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EPHE vs. WT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPHE vs. WT

Last updated Jun 24, 2026

EPHE (iShares MSCI Philippines ETF) is Asia Pacific Equities fund tracking the MSCI Philippines Investable Market Index, while WT (WisdomTree Inc.) is a stock. Over the past 10 years, EPHE returned -2.80%/yr vs 8.49%/yr for WT. At a 0.27 correlation, their price movements are largely independent.

Performance

EPHE vs. WT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Philippines ETF (EPHE) and WisdomTree Inc. (WT). 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 WT's 50.89% return. Over the past 10 years, EPHE has underperformed WT with an annualized return of -2.80%, while WT has yielded a comparatively higher 8.49% annualized 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%

WT

1D
-1.77%
1M
-3.93%
YTD
50.89%
6M
45.75%
1Y
77.53%
3Y*
40.76%
5Y*
25.92%
10Y*
8.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPHE vs. WT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPHE
iShares MSCI Philippines ETF		1.87%1.56%-1.41%1.27%-15.87%-2.23%-3.95%8.50%-17.50%20.20%
WT
WisdomTree Inc.		50.89%17.38%53.55%29.56%-8.94%16.57%14.13%-25.75%-46.31%16.47%

Correlation

The correlation between EPHE and WT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.28

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

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2010

0.27

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Philippines ETF

WisdomTree Inc.

Often compared with EPHE:
EPHE vs. VOOEPHE vs. EWYEPHE vs. EIDOEPHE vs. VTEPHE vs. VXUSEPHE vs. GOVTEPHE vs. VTI
Often compared with WT:
WT vs. SPYWT vs. VOOWT vs. AAPLWT vs. SCHDWT vs. BOTZWT vs. IVZWT vs. SCHG

Return for Risk

EPHE vs. WT — 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
WT
WT Risk / Return Rank: 8585
Overall Rank
WT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
WT Sortino Ratio Rank: 8787
Sortino Ratio Rank
WT Omega Ratio Rank: 8383
Omega Ratio Rank
WT Calmar Ratio Rank: 8383
Calmar Ratio Rank
WT Martin Ratio Rank: 8282
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. WT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and WisdomTree Inc. (WT). 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.

EPHEWTDifference
Sharpe ratioReturn per unit of total volatility
-0.07
2.09

-2.16

Sortino ratioReturn per unit of downside risk
0.05
2.76

-2.71

Omega ratioGain probability vs. loss probability

1.01

1.32

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.09

2.92

-3.01

Martin ratioReturn relative to average drawdown

-0.16

6.91

-7.07

EPHE vs. WT - Sharpe Ratio Comparison

The current EPHE Sharpe Ratio is -0.07, which is lower than the WT Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of EPHE and WT, 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. WT - Drawdown Comparison

The maximum EPHE drawdown since its inception was -53.82%, smaller than the maximum WT drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for EPHE and WT.

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Drawdown Indicators

EPHEWTDifference

Max Drawdown

Largest peak-to-trough decline

-53.82%

-99.92%

+46.10%

Max Drawdown (1Y)

Largest decline over 1 year

-15.90%

-26.67%

+10.77%

Max Drawdown (3Y)

Largest decline over 3 years

-21.42%

-36.94%

+15.52%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-36.94%

+3.98%

Max Drawdown (10Y)

Largest decline over 10 years

-51.62%

-83.95%

+32.33%

Current Drawdown

Current decline from peak

-32.64%

-10.74%

-21.90%

Average Drawdown

Average peak-to-trough decline

-21.02%

-60.13%

+39.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.76%

11.26%

-2.50%

Volatility

EPHE vs. WT - Volatility Comparison

The current volatility for iShares MSCI Philippines ETF (EPHE) is 9.46%, while WisdomTree Inc. (WT) has a volatility of 10.79%. This indicates that EPHE experiences smaller price fluctuations and is considered to be less risky than WT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPHEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.46%

10.79%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

31.18%

-15.55%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

37.31%

-16.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

32.24%

-13.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

42.84%

-20.55%

Dividends

EPHE vs. WT - Dividend Comparison

EPHE's dividend yield for the trailing twelve months is around 2.73%, more than WT's 0.65% 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%
WT
WisdomTree Inc.		0.65%0.98%1.14%1.73%2.20%1.96%2.24%2.48%1.80%2.55%2.87%3.64%

Frequently Asked Questions

EPHE and WT have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WT has higher volatility (10.79%) compared to EPHE (9.46%). In terms of maximum drawdown, EPHE dropped -53.82% vs WT's -99.92%.

WT currently has the higher Sharpe Ratio (2.09 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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