EPP vs. EMMF
Compare and contrast key facts about iShares MSCI Pacific ex Japan ETF (EPP) and WisdomTree Emerging Markets Multifactor Fund (EMMF).
EPP and EMMF 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. EMMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
EPP vs. EMMF - Performance Comparison
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EPP vs. EMMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EPP iShares MSCI Pacific ex Japan ETF | 5.29% | 19.70% | 4.76% | 5.76% | -6.59% | 4.26% | 6.04% | 18.30% | -8.80% |
EMMF WisdomTree Emerging Markets Multifactor Fund | 5.23% | 21.22% | 9.45% | 20.59% | -13.47% | 5.97% | 9.25% | 2.30% | -6.64% |
Returns By Period
The year-to-date returns for both stocks are quite close, with EPP having a 5.29% return and EMMF slightly lower at 5.23%.
EPP
- 1D
- 2.47%
- 1M
- -6.44%
- YTD
- 5.29%
- 6M
- 5.22%
- 1Y
- 25.20%
- 3Y*
- 10.91%
- 5Y*
- 5.11%
- 10Y*
- 7.32%
EMMF
- 1D
- 3.29%
- 1M
- -7.68%
- YTD
- 5.23%
- 6M
- 9.36%
- 1Y
- 27.88%
- 3Y*
- 17.64%
- 5Y*
- 7.45%
- 10Y*
- —
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EPP vs. EMMF - Expense Ratio Comparison
Both EPP and EMMF have an expense ratio of 0.48%.
Return for Risk
EPP vs. EMMF — Risk / Return Rank
EPP
EMMF
EPP vs. EMMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and WisdomTree Emerging Markets Multifactor Fund (EMMF). 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.
| EPP | EMMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.66 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.89 | 2.25 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.58 | -0.73 |
Martin ratioReturn relative to average drawdown | 8.35 | 10.52 | -2.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPP | EMMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.66 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.53 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | -0.01 |
Correlation
The correlation between EPP and EMMF is 0.76, 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.
Dividends
EPP vs. EMMF - Dividend Comparison
EPP's dividend yield for the trailing twelve months is around 3.58%, more than EMMF's 2.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPP iShares MSCI Pacific ex Japan ETF | 3.58% | 3.77% | 3.81% | 4.10% | 4.37% | 4.58% | 2.28% | 3.89% | 5.00% | 4.15% | 3.96% | 4.90% |
EMMF WisdomTree Emerging Markets Multifactor Fund | 2.25% | 2.45% | 1.30% | 1.62% | 3.48% | 2.64% | 1.93% | 2.93% | 0.66% | 0.00% | 0.00% | 0.00% |
Drawdowns
EPP vs. EMMF - Drawdown Comparison
The maximum EPP drawdown since its inception was -66.01%, which is greater than EMMF's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for EPP and EMMF.
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Drawdown Indicators
| EPP | EMMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.01% | -32.57% | -33.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -10.62% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -26.31% | -25.20% | -1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | — | — |
Current DrawdownCurrent decline from peak | -6.54% | -7.68% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -7.58% | -3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.61% | +0.36% |
Volatility
EPP vs. EMMF - Volatility Comparison
The current volatility for iShares MSCI Pacific ex Japan ETF (EPP) is 7.31%, while WisdomTree Emerging Markets Multifactor Fund (EMMF) has a volatility of 9.11%. This indicates that EPP experiences smaller price fluctuations and is considered to be less risky than EMMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPP | EMMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.31% | 9.11% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 12.48% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 16.91% | +1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 14.01% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.11% | 16.45% | +2.66% |