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EPU vs. AVDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPU vs. AVDV

Last updated Jun 13, 2026

EPU (iShares MSCI Peru ETF) and AVDV (Avantis International Small Cap Value ETF) are both exchange-traded funds - EPU is a Mid Cap Blend Equities fund tracking the MSCI All Peru Capped Index, while AVDV is a Foreign Small & Mid Cap Equities fund actively managed by Avantis. EPU is passively managed, while AVDV is actively managed. Over the past 5 years, EPU returned 28.15%/yr vs 13.63%/yr for AVDV. A 0.65 correlation means they provide meaningful diversification when combined. EPU charges 0.59%/yr vs 0.36%/yr for AVDV.

Performance

EPU vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Peru ETF (EPU) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPU achieves a 21.02% return, which is significantly higher than AVDV's 14.99% return.

EPU

1D
2.12%
1M
4.37%
YTD
21.02%
6M
26.87%
1Y
85.51%
3Y*
46.38%
5Y*
28.15%
10Y*
15.16%

AVDV

1D
0.89%
1M
-1.99%
YTD
14.99%
6M
17.18%
1Y
41.91%
3Y*
26.72%
5Y*
13.63%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPU vs. AVDV - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
EPU
iShares MSCI Peru ETF		21.02%86.87%21.73%25.34%2.05%-11.81%-4.31%8.11%
AVDV
Avantis International Small Cap Value ETF		14.99%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%

Correlation

The correlation between EPU and AVDV is 0.68, 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

0.68

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

0.66

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

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.65

The correlation between EPU and AVDV has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

EPU vs. AVDV - Sectors Allocation Comparison

Sectors
EPU
AVDV

Basic Materials

52.7%
22.5%

Financial Services

28.8%
13.7%

Consumer Cyclical

4.1%
14.4%

Real Estate

3.2%
1.1%

Consumer Defensive

3.0%
3.4%

Utilities

2.8%
1.7%

Industrials

2.8%
21.3%

Communication Services

1.6%
2.0%

Healthcare

1.2%
2.1%

Energy

-

10.8%

Technology

-

6.4%

Basic Materials

EPU
52.7%
AVDV
22.5%

Financial Services

EPU
28.8%
AVDV
13.7%

Consumer Cyclical

EPU
4.1%
AVDV
14.4%

Real Estate

EPU
3.2%
AVDV
1.1%

Consumer Defensive

EPU
3.0%
AVDV
3.4%

Utilities

EPU
2.8%
AVDV
1.7%

Industrials

EPU
2.8%
AVDV
21.3%

Communication Services

EPU
1.6%
AVDV
2.0%

Healthcare

EPU
1.2%
AVDV
2.1%

Energy

EPU

-

AVDV
10.8%

Technology

EPU

-

AVDV
6.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Peru ETF

Avantis International Small Cap Value ETF

Often compared with EPU:
EPU vs. ECHEPU vs. ILFEPU vs. ARGTEPU vs. EISEPU vs. EVXEPU vs. EWSEPU vs. EPI
Often compared with AVDV:
AVDV vs. VXUSAVDV vs. AVDEAVDV vs. VSSAVDV vs. DISVXAVDV vs. AVDVXAVDV vs. ISVLAVDV vs. AVIV

Return for Risk

EPU vs. AVDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPU
EPU Risk / Return Rank: 8282
Overall Rank
EPU Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EPU Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPU Omega Ratio Rank: 8383
Omega Ratio Rank
EPU Calmar Ratio Rank: 8585
Calmar Ratio Rank
EPU Martin Ratio Rank: 7272
Martin Ratio Rank
AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8686
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7676
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.

EPU vs. AVDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Peru ETF (EPU) and Avantis International Small Cap Value ETF (AVDV). 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.

EPUAVDVDifference
Sharpe ratioReturn per unit of total volatility
2.73
2.53

+0.20

Sortino ratioReturn per unit of downside risk
3.14
3.36

-0.22

Omega ratioGain probability vs. loss probability

1.43

1.46

-0.03

Calmar ratioReturn relative to maximum drawdown

4.07

3.12

+0.95

Martin ratioReturn relative to average drawdown

11.73

12.44

-0.71

EPU vs. AVDV - Sharpe Ratio Comparison

The current EPU Sharpe Ratio is 2.73, which is comparable to the AVDV Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of EPU and AVDV, 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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Drawdowns

EPU vs. AVDV - Drawdown Comparison

The maximum EPU drawdown since its inception was -60.62%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for EPU and AVDV.

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Drawdown Indicators

EPUAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-60.62%

-43.01%

-17.61%

Max Drawdown (1Y)

Largest decline over 1 year

-20.85%

-13.19%

-7.66%

Max Drawdown (3Y)

Largest decline over 3 years

-20.85%

-14.17%

-6.68%

Max Drawdown (5Y)

Largest decline over 5 years

-35.59%

-28.08%

-7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-50.97%

—

—

Current Drawdown

Current decline from peak

-6.69%

-2.24%

-4.45%

Average Drawdown

Average peak-to-trough decline

-18.81%

-6.76%

-12.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

3.30%

+3.92%

Volatility

EPU vs. AVDV - Volatility Comparison

iShares MSCI Peru ETF (EPU) has a higher volatility of 13.52% compared to Avantis International Small Cap Value ETF (AVDV) at 6.26%. This indicates that EPU's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPUAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.52%

6.26%

+7.26%

Volatility (6M)

Calculated over the trailing 6-month period

26.94%

13.88%

+13.06%

Volatility (1Y)

Calculated over the trailing 1-year period

31.04%

16.25%

+14.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.11%

17.41%

+7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.64%

19.77%

+3.87%

EPU vs. AVDV - Expense Ratio Comparison

EPU has a 0.59% expense ratio, which is higher than AVDV's 0.36% expense ratio.

Dividends

EPU vs. AVDV - Dividend Comparison

EPU's dividend yield for the trailing twelve months is around 1.35%, less than AVDV's 4.11% yield.

PositionTTM20252024202320222021202020192018201720162015
AVDV
Avantis International Small Cap Value ETF		4.11%3.05%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%
EPU
iShares MSCI Peru ETF		1.35%1.63%5.78%4.17%5.56%3.13%1.91%2.67%1.53%3.30%0.85%1.90%

Frequently Asked Questions

EPU and AVDV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPU has higher volatility (13.52%) compared to AVDV (6.26%). In terms of maximum drawdown, EPU dropped -60.62% vs AVDV's -43.01%.

On 5-year performance, EPU leads with 28.15% vs 13.63% for AVDV. On fees, AVDV is cheaper at 0.36% per year. On volatility, AVDV has been the lower-risk option at 6.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EPU has performed better with a 28.15% return vs 13.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVDV is cheaper with a 0.36% expense ratio, compared with 0.59% for EPU.

AVDV has the higher dividend yield at 4.11%, compared with 1.35% for EPU.

EPU is categorized as Mid Cap Blend Equities, while AVDV is Foreign Small & Mid Cap Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.59% for EPU and 0.36% for AVDV.

EPU currently has the higher Sharpe Ratio (2.73 vs 2.53), 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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