EPU vs. IMCB
Compare and contrast key facts about iShares MSCI Peru ETF (EPU) and iShares Morningstar Mid-Cap ETF (IMCB).
EPU and IMCB 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. IMCB is a passively managed fund by iShares that tracks the performance of the IMCB-US - Morningstar U.S. Mid Cap Index. It was launched on Jun 28, 2004. Both EPU and IMCB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EPU vs. IMCB - Performance Comparison
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EPU vs. IMCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPU iShares MSCI Peru ETF | 14.25% | 86.87% | 21.73% | 25.34% | 2.05% | -11.81% | -4.31% | 7.30% | -12.17% | 29.70% |
IMCB iShares Morningstar Mid-Cap ETF | 1.83% | 10.25% | 15.10% | 16.37% | -16.09% | 22.81% | 13.35% | 31.49% | -11.53% | 19.70% |
Returns By Period
In the year-to-date period, EPU achieves a 14.25% return, which is significantly higher than IMCB's 1.83% return. Over the past 10 years, EPU has outperformed IMCB with an annualized return of 15.87%, while IMCB has yielded a comparatively lower 10.34% annualized return.
EPU
- 1D
- 2.42%
- 1M
- -11.48%
- YTD
- 14.25%
- 6M
- 35.96%
- 1Y
- 89.75%
- 3Y*
- 45.24%
- 5Y*
- 24.03%
- 10Y*
- 15.87%
IMCB
- 1D
- 0.68%
- 1M
- -4.84%
- YTD
- 1.83%
- 6M
- 1.98%
- 1Y
- 14.73%
- 3Y*
- 13.16%
- 5Y*
- 7.31%
- 10Y*
- 10.34%
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EPU vs. IMCB - Expense Ratio Comparison
EPU has a 0.59% expense ratio, which is higher than IMCB's 0.04% expense ratio.
Return for Risk
EPU vs. IMCB — Risk / Return Rank
EPU
IMCB
EPU vs. IMCB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Peru ETF (EPU) and iShares Morningstar Mid-Cap ETF (IMCB). 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 | IMCB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.07 | 0.82 | +2.25 |
Sortino ratioReturn per unit of downside risk | 3.41 | 1.26 | +2.15 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.18 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 4.44 | 1.16 | +3.28 |
Martin ratioReturn relative to average drawdown | 18.15 | 5.34 | +12.81 |
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 | IMCB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.07 | 0.82 | +2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.42 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.53 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.48 | -0.03 |
Correlation
The correlation between EPU and IMCB is 0.51, 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.
Dividends
EPU vs. IMCB - Dividend Comparison
EPU's dividend yield for the trailing twelve months is around 1.43%, more than IMCB's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPU iShares MSCI Peru ETF | 1.43% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
IMCB iShares Morningstar Mid-Cap ETF | 1.37% | 1.42% | 1.43% | 1.55% | 1.70% | 1.08% | 1.12% | 1.32% | 1.80% | 1.31% | 1.79% | 1.47% |
Drawdowns
EPU vs. IMCB - Drawdown Comparison
The maximum EPU drawdown since its inception was -60.62%, roughly equal to the maximum IMCB drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for EPU and IMCB.
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Drawdown Indicators
| EPU | IMCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.62% | -58.80% | -1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -20.85% | -12.92% | -7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -35.59% | -25.15% | -10.44% |
Max Drawdown (10Y)Largest decline over 10 years | -50.97% | -40.99% | -9.98% |
Current DrawdownCurrent decline from peak | -11.91% | -5.09% | -6.82% |
Average DrawdownAverage peak-to-trough decline | -18.90% | -7.79% | -11.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 2.81% | +2.30% |
Volatility
EPU vs. IMCB - Volatility Comparison
iShares MSCI Peru ETF (EPU) has a higher volatility of 13.10% compared to iShares Morningstar Mid-Cap ETF (IMCB) at 5.23%. This indicates that EPU's price experiences larger fluctuations and is considered to be riskier than IMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPU | IMCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.10% | 5.23% | +7.87% |
Volatility (6M)Calculated over the trailing 6-month period | 24.12% | 9.98% | +14.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.37% | 17.98% | +11.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.09% | 17.56% | +7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 19.62% | +4.01% |