EPR vs. IPKW
EPR (EPR Properties) is a stock, while IPKW (Invesco International BuyBack Achievers™ ETF) is Global Equities fund tracking the NASDAQ International BuyBack Achievers Index. Over the past 10 years, EPR returned 3.90%/yr vs 11.93%/yr for IPKW. At a 0.37 correlation, their price movements are largely independent.
Performance
EPR vs. IPKW - Performance Comparison
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Returns By Period
In the year-to-date period, EPR achieves a 23.29% return, which is significantly higher than IPKW's 5.48% return. Over the past 10 years, EPR has underperformed IPKW with an annualized return of 3.90%, while IPKW has yielded a comparatively higher 11.93% annualized return.
EPR
- 1D
- 1.17%
- 1M
- 3.94%
- YTD
- 23.29%
- 6M
- 23.59%
- 1Y
- 13.06%
- 3Y*
- 17.65%
- 5Y*
- 9.64%
- 10Y*
- 3.90%
IPKW
- 1D
- 0.03%
- 1M
- -1.22%
- YTD
- 5.48%
- 6M
- 7.67%
- 1Y
- 23.37%
- 3Y*
- 22.77%
- 5Y*
- 9.12%
- 10Y*
- 11.93%
EPR vs. IPKW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 23.29% | 20.52% | -1.25% | 38.83% | -14.61% | 50.60% | -52.09% | 17.13% | 3.59% | -3.41% |
IPKW Invesco International BuyBack Achievers™ ETF | 5.48% | 45.50% | 10.56% | 15.12% | -12.81% | 11.41% | 16.18% | 20.26% | -21.59% | 34.21% |
Correlation
The correlation between EPR and IPKW is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2014 | 0.37 |
Over the past year, the correlation between EPR and IPKW has dropped to 0.12 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
EPR vs. IPKW — Risk / Return Rank
EPR
IPKW
EPR vs. IPKW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EPR Properties (EPR) and Invesco International BuyBack Achievers™ ETF (IPKW). 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.
| EPR | IPKW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.28 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 2.49 | -1.91 |
| Martin ratioReturn relative to average drawdown | 1.15 | 8.37 | -7.22 |
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Drawdowns
EPR vs. IPKW - Drawdown Comparison
The maximum EPR drawdown since its inception was -82.02%, which is greater than IPKW's maximum drawdown of -47.24%. Use the drawdown chart below to compare losses from any high point for EPR and IPKW.
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Drawdown Indicators
| EPR | IPKW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.02% | -47.24% | -34.78% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -9.14% | -10.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.51% | -17.77% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -35.63% | -32.67% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -82.02% | -47.24% | -34.78% |
Current DrawdownCurrent decline from peak | 0.00% | -3.00% | +3.00% |
Average DrawdownAverage peak-to-trough decline | -16.58% | -8.98% | -7.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.81% | 2.72% | +7.09% |
Volatility
EPR vs. IPKW - Volatility Comparison
EPR Properties (EPR) has a higher volatility of 5.14% compared to Invesco International BuyBack Achievers™ ETF (IPKW) at 4.33%. This indicates that EPR's price experiences larger fluctuations and is considered to be riskier than IPKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPR | IPKW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 4.33% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 16.49% | 12.27% | +4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.44% | 14.68% | +7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.16% | 17.06% | +9.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.44% | 17.90% | +24.54% |
Dividends
EPR vs. IPKW - Dividend Comparison
EPR's dividend yield for the trailing twelve months is around 5.99%, more than IPKW's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 5.99% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
IPKW Invesco International BuyBack Achievers™ ETF | 3.54% | 3.55% | 4.12% | 2.66% | 3.77% | 7.37% | 1.45% | 2.41% | 2.61% | 0.93% | 2.82% | 1.31% |
Frequently Asked Questions
EPR and IPKW have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPR has higher volatility (5.14%) compared to IPKW (4.33%). In terms of maximum drawdown, EPR dropped -82.02% vs IPKW's -47.24%.
IPKW currently has the higher Sharpe Ratio (1.55 vs 0.50), 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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