annualized return of -2.82%, while ^NDX has yielded a comparatively higher 20.95% annualized return.


EPHE

1D
0.97%
1M
0.81%
YTD
0.32%
6M
1.21%
1Y
-7.80%
3Y*
0.90%
5Y*
-3.02%
10Y*
-2.82%

^NDX

1D
0.64%
1M
0.19%
YTD
17.37%
6M
17.62%
1Y
37.01%
3Y*
25.76%
5Y*
16.18%
10Y*
20.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPHE vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPHE
iShares MSCI Philippines ETF
0.32%1.56%-1.41%1.27%-15.87%-2.23%-3.95%8.50%-17.50%20.20%
^NDX
NASDAQ 100 Index
17.37%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%

Correlation

The correlation between EPHE and ^NDX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

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

0.34

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

0.35

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

0.37

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2010

0.42

Compare stocks, funds, or ETFs

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


Return for Risk

EPHE vs. ^NDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPHE
EPHE Risk / Return Rank: 55
Overall Rank
EPHE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EPHE Sortino Ratio Rank: 55
Sortino Ratio Rank
EPHE Omega Ratio Rank: 55
Omega Ratio Rank
EPHE Calmar Ratio Rank: 55
Calmar Ratio Rank
EPHE Martin Ratio Rank: 55
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 7979
Overall Rank
^NDX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 7979
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8181
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7878
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7676
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.

EPHE vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and NASDAQ 100 Index (^NDX). 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.


EPHE^NDXDifference
Sharpe ratioReturn per unit of total volatility

-2.54

Sortino ratioReturn per unit of downside risk

-3.27

Omega ratioGain probability vs. loss probability

0.94

1.36

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.58

2.92

-3.50

Martin ratioReturn relative to average drawdown

-1.06

10.85

-11.91

EPHE vs. ^NDX - Sharpe Ratio Comparison

The current EPHE Sharpe Ratio is -0.49, which is lower than the ^NDX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of EPHE and ^NDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EPHE vs. ^NDX - Drawdown Comparison

The maximum EPHE drawdown since its inception was -53.82%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for EPHE and ^NDX.


Loading charts...

Drawdown Indicators


EPHE^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-53.82%

-82.90%

+29.08%

Max Drawdown (1Y)

Largest decline over 1 year

-15.90%

-12.12%

-3.78%

Max Drawdown (3Y)

Largest decline over 3 years

-21.42%

-22.93%

+1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-35.56%

+2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-51.62%

-35.56%

-16.06%

Current Drawdown

Current decline from peak

-33.66%

-3.34%

-30.32%

Average Drawdown

Average peak-to-trough decline

-21.00%

-24.61%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.28%

3.26%

+6.02%

Volatility

EPHE vs. ^NDX - Volatility Comparison

The current volatility for iShares MSCI Philippines ETF (EPHE) is 4.96%, while NASDAQ 100 Index (^NDX) has a volatility of 7.51%. This indicates that EPHE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EPHE^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

7.51%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

13.84%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

17.29%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

22.76%

-4.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

22.61%

-0.41%

Frequently Asked Questions


EPHE and ^NDX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^NDX has higher volatility (7.51%) compared to EPHE (4.96%). In terms of maximum drawdown, EPHE dropped -53.82% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (2.05 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EPHE and ^NDX

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

Open Portfolio Optimizer