GXG vs. EPU
Compare and contrast key facts about Global X MSCI Colombia ETF (GXG) and iShares MSCI Peru ETF (EPU).
GXG and EPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GXG is a passively managed fund by Global X that tracks the performance of the MSCI All Colombia Select 25/50. It was launched on Feb 5, 2009. 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 GXG 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GXG or EPU.
Key characteristics
| GXG | EPU | |
|---|---|---|
| YTD Return | 0.18% | 29.14% |
| 1Y Return | 15.08% | 53.54% |
| 3Y Return (Ann) | -2.48% | 20.03% |
| 5Y Return (Ann) | -5.47% | 7.98% |
| 10Y Return (Ann) | -6.76% | 5.83% |
| Sharpe Ratio | 1.08 | 2.68 |
| Sortino Ratio | 1.61 | 3.58 |
| Omega Ratio | 1.19 | 1.45 |
| Calmar Ratio | 0.30 | 2.34 |
| Martin Ratio | 2.43 | 11.64 |
| Ulcer Index | 8.51% | 4.74% |
| Daily Std Dev | 19.12% | 20.58% |
| Max Drawdown | -78.88% | -60.62% |
| Current Drawdown | -61.53% | -3.67% |
Correlation
The correlation between GXG and EPU is 0.51, 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
GXG vs. EPU - Performance Comparison
In the year-to-date period, GXG achieves a 0.18% return, which is significantly lower than EPU's 29.14% return. Over the past 10 years, GXG has underperformed EPU with an annualized return of -6.76%, while EPU has yielded a comparatively higher 5.83% 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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GXG vs. EPU - Expense Ratio Comparison
GXG has a 0.62% expense ratio, which is higher than EPU's 0.59% expense ratio.
Risk-Adjusted Performance
GXG vs. EPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (GXG) 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.
Dividends
GXG vs. EPU - Dividend Comparison
GXG's dividend yield for the trailing twelve months is around 6.95%, more than EPU's 3.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXG Global X MSCI Colombia ETF | 6.95% | 6.99% | 12.55% | 2.32% | 3.23% | 3.04% | 3.03% | 1.83% | 1.48% | 1.58% | 3.20% | 4.10% |
EPU iShares MSCI Peru ETF | 3.93% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% | 1.66% | 1.72% |
Drawdowns
GXG vs. EPU - Drawdown Comparison
The maximum GXG drawdown since its inception was -78.88%, which is greater than EPU's maximum drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for GXG and EPU. For additional features, visit the drawdowns tool.
Volatility
GXG vs. EPU - Volatility Comparison
The current volatility for Global X MSCI Colombia ETF (GXG) is 4.11%, while iShares MSCI Peru ETF (EPU) has a volatility of 5.04%. This indicates that GXG experiences smaller price fluctuations and is considered to be less risky than EPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.