EWY vs. EPP
Compare and contrast key facts about iShares MSCI South Korea ETF (EWY) and iShares MSCI Pacific ex Japan ETF (EPP).
EWY and EPP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWY is a passively managed fund by iShares that tracks the performance of the MSCI Korea Index. It was launched on May 12, 2000. 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 EWY 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: EWY or EPP.
Key characteristics
| EWY | EPP | |
|---|---|---|
| YTD Return | -7.07% | 8.36% |
| 1Y Return | 4.73% | 18.93% |
| 3Y Return (Ann) | -6.71% | 0.97% |
| 5Y Return (Ann) | 1.83% | 3.73% |
| 10Y Return (Ann) | 2.48% | 3.82% |
| Sharpe Ratio | 0.33 | 1.37 |
| Sortino Ratio | 0.63 | 1.97 |
| Omega Ratio | 1.08 | 1.24 |
| Calmar Ratio | 0.21 | 1.13 |
| Martin Ratio | 1.26 | 6.84 |
| Ulcer Index | 6.06% | 3.07% |
| Daily Std Dev | 22.81% | 15.31% |
| Max Drawdown | -74.14% | -66.01% |
| Current Drawdown | -32.87% | -5.86% |
Correlation
The correlation between EWY and EPP is 0.70, 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.
Performance
EWY vs. EPP - Performance Comparison
In the year-to-date period, EWY achieves a -7.07% return, which is significantly lower than EPP's 8.36% return. Over the past 10 years, EWY has underperformed EPP with an annualized return of 2.48%, while EPP has yielded a comparatively higher 3.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EWY vs. EPP - Expense Ratio Comparison
EWY has a 0.59% expense ratio, which is higher than EPP's 0.48% expense ratio.
Risk-Adjusted Performance
EWY vs. EPP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Korea ETF (EWY) 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
EWY vs. EPP - Dividend Comparison
EWY's dividend yield for the trailing twelve months is around 2.71%, less than EPP's 3.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 2.71% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% | 1.20% | 1.39% |
EPP iShares MSCI Pacific ex Japan ETF | 3.60% | 4.10% | 4.37% | 4.58% | 2.28% | 3.89% | 5.00% | 4.15% | 3.96% | 4.90% | 4.33% | 4.08% |
Drawdowns
EWY vs. EPP - Drawdown Comparison
The maximum EWY drawdown since its inception was -74.14%, which is greater than EPP's maximum drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for EWY and EPP. For additional features, visit the drawdowns tool.
Volatility
EWY vs. EPP - Volatility Comparison
iShares MSCI South Korea ETF (EWY) has a higher volatility of 4.34% compared to iShares MSCI Pacific ex Japan ETF (EPP) at 3.23%. This indicates that EWY'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.