EPHE vs. INDH
Compare and contrast key facts about iShares MSCI Philippines ETF (EPHE) and WisdomTree India Hedged Equity Fund (INDH).
EPHE and INDH 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. INDH is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Hedged Equity Index. It was launched on May 7, 2024. Both EPHE and INDH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EPHE vs. INDH - Performance Comparison
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EPHE vs. INDH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EPHE iShares MSCI Philippines ETF | -0.36% | 1.56% | -0.53% |
INDH WisdomTree India Hedged Equity Fund | -10.24% | 6.76% | 5.05% |
Returns By Period
In the year-to-date period, EPHE achieves a -0.36% return, which is significantly higher than INDH's -10.24% 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%
INDH
- 1D
- 2.18%
- 1M
- -7.60%
- YTD
- -10.24%
- 6M
- -5.51%
- 1Y
- -1.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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EPHE vs. INDH - Expense Ratio Comparison
EPHE has a 0.59% expense ratio, which is lower than INDH's 0.64% expense ratio.
Return for Risk
EPHE vs. INDH — Risk / Return Rank
EPHE
INDH
EPHE vs. INDH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and WisdomTree India Hedged Equity Fund (INDH). 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.
| EPHE | INDH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | -0.14 | +0.15 |
Sortino ratioReturn per unit of downside risk | 0.15 | -0.10 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.99 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | -0.18 | +0.27 |
Martin ratioReturn relative to average drawdown | 0.19 | -0.69 | +0.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPHE | INDH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | -0.14 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.02 | +0.02 |
Correlation
The correlation between EPHE and INDH is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EPHE vs. INDH - Dividend Comparison
EPHE's dividend yield for the trailing twelve months is around 2.12%, less than INDH's 5.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
INDH WisdomTree India Hedged Equity Fund | 5.85% | 5.25% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EPHE vs. INDH - Drawdown Comparison
The maximum EPHE drawdown since its inception was -53.82%, which is greater than INDH's maximum drawdown of -15.05%. Use the drawdown chart below to compare losses from any high point for EPHE and INDH.
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Drawdown Indicators
| EPHE | INDH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.82% | -15.05% | -38.77% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -12.94% | -3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.62% | — | — |
Current DrawdownCurrent decline from peak | -34.12% | -12.24% | -21.88% |
Average DrawdownAverage peak-to-trough decline | -20.83% | -5.36% | -15.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 3.40% | +4.02% |
Volatility
EPHE vs. INDH - Volatility Comparison
iShares MSCI Philippines ETF (EPHE) and WisdomTree India Hedged Equity Fund (INDH) have volatilities of 7.53% and 7.80%, 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.
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Volatility by Period
| EPHE | INDH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 7.80% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 14.10% | 10.52% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 14.13% | +6.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 14.43% | +3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 14.43% | +7.91% |