IBID vs. EPU
IBID (iShares iBonds Oct 2027 Term TIPS ETF) and EPU (iShares MSCI Peru ETF) are both exchange-traded funds - IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index, while EPU is a Latin America Equities fund tracking the MSCI All Peru Capped Index. Both are passively managed. Over the past year, IBID returned 3.58% vs 81.51% for EPU. Their 0.02 correlation means their historical movements had little consistent relationship. IBID charges 0.10%/yr vs 0.59%/yr for EPU.
Performance
IBID vs. EPU - Performance Comparison
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Returns By Period
In the year-to-date period, IBID achieves a 2.41% return, which is significantly lower than EPU's 20.80% return.
IBID
- 1D
- -0.02%
- 1M
- 0.19%
- 6M
- 2.01%
- YTD
- 2.41%
- 1Y
- 3.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.38%
EPU
- 1D
- -0.99%
- 1M
- 2.20%
- 6M
- 0.92%
- YTD
- 20.80%
- 1Y
- 81.51%
- 3Y*
- 42.19%
- 5Y*
- 31.75%
- 10Y*
- 13.22%
- ALL TIME*
- 10.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.01M | $4.02M | $5.98M | |
| $730.73K | $757.79K | $746.53K |
IBID vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 2.41% | 5.66% | 4.71% | 2.61% |
EPU iShares MSCI Peru ETF | 20.80% | 86.87% | 21.73% | 10.96% |
Correlation
The correlation between IBID and EPU is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.02 |
The correlation between IBID and EPU shifts across timeframes, from -0.24 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBID vs. EPU — Risk / Return Rank
IBID
EPU
IBID vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2027 Term TIPS ETF (IBID) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBID | EPU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.39 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 7.26 | 3.88 | +3.39 |
| Martin ratioReturn relative to average drawdown | 25.58 | 10.45 | +15.13 |
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Drawdowns
IBID vs. EPU - Drawdown Comparison
The maximum IBID drawdown since its inception was -1.28%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for IBID and EPU.
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Drawdown Indicators
| IBID | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.28% | -60.62% | +59.34% |
Max Drawdown (1Y)Largest decline over 1 year | -0.55% | -20.85% | +20.30% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.97% | — |
Current DrawdownCurrent decline from peak | -0.09% | -6.86% | +6.77% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -18.72% | +18.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.16% | 7.72% | -7.56% |
Volatility
IBID vs. EPU - Volatility Comparison
The current volatility for iShares iBonds Oct 2027 Term TIPS ETF (IBID) is 0.33%, while iShares MSCI Peru ETF (EPU) has a volatility of 9.00%. This indicates that IBID 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.
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Volatility by Period
| IBID | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.33% | 9.00% | -8.67% |
Volatility (6M)Calculated over the trailing 6-month period | 0.92% | 27.47% | -26.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.22% | 32.03% | -30.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.21% | 25.09% | -22.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.21% | 23.71% | -21.50% |
IBID vs. EPU - Expense Ratio Comparison
IBID has a 0.10% expense ratio, which is lower than EPU's 0.59% expense ratio.
Dividends
IBID vs. EPU - Dividend Comparison
IBID's dividend yield for the trailing twelve months is around 4.90%, more than EPU's 1.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPU iShares MSCI Peru ETF | 1.98% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 4.90% | 4.43% | 4.24% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBID and EPU have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPU has higher volatility (9.00%) compared to IBID (0.33%). In terms of maximum drawdown, IBID dropped -1.28% vs EPU's -60.62%.
On 1-year performance, EPU leads with 81.51% vs 3.58% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EPU has performed better with a 81.51% return vs 3.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBID is cheaper with a 0.10% expense ratio, compared with 0.59% for EPU.
IBID has the higher dividend yield at 4.90%, compared with 1.98% for EPU.
IBID is categorized as Inflation-Protected Bonds, while EPU is Latin America Equities. IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index, while EPU tracks MSCI All Peru Capped Index. Their fees differ too: 0.10% for IBID and 0.59% for EPU.
IBID currently has the higher Sharpe Ratio (3.30 vs 2.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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