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EPP vs. FLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPP vs. FLTW

Last updated Jun 4, 2026

EPP (iShares MSCI Pacific ex Japan ETF) and FLTW (Franklin FTSE Taiwan ETF) are both Asia Pacific Equities funds - EPP tracks the MSCI Pacific ex-Japan Index while FLTW tracks the FTSE Taiwan RIC Capped Index. Both are passively managed. Over the past 5 years, EPP returned 4.65%/yr vs 21.84%/yr for FLTW. A 0.64 correlation means they provide meaningful diversification when combined. EPP charges 0.48%/yr vs 0.19%/yr for FLTW.

Performance

EPP vs. FLTW - Performance Comparison

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

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Returns By Period

In the year-to-date period, EPP achieves a 9.57% return, which is significantly lower than FLTW's 73.16% return.

EPP

1D
-1.07%
1M
1.12%
YTD
9.57%
6M
10.96%
1Y
17.40%
3Y*
13.26%
5Y*
4.65%
10Y*
7.60%

FLTW

1D
-0.16%
1M
20.90%
YTD
73.16%
6M
78.07%
1Y
122.77%
3Y*
43.09%
5Y*
21.84%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPP vs. FLTW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPP
iShares MSCI Pacific ex Japan ETF		9.57%19.70%4.76%5.76%-6.59%4.26%6.04%18.30%-10.78%3.92%
FLTW
Franklin FTSE Taiwan ETF		73.16%32.00%16.68%30.05%-27.51%29.46%29.77%31.23%-9.32%-1.25%

Correlation

The correlation between EPP and FLTW is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2017

0.64

The correlation between EPP and FLTW has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.

EPP vs. FLTW - Sectors Allocation Comparison

Sectors
EPP
FLTW

Financial Services

46.0%
12.6%

Basic Materials

14.6%
2.9%

Industrials

8.6%
4.0%

Real Estate

7.8%

-

Consumer Cyclical

6.0%
1.7%

Healthcare

3.7%
0.6%

Utilities

3.6%

-

Consumer Defensive

3.0%
0.9%

Energy

2.9%
0.1%

Communication Services

2.7%
1.6%

Technology

1.1%
75.6%

Financial Services

EPP
46.0%
FLTW
12.6%

Basic Materials

EPP
14.6%
FLTW
2.9%

Industrials

EPP
8.6%
FLTW
4.0%

Real Estate

EPP
7.8%
FLTW

-

Consumer Cyclical

EPP
6.0%
FLTW
1.7%

Healthcare

EPP
3.7%
FLTW
0.6%

Utilities

EPP
3.6%
FLTW

-

Consumer Defensive

EPP
3.0%
FLTW
0.9%

Energy

EPP
2.9%
FLTW
0.1%

Communication Services

EPP
2.7%
FLTW
1.6%

Technology

EPP
1.1%
FLTW
75.6%

Compare stocks, funds, or ETFs

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iShares MSCI Pacific ex Japan ETF

Franklin FTSE Taiwan ETF

Often compared with EPP:
EPP vs. EWTEPP vs. AAXJEPP vs. BBAXEPP vs. EWHEPP vs. AIAEPP vs. EWYEPP vs. VPL
Often compared with FLTW:
FLTW vs. EWTFLTW vs. VOOFLTW vs. FLGRFLTW vs. EMMFFLTW vs. SCHDFLTW vs. VXUSFLTW vs. FOXA

Return for Risk

EPP vs. FLTW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPP
EPP Risk / Return Rank: 3535
Overall Rank
EPP Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EPP Sortino Ratio Rank: 3232
Sortino Ratio Rank
EPP Omega Ratio Rank: 3232
Omega Ratio Rank
EPP Calmar Ratio Rank: 4040
Calmar Ratio Rank
EPP Martin Ratio Rank: 3939
Martin Ratio Rank
FLTW
FLTW Risk / Return Rank: 9696
Overall Rank
FLTW Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9595
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9595
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPP vs. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and Franklin FTSE Taiwan ETF (FLTW). 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.

EPPFLTWDifference
Sharpe ratioReturn per unit of total volatility
1.20
4.75

-3.55

Sortino ratioReturn per unit of downside risk
1.74
5.21

-3.48

Omega ratioGain probability vs. loss probability

1.22

1.73

-0.51

Calmar ratioReturn relative to maximum drawdown

1.99

11.36

-9.37

Martin ratioReturn relative to average drawdown

6.27

35.77

-29.50

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPP vs. FLTW - Sharpe Ratio Comparison

The current EPP Sharpe Ratio is 1.20, which is lower than the FLTW Sharpe Ratio of 4.75. The chart below compares the historical Sharpe Ratios of EPP and FLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EPPFLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

4.75

-3.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.98

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.95

-0.57

Drawdowns

EPP vs. FLTW - Drawdown Comparison

The maximum EPP drawdown since its inception was -66.01%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for EPP and FLTW.

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Drawdown Indicators

EPPFLTWDifference

Max Drawdown

Largest peak-to-trough decline

-66.01%

-38.00%

-28.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-10.87%

+2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.29%

-26.45%

+7.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.31%

-38.00%

+11.69%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

—

—

Current Drawdown

Current decline from peak

-2.79%

-0.16%

-2.63%

Average Drawdown

Average peak-to-trough decline

-10.62%

-8.43%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

3.45%

-0.67%

Volatility

EPP vs. FLTW - Volatility Comparison

The current volatility for iShares MSCI Pacific ex Japan ETF (EPP) is 4.65%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 11.77%. This indicates that EPP experiences smaller price fluctuations and is considered to be less risky than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPPFLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

11.77%

-7.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

21.29%

-9.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

26.00%

-11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

22.44%

-5.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

21.77%

-2.66%

EPP vs. FLTW - Expense Ratio Comparison

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

Dividends

EPP vs. FLTW - Dividend Comparison

EPP's dividend yield for the trailing twelve months is around 3.44%, more than FLTW's 1.45% yield.

PositionTTM20252024202320222021202020192018201720162015
EPP
iShares MSCI Pacific ex Japan ETF		3.44%3.77%3.81%4.10%4.37%4.58%2.28%3.89%5.00%4.15%3.96%4.90%
FLTW
Franklin FTSE Taiwan ETF		1.45%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%

Frequently Asked Questions

EPP and FLTW have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTW has higher volatility (11.77%) compared to EPP (4.65%). In terms of maximum drawdown, EPP dropped -66.01% vs FLTW's -38.00%.

On 5-year performance, FLTW leads with 21.84% vs 4.65% for EPP. On fees, FLTW is cheaper at 0.19% per year. On volatility, EPP has been the lower-risk option at 4.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLTW has performed better with a 21.84% return vs 4.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTW is cheaper with a 0.19% expense ratio, compared with 0.48% for EPP.

EPP has the higher dividend yield at 3.44%, compared with 1.45% for FLTW.

EPP tracks MSCI Pacific ex-Japan Index, while FLTW tracks FTSE Taiwan RIC Capped Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.48% for EPP and 0.19% for FLTW.

FLTW currently has the higher Sharpe Ratio (4.75 vs 1.20), 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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