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EPP vs. BBAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EPP and BBAX is 0.74, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EPP vs. BBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Pacific ex Japan ETF (EPP) and JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
25.82%
30.38%
EPP
BBAX

Key characteristics

Sharpe Ratio

EPP:

0.70

BBAX:

0.61

Sortino Ratio

EPP:

1.10

BBAX:

0.98

Omega Ratio

EPP:

1.15

BBAX:

1.13

Calmar Ratio

EPP:

0.71

BBAX:

0.60

Martin Ratio

EPP:

2.46

BBAX:

2.02

Ulcer Index

EPP:

5.60%

BBAX:

5.98%

Daily Std Dev

EPP:

19.80%

BBAX:

19.79%

Max Drawdown

EPP:

-66.01%

BBAX:

-39.64%

Current Drawdown

EPP:

-5.70%

BBAX:

-6.43%

Returns By Period

The year-to-date returns for both stocks are quite close, with EPP having a 3.61% return and BBAX slightly lower at 3.52%.


EPP

YTD

3.61%

1M

1.57%

6M

-1.20%

1Y

12.56%

5Y*

9.00%

10Y*

3.50%

BBAX

YTD

3.52%

1M

1.40%

6M

-1.77%

1Y

10.98%

5Y*

9.52%

10Y*

N/A

*Annualized

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. BBAX - Expense Ratio Comparison

EPP has a 0.48% expense ratio, which is higher than BBAX's 0.19% expense ratio.


Expense ratio chart for EPP: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EPP: 0.48%
Expense ratio chart for BBAX: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBAX: 0.19%

Risk-Adjusted Performance

EPP vs. BBAX — Risk-Adjusted Performance Rank

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

EPP
The Risk-Adjusted Performance Rank of EPP is 7171
Overall Rank
The Sharpe Ratio Rank of EPP is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of EPP is 7070
Sortino Ratio Rank
The Omega Ratio Rank of EPP is 7171
Omega Ratio Rank
The Calmar Ratio Rank of EPP is 7575
Calmar Ratio Rank
The Martin Ratio Rank of EPP is 6767
Martin Ratio Rank

BBAX
The Risk-Adjusted Performance Rank of BBAX is 6666
Overall Rank
The Sharpe Ratio Rank of BBAX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of BBAX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of BBAX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BBAX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of BBAX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EPP vs. BBAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX). 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.


The chart of Sharpe ratio for EPP, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.00
EPP: 0.70
BBAX: 0.61
The chart of Sortino ratio for EPP, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.00
EPP: 1.10
BBAX: 0.98
The chart of Omega ratio for EPP, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
EPP: 1.15
BBAX: 1.13
The chart of Calmar ratio for EPP, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.00
EPP: 0.71
BBAX: 0.60
The chart of Martin ratio for EPP, currently valued at 2.46, compared to the broader market0.0020.0040.0060.00
EPP: 2.46
BBAX: 2.02

The current EPP Sharpe Ratio is 0.70, which is comparable to the BBAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of EPP and BBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.70
0.61
EPP
BBAX

Dividends

EPP vs. BBAX - Dividend Comparison

EPP's dividend yield for the trailing twelve months is around 3.68%, less than BBAX's 4.12% yield.


TTM20242023202220212020201920182017201620152014
EPP
iShares MSCI Pacific ex Japan ETF
3.68%3.81%4.10%4.37%4.58%2.28%3.89%5.00%4.15%3.96%4.90%4.33%
BBAX
JPMorgan BetaBuilders Developed Asia ex-Japan ETF
4.12%4.13%4.17%5.06%5.47%2.57%4.07%1.36%0.00%0.00%0.00%0.00%

Drawdowns

EPP vs. BBAX - Drawdown Comparison

The maximum EPP drawdown since its inception was -66.01%, which is greater than BBAX's maximum drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for EPP and BBAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-5.70%
-6.43%
EPP
BBAX

Volatility

EPP vs. BBAX - Volatility Comparison

iShares MSCI Pacific ex Japan ETF (EPP) and JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) have volatilities of 13.43% and 13.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.43%
13.33%
EPP
BBAX