Correlation
The correlation between EPHE and EWZ is 0.48, 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.
EPHE vs. EWZ
Compare and contrast key facts about iShares MSCI Philippines ETF (EPHE) and iShares MSCI Brazil ETF (EWZ).
EPHE and EWZ 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. EWZ is a passively managed fund by iShares that tracks the performance of the MSCI Brazil 25/50 Index. It was launched on Jul 10, 2000. Both EPHE and EWZ 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 EWZ.
Performance
EPHE vs. EWZ - Performance Comparison
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Key characteristics
EPHE:
0.81
EWZ:
-0.02
EPHE:
1.20
EWZ:
0.10
EPHE:
1.14
EWZ:
1.01
EPHE:
0.37
EWZ:
-0.03
EPHE:
1.33
EWZ:
-0.12
EPHE:
11.12%
EWZ:
11.84%
EPHE:
19.16%
EWZ:
25.12%
EPHE:
-53.82%
EWZ:
-77.25%
EPHE:
-28.20%
EWZ:
-43.30%
Returns By Period
In the year-to-date period, EPHE achieves a 10.27% return, which is significantly lower than EWZ's 21.15% return. Over the past 10 years, EPHE has underperformed EWZ with an annualized return of -2.22%, while EWZ has yielded a comparatively higher 3.12% annualized return.
EPHE
10.27%
1.21%
7.02%
15.32%
1.11%
1.23%
-2.22%
EWZ
21.15%
0.55%
13.04%
-0.43%
-0.06%
5.20%
3.12%
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EPHE vs. EWZ - Expense Ratio Comparison
Both EPHE and EWZ have an expense ratio of 0.59%.
Risk-Adjusted Performance
EPHE vs. EWZ — Risk-Adjusted Performance Rank
EPHE
EWZ
EPHE vs. EWZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and iShares MSCI Brazil ETF (EWZ). 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.
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Dividends
EPHE vs. EWZ - Dividend Comparison
EPHE's dividend yield for the trailing twelve months is around 2.10%, less than EWZ's 7.36% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPHE iShares MSCI Philippines ETF | 2.10% | 2.32% | 2.01% | 1.73% | 1.05% | 0.72% | 0.78% | 0.45% | 0.36% | 0.71% | 1.03% | 0.97% |
EWZ iShares MSCI Brazil ETF | 7.36% | 8.91% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% | 3.78% |
Drawdowns
EPHE vs. EWZ - Drawdown Comparison
The maximum EPHE drawdown since its inception was -53.82%, smaller than the maximum EWZ drawdown of -77.25%. Use the drawdown chart below to compare losses from any high point for EPHE and EWZ.
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Volatility
EPHE vs. EWZ - Volatility Comparison
The current volatility for iShares MSCI Philippines ETF (EPHE) is 5.51%, while iShares MSCI Brazil ETF (EWZ) has a volatility of 6.45%. This indicates that EPHE experiences smaller price fluctuations and is considered to be less risky than EWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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