EPHE vs. ITOT

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Philippines ETF (EPHE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).

EPHE and ITOT 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. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both EPHE and ITOT 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. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Philippines ETF (EPHE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

EPHE vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPHE iShares MSCI Philippines ETF	-0.28%	1.56%	-1.41%	1.27%	-15.87%	-2.23%	-3.95%	8.50%	-17.50%	20.20%
ITOT iShares Core S&P Total U.S. Stock Market ETF	-3.31%	17.00%	23.80%	26.12%	-19.47%	25.68%	20.71%	30.67%	-5.33%	21.37%

Returns By Period

In the year-to-date period, EPHE achieves a -0.28% return, which is significantly higher than ITOT's -3.31% return. Over the past 10 years, EPHE has underperformed ITOT with an annualized return of -2.63%, while ITOT has yielded a comparatively higher 13.65% annualized return.

EPHE

• 1D: 0.08%
• 1M: -7.66%
• YTD: -0.28%
• 6M: -0.59%
• 1Y: 0.35%
• 3Y*: -0.60%
• 5Y*: -1.43%
• 10Y*: -2.63%

ITOT

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.31%
• 6M: -1.32%
• 1Y: 18.51%
• 3Y*: 18.11%
• 5Y*: 10.62%
• 10Y*: 13.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EPHE vs. ITOT - Expense Ratio Comparison

EPHE has a 0.59% expense ratio, which is higher than ITOT's 0.03% expense ratio.

EPHE

iShares MSCI Philippines ETF

ITOT

iShares Core S&P Total U.S. Stock Market ETF

Return for Risk

EPHE vs. ITOT — Risk / Return Rank

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

EPHE

EPHE Risk / Return Rank: 12
EPHE Sharpe Ratio Rank: 12
EPHE Sortino Ratio Rank: 12
EPHE Omega Ratio Rank: 12
EPHE Calmar Ratio Rank: 12
EPHE Martin Ratio Rank: 12

ITOT

ITOT Risk / Return Rank: 59
ITOT Sharpe Ratio Rank: 53
ITOT Sortino Ratio Rank: 57
ITOT Omega Ratio Rank: 60
ITOT Calmar Ratio Rank: 58
ITOT Martin Ratio Rank: 69

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. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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	ITOT	Difference
Sharpe ratio Return per unit of total volatility	0.02	1.00	-0.98
Sortino ratio Return per unit of downside risk	0.17	1.52	-1.35
Omega ratio Gain probability vs. loss probability	1.02	1.23	-0.21
Calmar ratio Return relative to maximum drawdown	0.01	1.53	-1.52
Martin ratio Return relative to average drawdown	0.03	7.25	-7.22
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. ITOT - Sharpe Ratio Comparison

The current EPHE Sharpe Ratio is 0.02, which is lower than the ITOT Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of EPHE and ITOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EPHE	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.02	1.00	-0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	0.61	-0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.12	0.75	-0.87
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.54	-0.49

Correlation

The correlation between EPHE and ITOT is 0.47, 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. ITOT - Dividend Comparison

EPHE's dividend yield for the trailing twelve months is around 2.11%, more than ITOT's 1.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPHE iShares MSCI Philippines ETF	2.11%	2.11%	2.32%	2.01%	1.73%	1.05%	0.72%	0.78%	0.45%	0.36%	0.71%	1.03%
ITOT iShares Core S&P Total U.S. Stock Market ETF	1.12%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%

Drawdowns

EPHE vs. ITOT - Drawdown Comparison

The maximum EPHE drawdown since its inception was -53.82%, roughly equal to the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for EPHE and ITOT.

Drawdown Indicators

	EPHE	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-53.82%	-55.20%	+1.38%
Max Drawdown (1Y) Largest decline over 1 year	-16.22%	-12.34%	-3.88%
Max Drawdown (5Y) Largest decline over 5 years	-32.96%	-25.36%	-7.60%
Max Drawdown (10Y) Largest decline over 10 years	-51.62%	-35.00%	-16.62%
Current Drawdown Current decline from peak	-34.06%	-5.51%	-28.55%
Average Drawdown Average peak-to-trough decline	-20.84%	-7.02%	-13.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.46%	2.61%	+4.85%

Volatility

EPHE vs. ITOT - Volatility Comparison

iShares MSCI Philippines ETF (EPHE) has a higher volatility of 7.51% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.49%. This indicates that EPHE's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPHE	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.51%	5.49%	+2.02%
Volatility (6M) Calculated over the trailing 6-month period	14.07%	9.78%	+4.29%
Volatility (1Y) Calculated over the trailing 1-year period	20.56%	18.68%	+1.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.11%	17.36%	+0.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.34%	18.25%	+4.09%