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

Correlation

The correlation between EPP and EWY is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

EPP vs. EWY - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.25%
-18.98%
EPP
EWY

Key characteristics

Sharpe Ratio

EPP:

0.54

EWY:

-0.52

Sortino Ratio

EPP:

0.85

EWY:

-0.60

Omega Ratio

EPP:

1.10

EWY:

0.93

Calmar Ratio

EPP:

0.56

EWY:

-0.28

Martin Ratio

EPP:

2.27

EWY:

-1.24

Ulcer Index

EPP:

3.67%

EWY:

9.69%

Daily Std Dev

EPP:

15.42%

EWY:

23.17%

Max Drawdown

EPP:

-66.01%

EWY:

-74.14%

Current Drawdown

EPP:

-7.97%

EWY:

-38.69%

Returns By Period

In the year-to-date period, EPP achieves a 1.12% return, which is significantly lower than EWY's 6.74% return. Over the past 10 years, EPP has outperformed EWY with an annualized return of 4.19%, while EWY has yielded a comparatively lower 1.60% annualized return.


EPP

YTD

1.12%

1M

-3.25%

6M

1.64%

1Y

9.65%

5Y*

2.69%

10Y*

4.19%

EWY

YTD

6.74%

1M

3.13%

6M

-19.22%

1Y

-9.44%

5Y*

-1.06%

10Y*

1.60%

*Annualized

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EPP vs. EWY - Expense Ratio Comparison

EPP has a 0.48% expense ratio, which is lower than EWY's 0.59% expense ratio.


Expense ratio chart for EWY: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for EPP: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

EPP vs. EWY — 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 3030
Overall Rank
The Sharpe Ratio Rank of EPP is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of EPP is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EPP is 2727
Omega Ratio Rank
The Calmar Ratio Rank of EPP is 3434
Calmar Ratio Rank
The Martin Ratio Rank of EPP is 3232
Martin Ratio Rank

EWY
The Risk-Adjusted Performance Rank of EWY is 33
Overall Rank
The Sharpe Ratio Rank of EWY is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of EWY is 44
Sortino Ratio Rank
The Omega Ratio Rank of EWY is 44
Omega Ratio Rank
The Calmar Ratio Rank of EWY is 33
Calmar Ratio Rank
The Martin Ratio Rank of EWY is 33
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. EWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and iShares MSCI South Korea ETF (EWY). 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 0.54, compared to the broader market0.002.004.000.54-0.52
The chart of Sortino ratio for EPP, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.0010.000.85-0.60
The chart of Omega ratio for EPP, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.100.93
The chart of Calmar ratio for EPP, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.56-0.28
The chart of Martin ratio for EPP, currently valued at 2.27, compared to the broader market0.0020.0040.0060.0080.00100.002.27-1.24
EPP
EWY

The current EPP Sharpe Ratio is 0.54, which is higher than the EWY Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of EPP and EWY, 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-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.54
-0.52
EPP
EWY

Dividends

EPP vs. EWY - Dividend Comparison

EPP's dividend yield for the trailing twelve months is around 3.77%, more than EWY's 2.39% yield.


TTM20242023202220212020201920182017201620152014
EPP
iShares MSCI Pacific ex Japan ETF
3.77%3.81%4.10%4.37%4.57%2.28%3.88%5.00%4.15%3.96%4.89%4.33%
EWY
iShares MSCI South Korea ETF
2.39%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%1.20%

Drawdowns

EPP vs. EWY - Drawdown Comparison

The maximum EPP drawdown since its inception was -66.01%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for EPP and EWY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.97%
-38.69%
EPP
EWY

Volatility

EPP vs. EWY - Volatility Comparison

The current volatility for iShares MSCI Pacific ex Japan ETF (EPP) is 4.74%, while iShares MSCI South Korea ETF (EWY) has a volatility of 7.43%. This indicates that EPP experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.74%
7.43%
EPP
EWY