EPHE vs. VT
Compare and contrast key facts about iShares MSCI Philippines ETF (EPHE) and Vanguard Total World Stock ETF (VT).
EPHE and VT 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. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both EPHE and VT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPHE or VT.
Key characteristics
| EPHE | VT | |
|---|---|---|
| YTD Return | 1.77% | 18.68% |
| 1Y Return | 9.25% | 29.94% |
| 3Y Return (Ann) | -6.30% | 5.69% |
| 5Y Return (Ann) | -4.47% | 11.38% |
| 10Y Return (Ann) | -2.80% | 9.45% |
| Sharpe Ratio | 0.53 | 2.54 |
| Sortino Ratio | 0.84 | 3.47 |
| Omega Ratio | 1.10 | 1.46 |
| Calmar Ratio | 0.20 | 3.17 |
| Martin Ratio | 1.25 | 16.70 |
| Ulcer Index | 6.50% | 1.79% |
| Daily Std Dev | 15.35% | 11.78% |
| Max Drawdown | -53.82% | -50.27% |
| Current Drawdown | -32.79% | -0.96% |
Correlation
The correlation between EPHE and VT is 0.55, 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.
Performance
EPHE vs. VT - Performance Comparison
In the year-to-date period, EPHE achieves a 1.77% return, which is significantly lower than VT's 18.68% return. Over the past 10 years, EPHE has underperformed VT with an annualized return of -2.80%, while VT has yielded a comparatively higher 9.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EPHE vs. VT - Expense Ratio Comparison
EPHE has a 0.59% expense ratio, which is higher than VT's 0.07% expense ratio.
Risk-Adjusted Performance
EPHE vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and Vanguard Total World Stock ETF (VT). 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.
Dividends
EPHE vs. VT - Dividend Comparison
EPHE's dividend yield for the trailing twelve months is around 2.21%, more than VT's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPHE iShares MSCI Philippines ETF | 2.21% | 2.01% | 1.73% | 1.05% | 0.72% | 0.78% | 0.45% | 0.36% | 0.71% | 1.03% | 0.97% | 1.05% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
EPHE vs. VT - Drawdown Comparison
The maximum EPHE drawdown since its inception was -53.82%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for EPHE and VT. For additional features, visit the drawdowns tool.
Volatility
EPHE vs. VT - Volatility Comparison
iShares MSCI Philippines ETF (EPHE) has a higher volatility of 4.78% compared to Vanguard Total World Stock ETF (VT) at 3.31%. This indicates that EPHE's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.