EPU vs. EIS
Compare and contrast key facts about iShares MSCI Peru ETF (EPU) and iShares MSCI Israel ETF (EIS).
EPU and EIS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPU is a passively managed fund by iShares that tracks the performance of the MSCI All Peru Capped Index. It was launched on Jun 19, 2009. EIS is a passively managed fund by iShares that tracks the performance of the MSCI Israel Capped Investable Market Index. It was launched on Mar 26, 2008. Both EPU and EIS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPU or EIS.
Performance
EPU vs. EIS - Performance Comparison
Returns By Period
In the year-to-date period, EPU achieves a 29.98% return, which is significantly higher than EIS's 25.86% return. Over the past 10 years, EPU has underperformed EIS with an annualized return of 5.48%, while EIS has yielded a comparatively higher 5.87% annualized return.
EPU
29.98%
-2.87%
4.56%
47.87%
8.79%
5.48%
EIS
25.86%
6.92%
19.32%
35.89%
6.19%
5.87%
Key characteristics
| EPU | EIS | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.06 |
| Sortino Ratio | 3.08 | 2.71 |
| Omega Ratio | 1.38 | 1.36 |
| Calmar Ratio | 2.34 | 1.28 |
| Martin Ratio | 9.56 | 9.92 |
| Ulcer Index | 4.84% | 3.83% |
| Daily Std Dev | 20.52% | 18.43% |
| Max Drawdown | -60.62% | -51.94% |
| Current Drawdown | -3.04% | -4.39% |
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EPU vs. EIS - Expense Ratio Comparison
Both EPU and EIS have an expense ratio of 0.59%.
Correlation
The correlation between EPU and EIS is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EPU vs. EIS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Peru ETF (EPU) and iShares MSCI Israel ETF (EIS). 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.
Dividends
EPU vs. EIS - Dividend Comparison
EPU's dividend yield for the trailing twelve months is around 3.90%, more than EIS's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPU iShares MSCI Peru ETF | 3.90% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.91% | 1.66% | 1.72% |
EIS iShares MSCI Israel ETF | 1.07% | 1.39% | 1.66% | 1.04% | 0.17% | 2.06% | 0.87% | 2.02% | 1.78% | 2.55% | 1.86% | 2.20% |
Drawdowns
EPU vs. EIS - Drawdown Comparison
The maximum EPU drawdown since its inception was -60.62%, which is greater than EIS's maximum drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for EPU and EIS. For additional features, visit the drawdowns tool.
Volatility
EPU vs. EIS - Volatility Comparison
iShares MSCI Peru ETF (EPU) has a higher volatility of 4.59% compared to iShares MSCI Israel ETF (EIS) at 4.37%. This indicates that EPU's price experiences larger fluctuations and is considered to be riskier than EIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.