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EPP vs. ^N225
Performance
Return for Risk
Drawdowns
Volatility

Performance

EPP vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Pacific ex Japan ETF (EPP) and Nikkei 225 (^N225). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EPP is traded in USD, while ^N225 is traded in JPY. To make them comparable, the ^N225 values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EPP achieves a 8.62% return, which is significantly lower than ^N225's 28.05% return. Over the past 10 years, EPP has underperformed ^N225 with an annualized return of 7.79%, while ^N225 has yielded a comparatively higher 10.66% annualized return.


EPP

1D
0.66%
1M
-0.31%
YTD
8.62%
6M
9.61%
1Y
15.65%
3Y*
12.24%
5Y*
4.53%
10Y*
7.79%

^N225

1D
2.63%
1M
6.52%
YTD
28.05%
6M
26.30%
1Y
56.89%
3Y*
20.50%
5Y*
9.32%
10Y*
10.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPP vs. ^N225 - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPP
iShares MSCI Pacific ex Japan ETF
8.62%19.70%4.76%5.76%-6.59%4.26%6.04%18.30%-10.78%26.05%
^N225
Nikkei 225
28.05%26.56%7.17%19.21%-20.48%-5.90%22.42%19.73%-10.20%23.76%

Correlation

The correlation between EPP and ^N225 is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.19

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

0.21

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

0.13

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Return for Risk

EPP vs. ^N225 — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPP
EPP Risk / Return Rank: 3232
Overall Rank
EPP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EPP Sortino Ratio Rank: 2929
Sortino Ratio Rank
EPP Omega Ratio Rank: 2929
Omega Ratio Rank
EPP Calmar Ratio Rank: 3838
Calmar Ratio Rank
EPP Martin Ratio Rank: 3636
Martin Ratio Rank

^N225
^N225 Risk / Return Rank: 9595
Overall Rank
^N225 Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
^N225 Sortino Ratio Rank: 9595
Sortino Ratio Rank
^N225 Omega Ratio Rank: 9494
Omega Ratio Rank
^N225 Calmar Ratio Rank: 9797
Calmar Ratio Rank
^N225 Martin Ratio Rank: 9696
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.

EPP vs. ^N225 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and Nikkei 225 (^N225). 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.


EPP^N225Difference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

1.18

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

1.65

3.90

-2.25

Martin ratioReturn relative to average drawdown

4.95

12.47

-7.53

EPP vs. ^N225 - Sharpe Ratio Comparison

The current EPP Sharpe Ratio is 0.96, which is lower than the ^N225 Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of EPP and ^N225, 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

EPP vs. ^N225 - Drawdown Comparison

The maximum EPP drawdown since its inception was -66.01%, which is greater than ^N225's maximum drawdown of -52.24%. Use the drawdown chart below to compare losses from any high point for EPP and ^N225.


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Drawdown Indicators


EPP^N225Difference

Max Drawdown

Largest peak-to-trough decline

-66.01%

-52.24%

-13.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-14.75%

+5.96%

Max Drawdown (3Y)

Largest decline over 3 years

-19.29%

-24.78%

+5.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.31%

-36.26%

+10.95%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-37.97%

-1.33%

Current Drawdown

Current decline from peak

-3.64%

-3.61%

-0.03%

Average Drawdown

Average peak-to-trough decline

-10.61%

-13.56%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

4.53%

-1.60%

Volatility

EPP vs. ^N225 - Volatility Comparison

The current volatility for iShares MSCI Pacific ex Japan ETF (EPP) is 5.46%, while Nikkei 225 (^N225) has a volatility of 9.05%. This indicates that EPP experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPP^N225Difference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

9.05%

-3.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

20.93%

-8.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

25.86%

-10.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

23.83%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

21.57%

-2.43%

Frequently Asked Questions


EPP and ^N225 have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^N225 has higher volatility (9.05%) compared to EPP (5.46%). In terms of maximum drawdown, EPP dropped -66.01% vs ^N225's -52.24%.

^N225 currently has the higher Sharpe Ratio (2.22 vs 0.96), 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.

Portfolio Optimizer

Find the right allocation for EPP and ^N225

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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