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EPHE vs. PIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPHE vs. PIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, EPHE achieves a 1.87% return, which is significantly lower than PIT's 25.62% return.


EPHE

1D
0.69%
1M
2.70%
YTD
1.87%
6M
1.83%
1Y
-1.42%
3Y*
1.74%
5Y*
-2.44%
10Y*
-2.80%

PIT

1D
-1.32%
1M
-11.78%
YTD
25.62%
6M
23.58%
1Y
39.64%
3Y*
18.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPHE vs. PIT - Yearly Performance Comparison


2026 (YTD)2025202420232022
EPHE
iShares MSCI Philippines ETF
1.87%1.56%-1.41%1.27%-0.83%
PIT
VanEck Commodity Strategy ETF
25.62%21.63%6.77%-4.54%1.67%

Correlation

The correlation between EPHE and PIT is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2022

0.05

The correlation between EPHE and PIT shifts across timeframes, from -0.20 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EPHE vs. PIT — Risk / Return Rank

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

EPHE
EPHE Risk / Return Rank: 88
Overall Rank
EPHE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EPHE Sortino Ratio Rank: 88
Sortino Ratio Rank
EPHE Omega Ratio Rank: 88
Omega Ratio Rank
EPHE Calmar Ratio Rank: 88
Calmar Ratio Rank
EPHE Martin Ratio Rank: 88
Martin Ratio Rank

PIT
PIT Risk / Return Rank: 5757
Overall Rank
PIT Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 5252
Sortino Ratio Rank
PIT Omega Ratio Rank: 5656
Omega Ratio Rank
PIT Calmar Ratio Rank: 5656
Calmar Ratio Rank
PIT Martin Ratio Rank: 6363
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. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and VanEck Commodity Strategy ETF (PIT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EPHEPITDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

1.01

1.33

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.09

2.62

-2.71

Martin ratioReturn relative to average drawdown

-0.16

10.88

-11.05

EPHE vs. PIT - Sharpe Ratio Comparison

The current EPHE Sharpe Ratio is -0.07, which is lower than the PIT Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of EPHE and PIT, 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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Drawdowns

EPHE vs. PIT - Drawdown Comparison

The maximum EPHE drawdown since its inception was -53.82%, which is greater than PIT's maximum drawdown of -15.19%. Use the drawdown chart below to compare losses from any high point for EPHE and PIT.


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Drawdown Indicators


EPHEPITDifference

Max Drawdown

Largest peak-to-trough decline

-53.82%

-15.19%

-38.63%

Max Drawdown (1Y)

Largest decline over 1 year

-15.90%

-15.19%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-21.42%

-15.19%

-6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

Max Drawdown (10Y)

Largest decline over 10 years

-51.62%

Current Drawdown

Current decline from peak

-32.64%

-15.19%

-17.45%

Average Drawdown

Average peak-to-trough decline

-21.02%

-4.08%

-16.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.76%

3.66%

+5.10%

Volatility

EPHE vs. PIT - Volatility Comparison

iShares MSCI Philippines ETF (EPHE) has a higher volatility of 9.46% compared to VanEck Commodity Strategy ETF (PIT) at 4.72%. This indicates that EPHE's price experiences larger fluctuations and is considered to be riskier than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPHEPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.46%

4.72%

+4.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

19.40%

-3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

21.66%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

17.50%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

17.50%

+4.79%

EPHE vs. PIT - Expense Ratio Comparison

EPHE has a 0.59% expense ratio, which is higher than PIT's 0.55% expense ratio.


Dividends

EPHE vs. PIT - Dividend Comparison

EPHE's dividend yield for the trailing twelve months is around 2.73%, less than PIT's 7.10% yield.


PositionTTM20252024202320222021202020192018201720162015
EPHE
iShares MSCI Philippines ETF
2.73%2.11%2.32%2.01%1.73%1.05%0.72%0.78%0.45%0.36%0.71%1.03%
PIT
VanEck Commodity Strategy ETF
7.10%8.92%3.59%6.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EPHE and PIT have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPHE has higher volatility (9.46%) compared to PIT (4.72%). In terms of maximum drawdown, EPHE dropped -53.82% vs PIT's -15.19%.

On 3-year performance, PIT leads with 18.98% vs 1.74% for EPHE. On fees, PIT is cheaper at 0.55% per year. On volatility, PIT has been the lower-risk option at 4.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PIT has performed better with a 18.98% return vs 1.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PIT is cheaper with a 0.55% expense ratio, compared with 0.59% for EPHE.

PIT has the higher dividend yield at 7.10%, compared with 2.73% for EPHE.

EPHE is categorized as Asia Pacific Equities, while PIT is Commodities. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.59% for EPHE and 0.55% for PIT.

PIT currently has the higher Sharpe Ratio (1.85 vs -0.07), 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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Find the right allocation for EPHE and PIT

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