Correlation
The correlation between EPHE and VXUS is 0.48, 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.
EPHE vs. VXUS
Compare and contrast key facts about iShares MSCI Philippines ETF (EPHE) and Vanguard Total International Stock ETF (VXUS).
EPHE and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both EPHE and VXUS 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 VXUS.
Performance
EPHE vs. VXUS - Performance Comparison
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Key characteristics
EPHE:
0.81
VXUS:
0.83
EPHE:
1.20
VXUS:
1.37
EPHE:
1.14
VXUS:
1.19
EPHE:
0.37
VXUS:
1.12
EPHE:
1.33
VXUS:
3.58
EPHE:
11.12%
VXUS:
4.27%
EPHE:
19.16%
VXUS:
16.91%
EPHE:
-53.82%
VXUS:
-35.97%
EPHE:
-28.20%
VXUS:
0.00%
Returns By Period
In the year-to-date period, EPHE achieves a 10.27% return, which is significantly lower than VXUS's 15.11% return. Over the past 10 years, EPHE has underperformed VXUS with an annualized return of -2.22%, while VXUS has yielded a comparatively higher 5.87% annualized return.
EPHE
10.27%
1.21%
7.02%
15.32%
1.11%
1.23%
-2.22%
VXUS
15.11%
4.00%
11.58%
13.99%
9.79%
9.43%
5.87%
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EPHE vs. VXUS - Expense Ratio Comparison
EPHE has a 0.59% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
EPHE vs. VXUS — Risk-Adjusted Performance Rank
EPHE
VXUS
EPHE vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and Vanguard Total International Stock ETF (VXUS). 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.
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Dividends
EPHE vs. VXUS - Dividend Comparison
EPHE's dividend yield for the trailing twelve months is around 2.10%, less than VXUS's 2.89% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPHE iShares MSCI Philippines ETF | 2.10% | 2.32% | 2.01% | 1.73% | 1.05% | 0.72% | 0.78% | 0.45% | 0.36% | 0.71% | 1.03% | 0.97% |
VXUS Vanguard Total International Stock ETF | 2.89% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
Drawdowns
EPHE vs. VXUS - Drawdown Comparison
The maximum EPHE drawdown since its inception was -53.82%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for EPHE and VXUS.
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Volatility
EPHE vs. VXUS - Volatility Comparison
iShares MSCI Philippines ETF (EPHE) has a higher volatility of 5.51% compared to Vanguard Total International Stock ETF (VXUS) at 3.07%. This indicates that EPHE's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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