EPU vs. CTEF
EPU (iShares MSCI Peru ETF) and CTEF (Castellan Targeted Equity ETF) are both Mid Cap Blend Equities funds. EPU is passively managed, while CTEF is actively managed. At a 0.47 correlation, their price movements are largely independent. EPU charges 0.59%/yr vs 0.45%/yr for CTEF.
Performance
EPU vs. CTEF - Performance Comparison
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Returns By Period
In the year-to-date period, EPU achieves a 8.58% return, which is significantly lower than CTEF's 25.60% return.
EPU
- 1D
- -6.28%
- 1M
- -4.01%
- YTD
- 8.58%
- 6M
- 17.68%
- 1Y
- 64.72%
- 3Y*
- 41.90%
- 5Y*
- 22.72%
- 10Y*
- 13.41%
CTEF
- 1D
- -3.23%
- 1M
- 2.27%
- YTD
- 25.60%
- 6M
- 26.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPU vs. CTEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EPU iShares MSCI Peru ETF | 8.58% | 53.22% |
CTEF Castellan Targeted Equity ETF | 25.60% | 33.22% |
Correlation
The correlation between EPU and CTEF is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025 | 0.47 |
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Return for Risk
EPU vs. CTEF — Risk / Return Rank
EPU
CTEF
EPU vs. CTEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Peru ETF (EPU) and Castellan Targeted Equity ETF (CTEF). 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.
| EPU | CTEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | — | — |
| Martin ratioReturn relative to average drawdown | 9.25 | — | — |
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
| EPU | CTEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 3.23 | -2.80 |
Drawdowns
EPU vs. CTEF - Drawdown Comparison
The maximum EPU drawdown since its inception was -60.62%, which is greater than CTEF's maximum drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for EPU and CTEF.
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Drawdown Indicators
| EPU | CTEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.62% | -15.00% | -45.62% |
Max Drawdown (1Y)Largest decline over 1 year | -20.85% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -20.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.97% | — | — |
Current DrawdownCurrent decline from peak | -16.28% | -3.30% | -12.98% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -1.79% | -17.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.02% | — | — |
Volatility
EPU vs. CTEF - Volatility Comparison
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Volatility by Period
| EPU | CTEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.84% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 25.85% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 30.03% | 22.00% | +8.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.20% | 22.00% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.51% | 22.00% | +1.51% |
EPU vs. CTEF - Expense Ratio Comparison
EPU has a 0.59% expense ratio, which is higher than CTEF's 0.45% expense ratio.
Dividends
EPU vs. CTEF - Dividend Comparison
EPU's dividend yield for the trailing twelve months is around 1.50%, more than CTEF's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTEF Castellan Targeted Equity ETF | 0.06% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPU iShares MSCI Peru ETF | 1.50% | 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 CTEF have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CTEF is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CTEF is cheaper with a 0.45% expense ratio, compared with 0.59% for EPU.
EPU has the higher dividend yield at 1.50%, compared with 0.06% for CTEF.
They also come from different issuers: iShares and Castellan. Their fees differ too: 0.59% for EPU and 0.45% for CTEF.
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