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EPU vs. IFS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPU vs. IFS

Last updated Jun 6, 2026

EPU (iShares MSCI Peru ETF) is Mid Cap Blend Equities fund tracking the MSCI All Peru Capped Index, while IFS (Intercorp Financial Services Inc.) is a stock. Over the past 5 years, EPU returned 22.72%/yr vs 14.77%/yr for IFS. At a 0.43 correlation, their price movements are largely independent.

Performance

EPU vs. IFS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Peru ETF (EPU) and Intercorp Financial Services Inc. (IFS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EPU achieves a 8.58% return, which is significantly lower than IFS's 15.79% 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%

IFS

1D
-2.75%
1M
3.70%
YTD
15.79%
6M
23.11%
1Y
38.63%
3Y*
32.37%
5Y*
14.77%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPU vs. IFS - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
EPU
iShares MSCI Peru ETF		8.58%86.87%21.73%25.34%2.05%-11.81%-4.31%7.18%
IFS
Intercorp Financial Services Inc.		15.79%49.00%39.89%-1.52%-5.41%-13.75%-16.06%-0.46%

Correlation

The correlation between EPU and IFS is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.39

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

0.43

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2019

0.43

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

Intercorp Financial Services Inc.

Often compared with EPU:
EPU vs. ECHEPU vs. ILFEPU vs. ARGTEPU vs. EISEPU vs. EVXEPU vs. EWSEPU vs. EPI
Often compared with IFS:
IFS vs. BAPIFS vs. SPYIFS vs. VOOIFS vs. SOFIIFS vs. VEA

Return for Risk

EPU vs. IFS — 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
IFS
IFS Risk / Return Rank: 7777
Overall Rank
IFS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IFS Sortino Ratio Rank: 7272
Sortino Ratio Rank
IFS Omega Ratio Rank: 7373
Omega Ratio Rank
IFS Calmar Ratio Rank: 8282
Calmar Ratio Rank
IFS Martin Ratio Rank: 8282
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. IFS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Peru ETF (EPU) and Intercorp Financial Services Inc. (IFS). 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.

EPUIFSDifference
Sharpe ratioReturn per unit of total volatility
2.17
1.25

+0.91

Sortino ratioReturn per unit of downside risk
2.60
1.79

+0.80

Omega ratioGain probability vs. loss probability

1.36

1.25

+0.11

Calmar ratioReturn relative to maximum drawdown

3.12

2.90

+0.22

Martin ratioReturn relative to average drawdown

9.25

7.23

+2.02

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPU vs. IFS - Sharpe Ratio Comparison

The current EPU Sharpe Ratio is 2.17, which is higher than the IFS Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EPU and IFS, 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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Sharpe Ratios by Period

EPUIFSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.25

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.45

+0.45

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

0.20

+0.23

Drawdowns

EPU vs. IFS - Drawdown Comparison

The maximum EPU drawdown since its inception was -60.62%, which is greater than IFS's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for EPU and IFS.

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Drawdown Indicators

EPUIFSDifference

Max Drawdown

Largest peak-to-trough decline

-60.62%

-55.33%

-5.29%

Max Drawdown (1Y)

Largest decline over 1 year

-20.85%

-13.40%

-7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-20.85%

-28.42%

+7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-35.59%

-44.33%

+8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-50.97%

—

—

Current Drawdown

Current decline from peak

-16.28%

-6.79%

-9.49%

Average Drawdown

Average peak-to-trough decline

-18.82%

-24.85%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.02%

5.36%

+1.66%

Volatility

EPU vs. IFS - Volatility Comparison

iShares MSCI Peru ETF (EPU) has a higher volatility of 10.84% compared to Intercorp Financial Services Inc. (IFS) at 10.32%. This indicates that EPU's price experiences larger fluctuations and is considered to be riskier than IFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPUIFSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

10.32%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

25.85%

25.44%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

30.03%

30.99%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.20%

32.62%

-7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

37.08%

-13.57%

Dividends

EPU vs. IFS - Dividend Comparison

EPU's dividend yield for the trailing twelve months is around 1.50%, less than IFS's 3.82% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
IFS
Intercorp Financial Services Inc.		3.82%2.36%3.41%5.38%7.45%5.38%5.41%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EPU and IFS have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPU has higher volatility (10.84%) compared to IFS (10.32%). In terms of maximum drawdown, EPU dropped -60.62% vs IFS's -55.33%.

EPU currently has the higher Sharpe Ratio (2.17 vs 1.25), 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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