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EPHE vs. EWZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EPHE vs. EWZ - Performance Comparison

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

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EPHE vs. EWZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EWZ
iShares MSCI Brazil ETF
20.84%48.81%-30.41%32.62%12.09%-17.32%-20.35%27.67%-2.52%23.62%

Returns By Period

In the year-to-date period, EPHE achieves a -0.36% return, which is significantly lower than EWZ's 20.84% return. Over the past 10 years, EPHE has underperformed EWZ with an annualized return of -2.64%, while EWZ has yielded a comparatively higher 9.08% 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%

EWZ

1D
4.41%
1M
-0.88%
YTD
20.84%
6M
28.18%
1Y
56.58%
3Y*
19.24%
5Y*
11.82%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EPHE vs. EWZ - Expense Ratio Comparison

Both EPHE and EWZ have an expense ratio of 0.59%.


Return for Risk

EPHE vs. EWZ — Risk / Return Rank

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

EPHE
EPHE Risk / Return Rank: 1313
Overall Rank
EPHE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EPHE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EPHE Omega Ratio Rank: 1212
Omega Ratio Rank
EPHE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EPHE Martin Ratio Rank: 1313
Martin Ratio Rank

EWZ
EWZ Risk / Return Rank: 9494
Overall Rank
EWZ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EWZ Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWZ Omega Ratio Rank: 9191
Omega Ratio Rank
EWZ Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWZ Martin Ratio Rank: 9393
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. EWZ - Risk-Adjusted Trends 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.


EPHEEWZDifference

Sharpe ratio

Return per unit of total volatility

0.01

2.19

-2.18

Sortino ratio

Return per unit of downside risk

0.15

2.75

-2.60

Omega ratio

Gain probability vs. loss probability

1.02

1.37

-0.36

Calmar ratio

Return relative to maximum drawdown

0.09

4.89

-4.80

Martin ratio

Return relative to average drawdown

0.19

13.02

-12.83

EPHE vs. EWZ - Sharpe Ratio Comparison

The current EPHE Sharpe Ratio is 0.01, which is lower than the EWZ Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of EPHE and EWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EPHEEWZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

2.19

-2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.43

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

0.27

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.18

-0.13

Correlation

The correlation between EPHE and EWZ is 0.43, 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. EWZ - Dividend Comparison

EPHE's dividend yield for the trailing twelve months is around 2.12%, less than EWZ's 4.29% yield.


TTM20252024202320222021202020192018201720162015
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%
EWZ
iShares MSCI Brazil ETF
4.29%5.19%8.91%5.66%12.59%9.87%1.71%2.54%2.89%1.71%1.81%4.08%

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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Drawdown Indicators


EPHEEWZDifference

Max Drawdown

Largest peak-to-trough decline

-53.82%

-77.25%

+23.43%

Max Drawdown (1Y)

Largest decline over 1 year

-16.22%

-11.44%

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-32.24%

-0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-51.62%

-56.99%

+5.37%

Current Drawdown

Current decline from peak

-34.12%

-15.84%

-18.28%

Average Drawdown

Average peak-to-trough decline

-20.83%

-36.09%

+15.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.42%

4.29%

+3.13%

Volatility

EPHE vs. EWZ - Volatility Comparison

The current volatility for iShares MSCI Philippines ETF (EPHE) is 7.53%, while iShares MSCI Brazil ETF (EWZ) has a volatility of 12.21%. 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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Volatility by Period


EPHEEWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

12.21%

-4.68%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

19.72%

-5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

20.60%

25.98%

-5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

27.78%

-9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

34.34%

-12.00%