EPU vs. QIDX
EPU (iShares MSCI Peru ETF) and QIDX (Indexperts Quality Earnings Focused ETF) are both Mid Cap Blend Equities funds. EPU is passively managed, while QIDX is actively managed. Over the past year, EPU returned 89.94% vs 14.00% for QIDX. At a 0.43 correlation, their price movements are largely independent. EPU charges 0.59%/yr vs 0.50%/yr for QIDX.
Performance
EPU vs. QIDX - Performance Comparison
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Returns By Period
In the year-to-date period, EPU achieves a 23.09% return, which is significantly higher than QIDX's 8.19% return.
EPU
- 1D
- -0.24%
- 1M
- 7.82%
- YTD
- 23.09%
- 6M
- 23.55%
- 1Y
- 89.94%
- 3Y*
- 48.43%
- 5Y*
- 31.01%
- 10Y*
- 15.17%
QIDX
- 1D
- 0.09%
- 1M
- 1.61%
- YTD
- 8.19%
- 6M
- 7.35%
- 1Y
- 14.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPU vs. QIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EPU iShares MSCI Peru ETF | 23.09% | 86.87% |
QIDX Indexperts Quality Earnings Focused ETF | 8.19% | 6.60% |
Correlation
The correlation between EPU and QIDX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025 | 0.43 |
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Return for Risk
EPU vs. QIDX — Risk / Return Rank
EPU
QIDX
EPU vs. QIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Peru ETF (EPU) and Indexperts Quality Earnings Focused ETF (QIDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EPU | QIDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.22 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.34 | 2.03 | +2.31 |
| Martin ratioReturn relative to average drawdown | 12.45 | 6.72 | +5.73 |
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Drawdowns
EPU vs. QIDX - Drawdown Comparison
The maximum EPU drawdown since its inception was -60.62%, which is greater than QIDX's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for EPU and QIDX.
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Drawdown Indicators
| EPU | QIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.62% | -14.99% | -45.63% |
Max Drawdown (1Y)Largest decline over 1 year | -20.85% | -6.92% | -13.93% |
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 | -5.10% | -0.97% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -18.79% | -2.24% | -16.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.25% | 2.09% | +5.16% |
Volatility
EPU vs. QIDX - Volatility Comparison
iShares MSCI Peru ETF (EPU) has a higher volatility of 12.16% compared to Indexperts Quality Earnings Focused ETF (QIDX) at 2.99%. This indicates that EPU's price experiences larger fluctuations and is considered to be riskier than QIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPU | QIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.16% | 2.99% | +9.17% |
Volatility (6M)Calculated over the trailing 6-month period | 26.96% | 8.53% | +18.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.14% | 11.17% | +19.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.06% | 14.56% | +10.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.65% | 14.56% | +9.09% |
EPU vs. QIDX - Expense Ratio Comparison
EPU has a 0.59% expense ratio, which is higher than QIDX's 0.50% expense ratio.
Dividends
EPU vs. QIDX - Dividend Comparison
EPU's dividend yield for the trailing twelve months is around 1.95%, more than QIDX's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPU iShares MSCI Peru ETF | 1.95% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
QIDX Indexperts Quality Earnings Focused ETF | 0.85% | 0.84% | 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 QIDX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPU has higher volatility (12.16%) compared to QIDX (2.99%). In terms of maximum drawdown, EPU dropped -60.62% vs QIDX's -14.99%.
On 1-year performance, EPU leads with 89.94% vs 14.00% for QIDX. On fees, QIDX is cheaper at 0.50% per year. On volatility, QIDX has been the lower-risk option at 2.99%. 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 89.94% return vs 14.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QIDX is cheaper with a 0.50% expense ratio, compared with 0.59% for EPU.
EPU has the higher dividend yield at 1.95%, compared with 0.85% for QIDX.
They also come from different issuers: iShares and Indexperts. Their fees differ too: 0.59% for EPU and 0.50% for QIDX.
EPU currently has the higher Sharpe Ratio (2.91 vs 1.26), 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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