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EPU vs. CTEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPU vs. CTEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Peru ETF (EPU) and Castellan Targeted Equity ETF (CTEF). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPU
EPU Risk / Return Rank: 6161
Overall Rank
EPU Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EPU Sortino Ratio Rank: 5757
Sortino Ratio Rank
EPU Omega Ratio Rank: 6161
Omega Ratio Rank
EPU Calmar Ratio Rank: 6565
Calmar Ratio Rank
EPU Martin Ratio Rank: 5555
Martin Ratio Rank

CTEF
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. 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.


EPUCTEFDifference
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

EPU vs. CTEF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EPUCTEFDifference

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


EPUCTEFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.28%

-3.30%

-12.98%

Average Drawdown

Average peak-to-trough decline

-18.82%

-1.79%

-17.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.02%

Volatility

EPU vs. CTEF - Volatility Comparison


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Volatility by Period


EPUCTEFDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for EPU and CTEF

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