EPP vs. BTC-USD
EPP (iShares MSCI Pacific ex Japan ETF) is Asia Pacific Equities fund tracking the MSCI Pacific ex-Japan Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, EPP returned 7.79%/yr vs 55.97%/yr for BTC-USD. At a 0.11 correlation, their price movements are largely independent.
Performance
EPP vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, EPP achieves a 8.62% return, which is significantly higher than BTC-USD's -25.06% return. Over the past 10 years, EPP has underperformed BTC-USD with an annualized return of 7.79%, while BTC-USD has yielded a comparatively higher 55.97% 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%
BTC-USD
- 1D
- 2.42%
- 1M
- -17.06%
- YTD
- -25.06%
- 6M
- -25.64%
- 1Y
- -37.83%
- 3Y*
- 36.87%
- 5Y*
- 10.30%
- 10Y*
- 55.97%
EPP vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BTC-USD Bitcoin | -25.06% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between EPP and BTC-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2012 | 0.11 |
Over the past year, EPP and BTC-USD have become more correlated (0.37) than their long-term average of 0.11, meaning their price movements have been converging.
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Return for Risk
EPP vs. BTC-USD — Risk / Return Rank
EPP
BTC-USD
EPP vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.88 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | -0.74 | +2.39 |
| Martin ratioReturn relative to average drawdown | 4.95 | -1.28 | +6.23 |
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Drawdowns
EPP vs. BTC-USD - Drawdown Comparison
The maximum EPP drawdown since its inception was -66.01%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for EPP and BTC-USD.
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Drawdown Indicators
| EPP | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.01% | -85.30% | +19.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -51.21% | +42.42% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -51.21% | +31.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.31% | -76.67% | +51.36% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -83.80% | +44.50% |
Current DrawdownCurrent decline from peak | -3.64% | -47.43% | +43.79% |
Average DrawdownAverage peak-to-trough decline | -10.61% | -42.37% | +31.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 35.28% | -32.35% |
Volatility
EPP vs. BTC-USD - Volatility Comparison
The current volatility for iShares MSCI Pacific ex Japan ETF (EPP) is 5.46%, while Bitcoin (BTC-USD) has a volatility of 12.10%. This indicates that EPP experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPP | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 12.10% | -6.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 34.64% | -21.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.18% | 35.63% | -20.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 44.55% | -27.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 56.61% | -37.47% |
Frequently Asked Questions
EPP and BTC-USD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.10%) compared to EPP (5.46%). In terms of maximum drawdown, EPP dropped -66.01% vs BTC-USD's -85.30%.
EPP currently has the higher Sharpe Ratio (0.96 vs -0.88), 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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