EPOL vs. SPY
Compare and contrast key facts about iShares MSCI Poland ETF (EPOL) and SPDR S&P 500 ETF (SPY).
EPOL and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPOL is a passively managed fund by iShares that tracks the performance of the MSCI Poland Investable Market Index. It was launched on May 25, 2010. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both EPOL and SPY 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: EPOL or SPY.
Key characteristics
| EPOL | SPY | |
|---|---|---|
| YTD Return | 1.13% | 21.01% |
| 1Y Return | 15.50% | 32.86% |
| 3Y Return (Ann) | 1.22% | 8.37% |
| 5Y Return (Ann) | 2.66% | 14.97% |
| 10Y Return (Ann) | 0.53% | 12.86% |
| Sharpe Ratio | 0.71 | 2.83 |
| Sortino Ratio | 1.15 | 3.76 |
| Omega Ratio | 1.14 | 1.53 |
| Calmar Ratio | 0.56 | 4.05 |
| Martin Ratio | 3.04 | 18.38 |
| Ulcer Index | 5.70% | 1.85% |
| Daily Std Dev | 24.48% | 12.02% |
| Max Drawdown | -63.72% | -55.19% |
| Current Drawdown | -18.83% | -2.53% |
Correlation
The correlation between EPOL and SPY is 0.58, 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
EPOL vs. SPY - Performance Comparison
In the year-to-date period, EPOL achieves a 1.13% return, which is significantly lower than SPY's 21.01% return. Over the past 10 years, EPOL has underperformed SPY with an annualized return of 0.53%, while SPY has yielded a comparatively higher 12.86% 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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EPOL vs. SPY - Expense Ratio Comparison
EPOL has a 0.61% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
EPOL vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Poland ETF (EPOL) and SPDR S&P 500 ETF (SPY). 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
EPOL vs. SPY - Dividend Comparison
EPOL's dividend yield for the trailing twelve months is around 4.82%, more than SPY's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPOL iShares MSCI Poland ETF | 4.82% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% | 3.44% | 3.28% |
SPY SPDR S&P 500 ETF | 1.23% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
EPOL vs. SPY - Drawdown Comparison
The maximum EPOL drawdown since its inception was -63.72%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EPOL and SPY. For additional features, visit the drawdowns tool.
Volatility
EPOL vs. SPY - Volatility Comparison
iShares MSCI Poland ETF (EPOL) has a higher volatility of 5.97% compared to SPDR S&P 500 ETF (SPY) at 3.15%. This indicates that EPOL's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.