EPU vs. SPY
Compare and contrast key facts about iShares MSCI Peru ETF (EPU) and SPDR S&P 500 ETF (SPY).
EPU and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both EPU and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPU or SPY.
Performance
EPU vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, EPU achieves a 29.02% return, which is significantly higher than SPY's 26.47% return. Over the past 10 years, EPU has underperformed SPY with an annualized return of 5.34%, while SPY has yielded a comparatively higher 13.14% annualized return.
EPU
29.02%
-3.15%
3.16%
46.43%
8.58%
5.34%
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| EPU | SPY | |
|---|---|---|
| Sharpe Ratio | 2.28 | 2.69 |
| Sortino Ratio | 3.11 | 3.59 |
| Omega Ratio | 1.39 | 1.50 |
| Calmar Ratio | 2.37 | 3.88 |
| Martin Ratio | 9.67 | 17.47 |
| Ulcer Index | 4.84% | 1.87% |
| Daily Std Dev | 20.50% | 12.14% |
| Max Drawdown | -60.62% | -55.19% |
| Current Drawdown | -3.76% | -0.54% |
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EPU vs. SPY - Expense Ratio Comparison
EPU has a 0.59% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between EPU and SPY is 0.50, 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.
Risk-Adjusted Performance
EPU vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Peru ETF (EPU) and SPDR S&P 500 ETF (SPY). 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.
Dividends
EPU vs. SPY - Dividend Comparison
EPU's dividend yield for the trailing twelve months is around 3.93%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPU iShares MSCI Peru ETF | 3.93% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.91% | 1.66% | 1.72% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
EPU vs. SPY - Drawdown Comparison
The maximum EPU drawdown since its inception was -60.62%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EPU and SPY. For additional features, visit the drawdowns tool.
Volatility
EPU vs. SPY - Volatility Comparison
iShares MSCI Peru ETF (EPU) has a higher volatility of 4.62% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that EPU's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.