EPHE vs. ACWI
Compare and contrast key facts about iShares MSCI Philippines ETF (EPHE) and iShares MSCI ACWI ETF (ACWI).
EPHE and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPHE is a passively managed fund by iShares that tracks the performance of the MSCI Philippines Investable Market Index. It was launched on Sep 28, 2010. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both EPHE and ACWI 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
EPHE vs. ACWI - Performance Comparison
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EPHE vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPHE iShares MSCI Philippines ETF | -0.36% | 1.56% | -1.41% | 1.27% | -15.87% | -2.23% | -3.95% | 8.50% | -17.50% | 20.20% |
ACWI iShares MSCI ACWI ETF | -2.21% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Returns By Period
In the year-to-date period, EPHE achieves a -0.36% return, which is significantly higher than ACWI's -2.21% return. Over the past 10 years, EPHE has underperformed ACWI with an annualized return of -2.64%, while ACWI has yielded a comparatively higher 11.58% annualized return.
EPHE
- 1D
- 3.11%
- 1M
- -11.04%
- YTD
- -0.36%
- 6M
- 0.77%
- 1Y
- 0.11%
- 3Y*
- -0.62%
- 5Y*
- -1.44%
- 10Y*
- -2.64%
ACWI
- 1D
- 3.11%
- 1M
- -6.11%
- YTD
- -2.21%
- 6M
- 0.97%
- 1Y
- 20.86%
- 3Y*
- 16.98%
- 5Y*
- 9.40%
- 10Y*
- 11.58%
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EPHE vs. ACWI - Expense Ratio Comparison
EPHE has a 0.59% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Return for Risk
EPHE vs. ACWI — Risk / Return Rank
EPHE
ACWI
EPHE vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and iShares MSCI ACWI ETF (ACWI). 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.
| EPHE | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 1.20 | -1.19 |
Sortino ratioReturn per unit of downside risk | 0.15 | 1.77 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.27 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | 1.79 | -1.70 |
Martin ratioReturn relative to average drawdown | 0.19 | 8.26 | -8.08 |
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
| EPHE | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 1.20 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.59 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.68 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.39 | -0.34 |
Correlation
The correlation between EPHE and ACWI is 0.53, 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
EPHE vs. ACWI - Dividend Comparison
EPHE's dividend yield for the trailing twelve months is around 2.12%, more than ACWI's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPHE iShares MSCI Philippines ETF | 2.12% | 2.11% | 2.32% | 2.01% | 1.73% | 1.05% | 0.72% | 0.78% | 0.45% | 0.36% | 0.71% | 1.03% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
EPHE vs. ACWI - Drawdown Comparison
The maximum EPHE drawdown since its inception was -53.82%, roughly equal to the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for EPHE and ACWI.
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Drawdown Indicators
| EPHE | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.82% | -56.00% | +2.18% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -11.76% | -4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -26.42% | -6.54% |
Max Drawdown (10Y)Largest decline over 10 years | -51.62% | -33.53% | -18.09% |
Current DrawdownCurrent decline from peak | -34.12% | -6.92% | -27.20% |
Average DrawdownAverage peak-to-trough decline | -20.83% | -8.69% | -12.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 2.54% | +4.88% |
Volatility
EPHE vs. ACWI - Volatility Comparison
iShares MSCI Philippines ETF (EPHE) has a higher volatility of 7.53% compared to iShares MSCI ACWI ETF (ACWI) at 6.38%. This indicates that EPHE's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPHE | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 6.38% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.10% | 10.05% | +4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 17.48% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 15.97% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 17.08% | +5.26% |