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.
Performance
EPHE vs. VT - Performance Comparison
Loading graphics...
EPHE vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPHE iShares MSCI Philippines ETF | -0.36% | 1.56% | -1.41% | 1.27% | -15.87% | -2.23% | -3.95% | 8.50% | -17.50% | 20.20% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, EPHE achieves a -0.36% return, which is significantly higher than VT's -1.71% return. Over the past 10 years, EPHE has underperformed VT with an annualized return of -2.64%, while VT has yielded a comparatively higher 11.53% annualized 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%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EPHE vs. VT - Expense Ratio Comparison
EPHE has a 0.59% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
EPHE vs. VT — Risk / Return Rank
EPHE
VT
EPHE vs. VT - Risk-Adjusted Trends 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.
| EPHE | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 1.25 | -1.25 |
Sortino ratioReturn per unit of downside risk | 0.15 | 1.84 | -1.69 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.27 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | 1.83 | -1.74 |
Martin ratioReturn relative to average drawdown | 0.19 | 8.51 | -8.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EPHE | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 1.25 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.58 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.67 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.40 | -0.35 |
Correlation
The correlation between EPHE and VT is 0.53, 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. VT - Dividend Comparison
EPHE's dividend yield for the trailing twelve months is around 2.12%, more than VT's 1.82% 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% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
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.
Loading graphics...
Drawdown Indicators
| EPHE | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.82% | -50.27% | -3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -11.84% | -4.38% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -26.38% | -6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -51.62% | -34.24% | -17.38% |
Current DrawdownCurrent decline from peak | -34.12% | -6.89% | -27.23% |
Average DrawdownAverage peak-to-trough decline | -20.83% | -7.08% | -13.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 2.55% | +4.87% |
Volatility
EPHE vs. VT - Volatility Comparison
iShares MSCI Philippines ETF (EPHE) has a higher volatility of 7.53% compared to Vanguard Total World Stock ETF (VT) at 6.33%. 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.
Loading graphics...
Volatility by Period
| EPHE | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 6.33% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.10% | 9.95% | +4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 17.24% | +3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 15.98% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 17.20% | +5.14% |