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EPHE vs. FLAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPHE vs. FLAU

Last updated Jun 4, 2026

EPHE (iShares MSCI Philippines ETF) and FLAU (Franklin FTSE Australia ETF) are both Asia Pacific Equities funds - EPHE tracks the MSCI Philippines Investable Market Index while FLAU tracks the FTSE Australia RIC Capped Index. Both are passively managed. Over the past 5 years, EPHE returned -3.12%/yr vs 5.98%/yr for FLAU. At a 0.40 correlation, their price movements are largely independent. EPHE charges 0.59%/yr vs 0.09%/yr for FLAU.

Performance

EPHE vs. FLAU - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, EPHE achieves a -1.12% return, which is significantly lower than FLAU's 10.47% return.

EPHE

1D
0.24%
1M
1.36%
YTD
-1.12%
6M
0.64%
1Y
-9.52%
3Y*
0.24%
5Y*
-3.12%
10Y*
-3.20%

FLAU

1D
-1.17%
1M
1.12%
YTD
10.47%
6M
12.59%
1Y
16.61%
3Y*
12.97%
5Y*
5.98%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPHE vs. FLAU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPHE
iShares MSCI Philippines ETF		-1.12%1.56%-1.41%1.27%-15.87%-2.23%-3.95%8.50%-17.50%2.20%
FLAU
Franklin FTSE Australia ETF		10.47%15.95%1.81%12.58%-5.58%9.90%11.00%23.38%-10.17%1.89%

Correlation

The correlation between EPHE and FLAU is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2017

0.40

The correlation between EPHE and FLAU shifts across timeframes, from 0.28 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.

EPHE vs. FLAU - Sectors Allocation Comparison

Sectors
EPHE
FLAU

Industrials

32.0%
6.4%

Financial Services

17.3%
36.0%

Utilities

14.3%
0.8%

Consumer Cyclical

13.6%
6.6%

Real Estate

10.7%
6.4%

Communication Services

5.3%
1.7%

Consumer Defensive

4.6%
3.7%

Energy

1.3%
5.7%

Basic Materials

1.0%
26.2%

Healthcare

-

4.9%

Technology

-

1.2%

Industrials

EPHE
32.0%
FLAU
6.4%

Financial Services

EPHE
17.3%
FLAU
36.0%

Utilities

EPHE
14.3%
FLAU
0.8%

Consumer Cyclical

EPHE
13.6%
FLAU
6.6%

Real Estate

EPHE
10.7%
FLAU
6.4%

Communication Services

EPHE
5.3%
FLAU
1.7%

Consumer Defensive

EPHE
4.6%
FLAU
3.7%

Energy

EPHE
1.3%
FLAU
5.7%

Basic Materials

EPHE
1.0%
FLAU
26.2%

Healthcare

EPHE

-

FLAU
4.9%

Technology

EPHE

-

FLAU
1.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Philippines ETF

Franklin FTSE Australia ETF

Often compared with EPHE:
EPHE vs. VOOEPHE vs. EWYEPHE vs. EIDOEPHE vs. VTEPHE vs. VXUSEPHE vs. VTIEPHE vs. GOVT
Often compared with FLAU:
FLAU vs. EWAFLAU vs. FLBRFLAU vs. FLGBFLAU vs. EPIFLAU vs. PEYFLAU vs. BCDFLAU vs. QQQ

Return for Risk

EPHE vs. FLAU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPHE
EPHE Risk / Return Rank: 44
Overall Rank
EPHE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EPHE Sortino Ratio Rank: 44
Sortino Ratio Rank
EPHE Omega Ratio Rank: 44
Omega Ratio Rank
EPHE Calmar Ratio Rank: 44
Calmar Ratio Rank
EPHE Martin Ratio Rank: 44
Martin Ratio Rank
FLAU
FLAU Risk / Return Rank: 2929
Overall Rank
FLAU Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 2727
Sortino Ratio Rank
FLAU Omega Ratio Rank: 2626
Omega Ratio Rank
FLAU Calmar Ratio Rank: 3434
Calmar Ratio Rank
FLAU Martin Ratio Rank: 3434
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. FLAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and Franklin FTSE Australia ETF (FLAU). 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.

EPHEFLAUDifference
Sharpe ratioReturn per unit of total volatility
-0.51
1.00

-1.51

Sortino ratioReturn per unit of downside risk
-0.62
1.47

-2.09

Omega ratioGain probability vs. loss probability

0.93

1.18

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.59

1.67

-2.26

Martin ratioReturn relative to average drawdown

-1.05

5.15

-6.20

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPHE vs. FLAU - Sharpe Ratio Comparison

The current EPHE Sharpe Ratio is -0.51, which is lower than the FLAU Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of EPHE and FLAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EPHEFLAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

1.00

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.31

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.33

-0.29

Drawdowns

EPHE vs. FLAU - Drawdown Comparison

The maximum EPHE drawdown since its inception was -53.82%, which is greater than FLAU's maximum drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for EPHE and FLAU.

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Drawdown Indicators

EPHEFLAUDifference

Max Drawdown

Largest peak-to-trough decline

-53.82%

-45.73%

-8.09%

Max Drawdown (1Y)

Largest decline over 1 year

-16.22%

-10.01%

-6.21%

Max Drawdown (3Y)

Largest decline over 3 years

-21.42%

-22.03%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-24.68%

-8.28%

Max Drawdown (10Y)

Largest decline over 10 years

-51.62%

—

—

Current Drawdown

Current decline from peak

-34.62%

-3.11%

-31.51%

Average Drawdown

Average peak-to-trough decline

-20.98%

-6.79%

-14.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.08%

3.23%

+5.85%

Volatility

EPHE vs. FLAU - Volatility Comparison

iShares MSCI Philippines ETF (EPHE) and Franklin FTSE Australia ETF (FLAU) have volatilities of 5.60% and 5.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EPHEFLAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.45%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.77%

13.66%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

16.63%

+2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

19.61%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

23.58%

-1.34%

EPHE vs. FLAU - Expense Ratio Comparison

EPHE has a 0.59% expense ratio, which is higher than FLAU's 0.09% expense ratio.

Dividends

EPHE vs. FLAU - Dividend Comparison

EPHE's dividend yield for the trailing twelve months is around 2.13%, less than FLAU's 2.94% yield.

PositionTTM20252024202320222021202020192018201720162015
EPHE
iShares MSCI Philippines ETF		2.13%2.11%2.32%2.01%1.73%1.05%0.72%0.78%0.45%0.36%0.71%1.03%
FLAU
Franklin FTSE Australia ETF		2.94%3.25%3.37%3.62%5.91%5.14%2.18%4.37%4.34%0.18%0.00%0.00%

Frequently Asked Questions

EPHE and FLAU have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPHE has higher volatility (5.60%) compared to FLAU (5.45%). In terms of maximum drawdown, EPHE dropped -53.82% vs FLAU's -45.73%.

On 5-year performance, FLAU leads with 5.98% vs -3.12% for EPHE. On fees, FLAU is cheaper at 0.09% per year. On volatility, FLAU has been the lower-risk option at 5.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLAU has performed better with a 5.98% return vs -3.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLAU is cheaper with a 0.09% expense ratio, compared with 0.59% for EPHE.

FLAU has the higher dividend yield at 2.94%, compared with 2.13% for EPHE.

EPHE tracks MSCI Philippines Investable Market Index, while FLAU tracks FTSE Australia RIC Capped Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.59% for EPHE and 0.09% for FLAU.

FLAU currently has the higher Sharpe Ratio (1.00 vs -0.51), 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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