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FVUB.L vs. EPHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FVUB.L vs. EPHE

Last updated Jun 5, 2026

FVUB.L (Franklin FTSE Brazil UCITS ETF) and EPHE (iShares MSCI Philippines ETF) are both exchange-traded funds - FVUB.L is a Latin America Equities fund tracking the MSCI Brazil NR USD, while EPHE is a Asia Pacific Equities fund tracking the MSCI Philippines Investable Market Index. Both are passively managed. Over the past 5 years, FVUB.L returned 7.06%/yr vs -2.02%/yr for EPHE. At a 0.20 correlation, their price movements are largely independent. FVUB.L charges 0.19%/yr vs 0.59%/yr for EPHE.

Performance

FVUB.L vs. EPHE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE Brazil UCITS ETF (FVUB.L) and iShares MSCI Philippines ETF (EPHE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FVUB.L is traded in GBP, while EPHE is traded in USD. To make them comparable, the EPHE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FVUB.L achieves a 14.58% return, which is significantly higher than EPHE's -0.48% return.

FVUB.L

1D
-0.62%
1M
-9.72%
YTD
14.58%
6M
9.14%
1Y
36.63%
3Y*
10.68%
5Y*
7.06%
10Y*
—

EPHE

1D
0.24%
1M
2.07%
YTD
-0.48%
6M
2.18%
1Y
-8.03%
3Y*
-1.94%
5Y*
-2.02%
10Y*
-2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVUB.L vs. EPHE - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
FVUB.L
Franklin FTSE Brazil UCITS ETF		14.58%35.51%-26.77%26.33%23.83%-15.44%-22.19%-14.94%
EPHE
iShares MSCI Philippines ETF		-0.48%-5.68%0.31%-3.79%-5.87%-1.31%-6.77%-6.02%

Correlation

The correlation between FVUB.L and EPHE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2019

0.20

FVUB.L vs. EPHE - Sectors Allocation Comparison

Sectors
FVUB.L
EPHE

Financial Services

25.4%
17.3%

Energy

20.6%
1.3%

Basic Materials

15.1%
1.0%

Utilities

14.8%
14.3%

Industrials

11.4%
32.0%

Consumer Defensive

4.0%
4.6%

Healthcare

2.9%

-

Consumer Cyclical

2.5%
13.6%

Communication Services

2.0%
5.3%

Real Estate

0.8%
10.7%

Technology

0.7%

-

Financial Services

FVUB.L
25.4%
EPHE
17.3%

Energy

FVUB.L
20.6%
EPHE
1.3%

Basic Materials

FVUB.L
15.1%
EPHE
1.0%

Utilities

FVUB.L
14.8%
EPHE
14.3%

Industrials

FVUB.L
11.4%
EPHE
32.0%

Consumer Defensive

FVUB.L
4.0%
EPHE
4.6%

Healthcare

FVUB.L
2.9%
EPHE

-

Consumer Cyclical

FVUB.L
2.5%
EPHE
13.6%

Communication Services

FVUB.L
2.0%
EPHE
5.3%

Real Estate

FVUB.L
0.8%
EPHE
10.7%

Technology

FVUB.L
0.7%
EPHE

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Franklin FTSE Brazil UCITS ETF

iShares MSCI Philippines ETF

Often compared with FVUB.L:
FVUB.L vs. ALAU.LFVUB.L vs. ALAG.LFVUB.L vs. XMLA.LFVUB.L vs. FRQX.LFVUB.L vs. XMBR.LFVUB.L vs. FRIN.LFVUB.L vs. FLXE.L
Often compared with EPHE:
EPHE vs. VOOEPHE vs. EWYEPHE vs. EIDOEPHE vs. VTEPHE vs. VXUSEPHE vs. VTIEPHE vs. GOVT

Return for Risk

FVUB.L vs. EPHE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FVUB.L
FVUB.L Risk / Return Rank: 4949
Overall Rank
FVUB.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FVUB.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
FVUB.L Omega Ratio Rank: 4646
Omega Ratio Rank
FVUB.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
FVUB.L Martin Ratio Rank: 5050
Martin Ratio Rank
EPHE
EPHE Risk / Return Rank: 55
Overall Rank
EPHE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EPHE Sortino Ratio Rank: 55
Sortino Ratio Rank
EPHE Omega Ratio Rank: 55
Omega Ratio Rank
EPHE Calmar Ratio Rank: 44
Calmar Ratio Rank
EPHE Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FVUB.L vs. EPHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil UCITS ETF (FVUB.L) and iShares MSCI Philippines ETF (EPHE). 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.

FVUB.LEPHEDifference
Sharpe ratioReturn per unit of total volatility
1.67
-0.44

+2.11

Sortino ratioReturn per unit of downside risk
2.26
-0.51

+2.78

Omega ratioGain probability vs. loss probability

1.29

0.94

+0.34

Calmar ratioReturn relative to maximum drawdown

2.64

-0.53

+3.16

Martin ratioReturn relative to average drawdown

8.35

-0.97

+9.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FVUB.L vs. EPHE - Sharpe Ratio Comparison

The current FVUB.L Sharpe Ratio is 1.67, which is higher than the EPHE Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of FVUB.L and EPHE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

FVUB.LEPHEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

-0.44

+2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

-0.12

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

-0.12

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.09

-0.10

Drawdowns

FVUB.L vs. EPHE - Drawdown Comparison

The maximum FVUB.L drawdown since its inception was -58.22%, which is greater than EPHE's maximum drawdown of -47.17%. Use the drawdown chart below to compare losses from any high point for FVUB.L and EPHE.

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Drawdown Indicators

FVUB.LEPHEDifference

Max Drawdown

Largest peak-to-trough decline

-58.22%

-47.17%

-11.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.83%

-15.26%

+1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-20.29%

-7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-29.42%

-23.57%

-5.85%

Max Drawdown (10Y)

Largest decline over 10 years

—

-47.17%

—

Current Drawdown

Current decline from peak

-13.83%

-33.36%

+19.53%

Average Drawdown

Average peak-to-trough decline

-27.79%

-18.99%

-8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

8.25%

-3.87%

Volatility

FVUB.L vs. EPHE - Volatility Comparison

Franklin FTSE Brazil UCITS ETF (FVUB.L) has a higher volatility of 6.25% compared to iShares MSCI Philippines ETF (EPHE) at 5.43%. This indicates that FVUB.L's price experiences larger fluctuations and is considered to be riskier than EPHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FVUB.LEPHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

5.43%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

18.17%

13.68%

+4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.79%

18.47%

+3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.57%

17.51%

+8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.39%

22.24%

+9.15%

FVUB.L vs. EPHE - Expense Ratio Comparison

FVUB.L has a 0.19% expense ratio, which is lower than EPHE's 0.59% expense ratio.

Dividends

FVUB.L vs. EPHE - Dividend Comparison

FVUB.L has not paid dividends to shareholders, while EPHE's dividend yield for the trailing twelve months is around 2.13%.

PositionTTM20252024202320222021202020192018201720162015
EPHE
iShares MSCI Philippines ETF		2.13%2.11%2.32%2.01%1.73%1.05%0.72%0.78%0.45%0.36%0.71%1.03%
FVUB.L
Franklin FTSE Brazil UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

FVUB.L and EPHE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FVUB.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FVUB.L is cheaper with a 0.19% expense ratio, compared with 0.59% for EPHE.

FVUB.L is categorized as Latin America Equities, while EPHE is Asia Pacific Equities. FVUB.L tracks MSCI Brazil NR USD, while EPHE tracks MSCI Philippines Investable Market Index. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for FVUB.L and 0.59% for EPHE.

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