EPU vs. EWS
Compare and contrast key facts about iShares MSCI Peru ETF (EPU) and iShares MSCI Singapore ETF (EWS).
EPU and EWS 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. EWS is a passively managed fund by iShares that tracks the performance of the MSCI Singapore Index. It was launched on Mar 12, 1996. Both EPU and EWS 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 EWS.
Performance
EPU vs. EWS - Performance Comparison
Returns By Period
In the year-to-date period, EPU achieves a 29.34% return, which is significantly higher than EWS's 24.27% return. Over the past 10 years, EPU has outperformed EWS with an annualized return of 5.42%, while EWS has yielded a comparatively lower 2.49% annualized return.
EPU
29.34%
-2.93%
3.68%
45.50%
8.69%
5.42%
EWS
24.27%
4.30%
18.99%
32.68%
3.10%
2.49%
Key characteristics
| EPU | EWS | |
|---|---|---|
| Sharpe Ratio | 2.26 | 2.17 |
| Sortino Ratio | 3.08 | 3.01 |
| Omega Ratio | 1.38 | 1.39 |
| Calmar Ratio | 2.34 | 1.61 |
| Martin Ratio | 9.58 | 11.93 |
| Ulcer Index | 4.84% | 2.65% |
| Daily Std Dev | 20.52% | 14.59% |
| Max Drawdown | -60.62% | -75.20% |
| Current Drawdown | -3.52% | -0.09% |
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EPU vs. EWS - Expense Ratio Comparison
EPU has a 0.59% expense ratio, which is higher than EWS's 0.50% expense ratio.
Correlation
The correlation between EPU and EWS is 0.53, 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. EWS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Peru ETF (EPU) and iShares MSCI Singapore ETF (EWS). 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. EWS - Dividend Comparison
EPU's dividend yield for the trailing twelve months is around 3.92%, more than EWS's 3.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPU iShares MSCI Peru ETF | 3.92% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.91% | 1.66% | 1.72% |
EWS iShares MSCI Singapore ETF | 3.88% | 6.49% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% | 3.35% | 3.77% |
Drawdowns
EPU vs. EWS - Drawdown Comparison
The maximum EPU drawdown since its inception was -60.62%, smaller than the maximum EWS drawdown of -75.20%. Use the drawdown chart below to compare losses from any high point for EPU and EWS. For additional features, visit the drawdowns tool.
Volatility
EPU vs. EWS - Volatility Comparison
iShares MSCI Peru ETF (EPU) and iShares MSCI Singapore ETF (EWS) have volatilities of 4.56% and 4.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.