EPHE vs. EIDO
Compare and contrast key facts about iShares MSCI Philippines ETF (EPHE) and iShares MSCI Indonesia ETF (EIDO).
EPHE and EIDO 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. EIDO is a passively managed fund by iShares that tracks the performance of the MSCI Indonesia Investable Market Index. It was launched on May 5, 2010. Both EPHE and EIDO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPHE or EIDO.
Correlation
The correlation between EPHE and EIDO is 0.54, 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.
Performance
EPHE vs. EIDO - Performance Comparison
Key characteristics
EPHE:
-0.51
EIDO:
-1.02
EPHE:
-0.63
EIDO:
-1.36
EPHE:
0.93
EIDO:
0.84
EPHE:
-0.22
EIDO:
-0.48
EPHE:
-0.82
EIDO:
-1.54
EPHE:
10.56%
EIDO:
12.27%
EPHE:
16.91%
EIDO:
18.59%
EPHE:
-53.82%
EIDO:
-63.21%
EPHE:
-36.50%
EIDO:
-38.03%
Returns By Period
In the year-to-date period, EPHE achieves a -2.48% return, which is significantly higher than EIDO's -4.76% return. Over the past 10 years, EPHE has underperformed EIDO with an annualized return of -4.32%, while EIDO has yielded a comparatively higher -2.41% annualized return.
EPHE
-2.48%
-0.93%
-11.47%
-10.02%
-3.78%
-4.32%
EIDO
-4.76%
-6.43%
-18.84%
-19.01%
-3.46%
-2.41%
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EPHE vs. EIDO - Expense Ratio Comparison
Both EPHE and EIDO have an expense ratio of 0.59%.
Risk-Adjusted Performance
EPHE vs. EIDO — Risk-Adjusted Performance Rank
EPHE
EIDO
EPHE vs. EIDO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and iShares MSCI Indonesia ETF (EIDO). 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.
Dividends
EPHE vs. EIDO - Dividend Comparison
EPHE's dividend yield for the trailing twelve months is around 2.38%, less than EIDO's 5.47% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPHE iShares MSCI Philippines ETF | 2.38% | 2.32% | 2.01% | 1.73% | 1.05% | 0.72% | 0.78% | 0.45% | 0.36% | 0.71% | 1.03% | 0.97% |
EIDO iShares MSCI Indonesia ETF | 5.47% | 5.21% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.15% | 1.66% | 1.32% |
Drawdowns
EPHE vs. EIDO - Drawdown Comparison
The maximum EPHE drawdown since its inception was -53.82%, smaller than the maximum EIDO drawdown of -63.21%. Use the drawdown chart below to compare losses from any high point for EPHE and EIDO. For additional features, visit the drawdowns tool.
Volatility
EPHE vs. EIDO - Volatility Comparison
iShares MSCI Philippines ETF (EPHE) has a higher volatility of 6.30% compared to iShares MSCI Indonesia ETF (EIDO) at 5.47%. This indicates that EPHE's price experiences larger fluctuations and is considered to be riskier than EIDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.