LOGO vs. EPU
LOGO (Alpha Brands Consumption Leaders ETF) and EPU (iShares MSCI Peru ETF) are both Mid Cap Blend Equities funds. LOGO is actively managed, while EPU is passively managed. Over the past year, LOGO returned -0.59% vs 79.15% for EPU. At a 0.41 correlation, their price movements are largely independent. LOGO charges 0.69%/yr vs 0.59%/yr for EPU.
Performance
LOGO vs. EPU - Performance Comparison
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Returns By Period
In the year-to-date period, LOGO achieves a -4.57% return, which is significantly lower than EPU's 16.05% return.
LOGO
- 1D
- -5.22%
- 1M
- -2.53%
- YTD
- -4.57%
- 6M
- -5.00%
- 1Y
- -0.59%
- 3Y*
- —
- 5Y*
- —
- 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%
LOGO vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LOGO Alpha Brands Consumption Leaders ETF | -4.57% | 5.34% |
EPU iShares MSCI Peru ETF | 16.05% | 59.04% |
Correlation
The correlation between LOGO and EPU is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 29, 2025 | 0.41 |
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Return for Risk
LOGO vs. EPU — Risk / Return Rank
LOGO
EPU
LOGO vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Brands Consumption Leaders ETF (LOGO) 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.
| LOGO | EPU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.75 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.43 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 3.82 | -3.85 |
| Martin ratioReturn relative to average drawdown | -0.08 | 11.49 | -11.57 |
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
| LOGO | EPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.71 | -2.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.98 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.45 | -0.41 |
Drawdowns
LOGO vs. EPU - Drawdown Comparison
The maximum LOGO drawdown since its inception was -18.34%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for LOGO and EPU.
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Drawdown Indicators
| LOGO | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.34% | -60.62% | +42.28% |
Max Drawdown (1Y)Largest decline over 1 year | -18.34% | -20.85% | +2.51% |
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 | -11.04% | -10.53% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -18.83% | +13.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.36% | 6.91% | +0.45% |
Volatility
LOGO vs. EPU - Volatility Comparison
The current volatility for Alpha Brands Consumption Leaders ETF (LOGO) is 6.55%, while iShares MSCI Peru ETF (EPU) has a volatility of 9.48%. This indicates that LOGO 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
| LOGO | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 9.48% | -2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 25.04% | -13.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 29.32% | -14.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 25.12% | -10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 23.43% | -8.57% |
LOGO vs. EPU - Expense Ratio Comparison
LOGO has a 0.69% expense ratio, which is higher than EPU's 0.59% expense ratio.
Dividends
LOGO vs. EPU - Dividend Comparison
LOGO has not paid dividends to shareholders, while EPU's dividend yield for the trailing twelve months is around 1.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LOGO Alpha Brands Consumption Leaders 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
LOGO and EPU have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPU has higher volatility (9.48%) compared to LOGO (6.55%). In terms of maximum drawdown, LOGO dropped -18.34% vs EPU's -60.62%.
On 1-year performance, EPU leads with 79.15% vs -0.59% for LOGO. On fees, EPU is cheaper at 0.59% per year. On volatility, LOGO has been the lower-risk option at 6.55%. 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 79.15% return vs -0.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EPU is cheaper with a 0.59% expense ratio, compared with 0.69% for LOGO.
EPU has the higher dividend yield at 1.41%, compared with 0.00% for LOGO.
They also come from different issuers: Alpha Brands and iShares. Their fees differ too: 0.69% for LOGO and 0.59% for EPU.
EPU currently has the higher Sharpe Ratio (2.71 vs -0.04), 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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