EZA vs. EPU
Compare and contrast key facts about iShares MSCI South Africa ETF (EZA) and iShares MSCI Peru ETF (EPU).
EZA and EPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EZA is a passively managed fund by iShares that tracks the performance of the MSCI South Africa Index. It was launched on Feb 7, 2003. 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. Both EZA and EPU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EZA vs. EPU - Performance Comparison
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EZA vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EZA iShares MSCI South Africa ETF | 0.03% | 75.20% | 7.16% | 1.51% | -5.18% | 7.91% | -5.19% | 9.83% | -25.24% | 36.03% |
EPU iShares MSCI Peru ETF | 14.25% | 86.87% | 21.73% | 25.34% | 2.05% | -11.81% | -4.31% | 7.30% | -12.17% | 29.70% |
Returns By Period
In the year-to-date period, EZA achieves a 0.03% return, which is significantly lower than EPU's 14.25% return. Over the past 10 years, EZA has underperformed EPU with an annualized return of 7.86%, while EPU has yielded a comparatively higher 15.87% annualized return.
EZA
- 1D
- 1.50%
- 1M
- -13.87%
- YTD
- 0.03%
- 6M
- 12.10%
- 1Y
- 52.70%
- 3Y*
- 24.18%
- 5Y*
- 11.19%
- 10Y*
- 7.86%
EPU
- 1D
- 2.42%
- 1M
- -11.48%
- YTD
- 14.25%
- 6M
- 35.96%
- 1Y
- 89.75%
- 3Y*
- 45.24%
- 5Y*
- 24.03%
- 10Y*
- 15.87%
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EZA vs. EPU - Expense Ratio Comparison
Both EZA and EPU have an expense ratio of 0.59%.
Return for Risk
EZA vs. EPU — Risk / Return Rank
EZA
EPU
EZA vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Africa ETF (EZA) and iShares MSCI Peru ETF (EPU). 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.
| EZA | EPU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 3.07 | -1.39 |
Sortino ratioReturn per unit of downside risk | 2.14 | 3.41 | -1.27 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.49 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.26 | 4.44 | -2.19 |
Martin ratioReturn relative to average drawdown | 8.76 | 18.15 | -9.39 |
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
| EZA | EPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 3.07 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.96 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.67 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.45 | -0.16 |
Correlation
The correlation between EZA and EPU is 0.59, 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.
Dividends
EZA vs. EPU - Dividend Comparison
EZA's dividend yield for the trailing twelve months is around 6.16%, more than EPU's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZA iShares MSCI South Africa ETF | 6.16% | 6.16% | 7.26% | 2.84% | 3.90% | 2.05% | 5.51% | 12.27% | 3.81% | 1.55% | 4.10% | 3.03% |
EPU iShares MSCI Peru ETF | 1.43% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
Drawdowns
EZA vs. EPU - Drawdown Comparison
The maximum EZA drawdown since its inception was -64.64%, which is greater than EPU's maximum drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for EZA and EPU.
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Drawdown Indicators
| EZA | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.64% | -60.62% | -4.02% |
Max Drawdown (1Y)Largest decline over 1 year | -23.31% | -20.85% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -34.94% | -35.59% | +0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -62.25% | -50.97% | -11.28% |
Current DrawdownCurrent decline from peak | -15.66% | -11.91% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -16.94% | -18.90% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 5.11% | +0.90% |
Volatility
EZA vs. EPU - Volatility Comparison
iShares MSCI South Africa ETF (EZA) and iShares MSCI Peru ETF (EPU) have volatilities of 13.33% and 13.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EZA | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.33% | 13.10% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 25.11% | 24.12% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.40% | 29.37% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.33% | 25.09% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.31% | 23.63% | +7.68% |