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IFS vs. EPU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IFS vs. EPU

Last updated Jun 4, 2026

IFS (Intercorp Financial Services Inc.) is a stock, while EPU (iShares MSCI Peru ETF) is Mid Cap Blend Equities fund tracking the MSCI All Peru Capped Index. Over the past 5 years, IFS returned 15.71%/yr vs 24.36%/yr for EPU. At a 0.43 correlation, their price movements are largely independent.

Performance

IFS vs. EPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intercorp Financial Services Inc. (IFS) and iShares MSCI Peru ETF (EPU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IFS achieves a 20.63% return, which is significantly higher than EPU's 16.05% return.

IFS

1D
-2.68%
1M
11.57%
YTD
20.63%
6M
26.08%
1Y
46.79%
3Y*
35.25%
5Y*
15.71%
10Y*
—

EPU

1D
-2.58%
1M
7.83%
YTD
16.05%
6M
27.68%
1Y
79.15%
3Y*
45.81%
5Y*
24.36%
10Y*
14.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFS vs. EPU - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
IFS
Intercorp Financial Services Inc.		20.63%49.00%39.89%-1.52%-5.41%-13.75%-16.06%-0.46%
EPU
iShares MSCI Peru ETF		16.05%86.87%21.73%25.34%2.05%-11.81%-4.31%7.18%

Correlation

The correlation between IFS and EPU is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.48

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

0.39

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

0.43

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2019

0.43

Compare stocks, funds, or ETFs

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Intercorp Financial Services Inc.

iShares MSCI Peru ETF

Often compared with IFS:
IFS vs. BAPIFS vs. SPYIFS vs. VOOIFS vs. SOFIIFS vs. VEA
Often compared with EPU:
EPU vs. ECHEPU vs. ILFEPU vs. ARGTEPU vs. EISEPU vs. EVXEPU vs. EWSEPU vs. EPI

Return for Risk

IFS vs. EPU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IFS
IFS Risk / Return Rank: 8181
Overall Rank
IFS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IFS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IFS Omega Ratio Rank: 7878
Omega Ratio Rank
IFS Calmar Ratio Rank: 8585
Calmar Ratio Rank
IFS Martin Ratio Rank: 8585
Martin Ratio Rank
EPU
EPU Risk / Return Rank: 7171
Overall Rank
EPU Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EPU Sortino Ratio Rank: 6767
Sortino Ratio Rank
EPU Omega Ratio Rank: 7070
Omega Ratio Rank
EPU Calmar Ratio Rank: 7575
Calmar Ratio Rank
EPU Martin Ratio Rank: 6363
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.

IFS vs. EPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intercorp Financial Services Inc. (IFS) 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.

IFSEPUDifference
Sharpe ratioReturn per unit of total volatility
1.53
2.71

-1.19

Sortino ratioReturn per unit of downside risk
2.09
3.13

-1.04

Omega ratioGain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratioReturn relative to maximum drawdown

3.51

3.82

-0.31

Martin ratioReturn relative to average drawdown

8.80

11.49

-2.69

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

IFS vs. EPU - Sharpe Ratio Comparison

The current IFS Sharpe Ratio is 1.53, which is lower than the EPU Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of IFS and EPU, 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

IFSEPUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

2.71

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.98

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.61

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.45

-0.23

Drawdowns

IFS vs. EPU - Drawdown Comparison

The maximum IFS drawdown since its inception was -55.33%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for IFS and EPU.

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Drawdown Indicators

IFSEPUDifference

Max Drawdown

Largest peak-to-trough decline

-55.33%

-60.62%

+5.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-20.85%

+7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-28.42%

-20.85%

-7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-44.33%

-35.59%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

—

-50.97%

—

Current Drawdown

Current decline from peak

-2.89%

-10.53%

+7.64%

Average Drawdown

Average peak-to-trough decline

-24.87%

-18.83%

-6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

6.91%

-1.58%

Volatility

IFS vs. EPU - Volatility Comparison

Intercorp Financial Services Inc. (IFS) and iShares MSCI Peru ETF (EPU) have volatilities of 9.84% and 9.48%, 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

IFSEPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.84%

9.48%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

25.23%

25.04%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

30.84%

29.32%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.72%

25.12%

+7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.08%

23.43%

+13.65%

Dividends

IFS vs. EPU - Dividend Comparison

IFS's dividend yield for the trailing twelve months is around 3.67%, more than EPU's 1.41% yield.

PositionTTM20252024202320222021202020192018201720162015
EPU
iShares MSCI Peru ETF		1.41%1.63%5.78%4.17%5.56%3.13%1.91%2.67%1.53%3.30%0.85%1.90%
IFS
Intercorp Financial Services Inc.		3.67%2.36%3.41%5.38%7.45%5.38%5.41%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IFS and EPU have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFS has higher volatility (9.84%) compared to EPU (9.48%). In terms of maximum drawdown, IFS dropped -55.33% vs EPU's -60.62%.

EPU currently has the higher Sharpe Ratio (2.71 vs 1.53), 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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