EPU vs. LST
EPU (iShares MSCI Peru ETF) and LST (Leuthold Select Industries ETF) are both Mid Cap Blend Equities funds. EPU is passively managed, while LST is actively managed. Over the past year, EPU returned 64.72% vs 32.35% for LST. A 0.57 correlation means they provide meaningful diversification when combined. EPU charges 0.59%/yr vs 0.65%/yr for LST.
Performance
EPU vs. LST - Performance Comparison
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Returns By Period
In the year-to-date period, EPU achieves a 8.58% return, which is significantly lower than LST's 14.59% 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%
LST
- 1D
- -2.63%
- 1M
- 2.53%
- YTD
- 14.59%
- 6M
- 15.54%
- 1Y
- 32.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPU vs. LST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EPU iShares MSCI Peru ETF | 8.58% | 81.25% |
LST Leuthold Select Industries ETF | 14.59% | 15.64% |
Correlation
The correlation between EPU and LST is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2025 | 0.57 |
The correlation between EPU and LST has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.
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Return for Risk
EPU vs. LST — Risk / Return Rank
EPU
LST
EPU vs. LST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Peru ETF (EPU) and Leuthold Select Industries ETF (LST). 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 | LST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 3.00 | +0.12 |
| Martin ratioReturn relative to average drawdown | 9.25 | 12.41 | -3.15 |
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 | LST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.23 | -0.06 |
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 | 1.27 | -0.84 |
Drawdowns
EPU vs. LST - Drawdown Comparison
The maximum EPU drawdown since its inception was -60.62%, which is greater than LST's maximum drawdown of -19.47%. Use the drawdown chart below to compare losses from any high point for EPU and LST.
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Drawdown Indicators
| EPU | LST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.62% | -19.47% | -41.15% |
Max Drawdown (1Y)Largest decline over 1 year | -20.85% | -10.85% | -10.00% |
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 DrawdownCurrent decline from peak | -16.28% | -2.63% | -13.65% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -2.91% | -15.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.02% | 2.61% | +4.41% |
Volatility
EPU vs. LST - Volatility Comparison
iShares MSCI Peru ETF (EPU) has a higher volatility of 10.84% compared to Leuthold Select Industries ETF (LST) at 4.82%. This indicates that EPU's price experiences larger fluctuations and is considered to be riskier than LST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPU | LST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.84% | 4.82% | +6.02% |
Volatility (6M)Calculated over the trailing 6-month period | 25.85% | 12.06% | +13.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.03% | 14.60% | +15.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.20% | 18.04% | +7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.51% | 18.04% | +5.47% |
EPU vs. LST - Expense Ratio Comparison
EPU has a 0.59% expense ratio, which is lower than LST's 0.65% expense ratio.
Dividends
EPU vs. LST - Dividend Comparison
EPU's dividend yield for the trailing twelve months is around 1.50%, more than LST's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LST Leuthold Select Industries ETF | 1.17% | 1.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EPU and LST have a correlation of 0.61, 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 LST (4.82%). In terms of maximum drawdown, EPU dropped -60.62% vs LST's -19.47%.
On 1-year performance, EPU leads with 64.72% vs 32.35% for LST. On fees, EPU is cheaper at 0.59% per year. On volatility, LST has been the lower-risk option at 4.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EPU has performed better with a 64.72% return vs 32.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EPU is cheaper with a 0.59% expense ratio, compared with 0.65% for LST.
EPU has the higher dividend yield at 1.50%, compared with 1.17% for LST.
They also come from different issuers: iShares and Leuthold Group. Their fees differ too: 0.59% for EPU and 0.65% for LST.
LST currently has the higher Sharpe Ratio (2.23 vs 2.17), 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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