EPP vs. EWG
Compare and contrast key facts about iShares MSCI Pacific ex Japan ETF (EPP) and iShares MSCI Germany ETF (EWG).
EPP and EWG 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. EWG is a passively managed fund by iShares that tracks the performance of the MSCI Germany Index. It was launched on Mar 12, 1996. Both EPP and EWG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EPP vs. EWG - Performance Comparison
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EPP vs. EWG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPP iShares MSCI Pacific ex Japan ETF | 5.29% | 19.70% | 4.76% | 5.76% | -6.59% | 4.26% | 6.04% | 18.30% | -10.78% | 26.05% |
EWG iShares MSCI Germany ETF | -6.66% | 35.79% | 9.79% | 23.35% | -22.27% | 5.84% | 10.09% | 19.15% | -21.40% | 27.42% |
Returns By Period
In the year-to-date period, EPP achieves a 5.29% return, which is significantly higher than EWG's -6.66% return. Both investments have delivered pretty close results over the past 10 years, with EPP having a 7.32% annualized return and EWG not far behind at 7.03%.
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%
EWG
- 1D
- 3.39%
- 1M
- -10.53%
- YTD
- -6.66%
- 6M
- -4.66%
- 1Y
- 8.76%
- 3Y*
- 14.25%
- 5Y*
- 5.73%
- 10Y*
- 7.03%
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EPP vs. EWG - Expense Ratio Comparison
EPP has a 0.48% expense ratio, which is lower than EWG's 0.49% expense ratio.
Return for Risk
EPP vs. EWG — Risk / Return Rank
EPP
EWG
EPP vs. EWG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and iShares MSCI Germany ETF (EWG). 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 | EWG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.44 | +0.92 |
Sortino ratioReturn per unit of downside risk | 1.89 | 0.77 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.10 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.54 | +1.32 |
Martin ratioReturn relative to average drawdown | 8.35 | 1.76 | +6.59 |
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 | EWG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.44 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.28 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.34 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.24 | +0.14 |
Correlation
The correlation between EPP and EWG is 0.71, 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. EWG - Dividend Comparison
EPP's dividend yield for the trailing twelve months is around 3.58%, more than EWG's 1.71% 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% |
EWG iShares MSCI Germany ETF | 1.71% | 1.60% | 2.38% | 2.56% | 3.24% | 2.70% | 1.67% | 2.51% | 2.93% | 2.06% | 2.35% | 1.93% |
Drawdowns
EPP vs. EWG - Drawdown Comparison
The maximum EPP drawdown since its inception was -66.01%, roughly equal to the maximum EWG drawdown of -67.57%. Use the drawdown chart below to compare losses from any high point for EPP and EWG.
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Drawdown Indicators
| EPP | EWG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.01% | -67.57% | +1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -14.54% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -26.31% | -43.44% | +17.13% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -46.80% | +7.50% |
Current DrawdownCurrent decline from peak | -6.54% | -10.97% | +4.43% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -19.28% | +8.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 4.46% | -1.49% |
Volatility
EPP vs. EWG - Volatility Comparison
The current volatility for iShares MSCI Pacific ex Japan ETF (EPP) is 7.31%, while iShares MSCI Germany ETF (EWG) has a volatility of 8.65%. This indicates that EPP experiences smaller price fluctuations and is considered to be less risky than EWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPP | EWG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.31% | 8.65% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 12.39% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 19.80% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 20.30% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.11% | 21.03% | -1.92% |