EWH vs. EPP
Compare and contrast key facts about iShares MSCI Hong Kong ETF (EWH) and iShares MSCI Pacific ex Japan ETF (EPP).
EWH and EPP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWH is a passively managed fund by iShares that tracks the performance of the MSCI Hong Kong Index. It was launched on Mar 12, 1996. EPP is a passively managed fund by iShares that tracks the performance of the MSCI Pacific ex-Japan Index. It was launched on Oct 25, 2001. Both EWH and EPP 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: EWH or EPP.
Performance
EWH vs. EPP - Performance Comparison
Returns By Period
In the year-to-date period, EWH achieves a 1.40% return, which is significantly lower than EPP's 10.66% return. Over the past 10 years, EWH has underperformed EPP with an annualized return of 0.74%, while EPP has yielded a comparatively higher 4.22% annualized return.
EWH
1.40%
-4.22%
2.64%
1.97%
-3.17%
0.74%
EPP
10.66%
0.13%
9.60%
19.88%
4.52%
4.22%
Key characteristics
| EWH | EPP | |
|---|---|---|
| Sharpe Ratio | 0.09 | 1.27 |
| Sortino Ratio | 0.30 | 1.84 |
| Omega Ratio | 1.04 | 1.22 |
| Calmar Ratio | 0.05 | 1.17 |
| Martin Ratio | 0.24 | 6.06 |
| Ulcer Index | 9.31% | 3.25% |
| Daily Std Dev | 23.56% | 15.56% |
| Max Drawdown | -66.43% | -66.01% |
| Current Drawdown | -31.13% | -3.86% |
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EWH vs. EPP - Expense Ratio Comparison
EWH has a 0.49% expense ratio, which is higher than EPP's 0.48% expense ratio.
Correlation
The correlation between EWH and EPP is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EWH vs. EPP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Hong Kong ETF (EWH) and iShares MSCI Pacific ex Japan ETF (EPP). 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
EWH vs. EPP - Dividend Comparison
EWH's dividend yield for the trailing twelve months is around 4.53%, more than EPP's 3.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWH iShares MSCI Hong Kong ETF | 4.53% | 4.28% | 2.91% | 2.78% | 2.56% | 2.70% | 2.94% | 4.35% | 3.07% | 2.62% | 3.52% | 2.96% |
EPP iShares MSCI Pacific ex Japan ETF | 3.53% | 4.10% | 4.37% | 4.57% | 2.28% | 3.88% | 5.00% | 4.15% | 3.96% | 4.89% | 4.33% | 4.08% |
Drawdowns
EWH vs. EPP - Drawdown Comparison
The maximum EWH drawdown since its inception was -66.43%, roughly equal to the maximum EPP drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for EWH and EPP. For additional features, visit the drawdowns tool.
Volatility
EWH vs. EPP - Volatility Comparison
iShares MSCI Hong Kong ETF (EWH) has a higher volatility of 5.91% compared to iShares MSCI Pacific ex Japan ETF (EPP) at 4.78%. This indicates that EWH's price experiences larger fluctuations and is considered to be riskier than EPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.