EPU vs. METL
EPU (iShares MSCI Peru ETF) and METL (Sprott Active Metals & Miners ETF) are both exchange-traded funds - EPU is a Mid Cap Blend Equities fund tracking the MSCI All Peru Capped Index, while METL is a Commodity Producers Equities fund actively managed by Sprott. EPU is passively managed, while METL is actively managed. Their correlation of 0.84 suggests significant overlap in exposure. EPU charges 0.59%/yr vs 0.89%/yr for METL.
Performance
EPU vs. METL - Performance Comparison
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Returns By Period
In the year-to-date period, EPU achieves a 8.06% return, which is significantly higher than METL's 7.51% return.
EPU
- 1D
- -0.48%
- 1M
- -6.18%
- YTD
- 8.06%
- 6M
- 18.00%
- 1Y
- 64.61%
- 3Y*
- 41.57%
- 5Y*
- 25.82%
- 10Y*
- 13.60%
METL
- 1D
- 0.05%
- 1M
- -9.97%
- YTD
- 7.51%
- 6M
- 15.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPU vs. METL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EPU iShares MSCI Peru ETF | 8.06% | 28.70% |
METL Sprott Active Metals & Miners ETF | 7.51% | 27.04% |
Correlation
The correlation between EPU and METL is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 11, 2025 | 0.84 |
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Return for Risk
EPU vs. METL — Risk / Return Rank
EPU
METL
EPU vs. METL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Peru ETF (EPU) and Sprott Active Metals & Miners ETF (METL). 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 | METL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | — | — |
| Martin ratioReturn relative to average drawdown | 9.14 | — | — |
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 | METL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.18 | -0.75 |
Drawdowns
EPU vs. METL - Drawdown Comparison
The maximum EPU drawdown since its inception was -60.62%, which is greater than METL's maximum drawdown of -27.39%. Use the drawdown chart below to compare losses from any high point for EPU and METL.
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Drawdown Indicators
| EPU | METL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.62% | -27.39% | -33.23% |
Max Drawdown (1Y)Largest decline over 1 year | -20.85% | — | — |
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 | -16.69% | -18.48% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -8.24% | -10.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | — | — |
Volatility
EPU vs. METL - Volatility Comparison
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Volatility by Period
| EPU | METL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.84% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 25.83% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 30.07% | 44.85% | -14.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.91% | 44.85% | -19.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.52% | 44.85% | -21.33% |
EPU vs. METL - Expense Ratio Comparison
EPU has a 0.59% expense ratio, which is lower than METL's 0.89% expense ratio.
Dividends
EPU vs. METL - Dividend Comparison
EPU's dividend yield for the trailing twelve months is around 1.51%, more than METL's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPU iShares MSCI Peru ETF | 1.51% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
METL Sprott Active Metals & Miners ETF | 0.92% | 0.99% | 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 METL have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EPU is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EPU is cheaper with a 0.59% expense ratio, compared with 0.89% for METL.
EPU has the higher dividend yield at 1.51%, compared with 0.92% for METL.
EPU is categorized as Mid Cap Blend Equities, while METL is Commodity Producers Equities. They also come from different issuers: iShares and Sprott. Their fees differ too: 0.59% for EPU and 0.89% for METL.
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