EPHE vs. BTC-USD
EPHE (iShares MSCI Philippines ETF) is Asia Pacific Equities fund tracking the MSCI Philippines Investable Market Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, EPHE returned -2.82%/yr vs 57.23%/yr for BTC-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
EPHE vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, EPHE achieves a 0.32% return, which is significantly higher than BTC-USD's -26.27% return. Over the past 10 years, EPHE has underperformed BTC-USD with an annualized return of -2.82%, while BTC-USD has yielded a comparatively higher 57.23% 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%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
EPHE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between EPHE and BTC-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.07 |
The correlation between EPHE and BTC-USD shifts across timeframes, from 0.07 (all time) to 0.18 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EPHE vs. BTC-USD — Risk / Return Rank
EPHE
BTC-USD
EPHE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.87 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | -0.77 | +0.19 |
| Martin ratioReturn relative to average drawdown | -1.06 | -1.33 | +0.27 |
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Drawdowns
EPHE vs. BTC-USD - Drawdown Comparison
The maximum EPHE drawdown since its inception was -53.82%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for EPHE and BTC-USD.
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Drawdown Indicators
| EPHE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.82% | -85.30% | +31.48% |
Max Drawdown (1Y)Largest decline over 1 year | -15.90% | -51.21% | +35.31% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -51.21% | +29.79% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -76.67% | +43.71% |
Max Drawdown (10Y)Largest decline over 10 years | -51.62% | -83.80% | +32.18% |
Current DrawdownCurrent decline from peak | -33.66% | -48.27% | +14.61% |
Average DrawdownAverage peak-to-trough decline | -21.00% | -42.36% | +21.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.28% | 35.16% | -25.88% |
Volatility
EPHE vs. BTC-USD - Volatility Comparison
The current volatility for iShares MSCI Philippines ETF (EPHE) is 4.96%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that EPHE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPHE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 11.97% | -7.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.49% | 34.64% | -21.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 35.59% | -16.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 44.57% | -26.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 56.61% | -34.41% |
Frequently Asked Questions
EPHE and BTC-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.97%) compared to EPHE (4.96%). In terms of maximum drawdown, EPHE dropped -53.82% vs BTC-USD's -85.30%.
EPHE currently has the higher Sharpe Ratio (-0.49 vs -0.92), 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.
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