EPP vs. AIA
Compare and contrast key facts about iShares MSCI Pacific ex Japan ETF (EPP) and iShares Asia 50 ETF (AIA).
EPP and AIA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPP is a passively managed fund by iShares that tracks the performance of the MSCI Pacific ex-Japan Index. It was launched on Oct 25, 2001. AIA is a passively managed fund by iShares that tracks the performance of the S&P Asia 50. It was launched on Nov 13, 2007. Both EPP and AIA 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: EPP or AIA.
Performance
EPP vs. AIA - Performance Comparison
Returns By Period
In the year-to-date period, EPP achieves a 9.60% return, which is significantly lower than AIA's 21.41% return. Over the past 10 years, EPP has underperformed AIA with an annualized return of 4.06%, while AIA has yielded a comparatively higher 6.01% annualized return.
EPP
9.60%
-2.32%
5.76%
18.94%
4.33%
4.06%
AIA
21.41%
-5.92%
3.86%
22.93%
4.37%
6.01%
Key characteristics
| EPP | AIA | |
|---|---|---|
| Sharpe Ratio | 1.28 | 1.01 |
| Sortino Ratio | 1.86 | 1.53 |
| Omega Ratio | 1.22 | 1.19 |
| Calmar Ratio | 1.19 | 0.51 |
| Martin Ratio | 6.21 | 4.71 |
| Ulcer Index | 3.22% | 4.90% |
| Daily Std Dev | 15.58% | 22.78% |
| Max Drawdown | -66.01% | -60.89% |
| Current Drawdown | -4.78% | -26.47% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EPP vs. AIA - Expense Ratio Comparison
EPP has a 0.48% expense ratio, which is lower than AIA's 0.50% expense ratio.
Correlation
The correlation between EPP and AIA is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EPP vs. AIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and iShares Asia 50 ETF (AIA). 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
EPP vs. AIA - Dividend Comparison
EPP's dividend yield for the trailing twelve months is around 3.56%, more than AIA's 1.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPP iShares MSCI Pacific ex Japan ETF | 3.56% | 4.10% | 4.37% | 4.57% | 2.28% | 3.88% | 5.00% | 4.15% | 3.96% | 4.89% | 4.33% | 4.08% |
AIA iShares Asia 50 ETF | 1.96% | 2.62% | 2.59% | 1.53% | 1.11% | 2.24% | 2.50% | 1.45% | 2.29% | 2.88% | 2.24% | 2.07% |
Drawdowns
EPP vs. AIA - Drawdown Comparison
The maximum EPP drawdown since its inception was -66.01%, which is greater than AIA's maximum drawdown of -60.89%. Use the drawdown chart below to compare losses from any high point for EPP and AIA. For additional features, visit the drawdowns tool.
Volatility
EPP vs. AIA - Volatility Comparison
The current volatility for iShares MSCI Pacific ex Japan ETF (EPP) is 4.94%, while iShares Asia 50 ETF (AIA) has a volatility of 7.05%. This indicates that EPP experiences smaller price fluctuations and is considered to be less risky than AIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.