SAEF vs. EPU

Last updated Apr 1, 2026

Compare and contrast key facts about Schwab Ariel ESG ETF (SAEF) and iShares MSCI Peru ETF (EPU).

SAEF and EPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SAEF is an actively managed fund by Charles Schwab. It was launched on Nov 15, 2021. 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.

Performance

SAEF vs. EPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Ariel ESG ETF (SAEF) and iShares MSCI Peru ETF (EPU). The values are adjusted to include any dividend payments, if applicable.

SAEF vs. EPU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SAEF Schwab Ariel ESG ETF	0.10%	2.31%	16.14%	17.87%	-18.29%	-2.35%
EPU iShares MSCI Peru ETF	14.25%	86.87%	21.73%	25.34%	2.05%	1.62%

Returns By Period

In the year-to-date period, SAEF achieves a 0.10% return, which is significantly lower than EPU's 14.25% return.

SAEF

• 1D: 3.37%
• 1M: -7.73%
• YTD: 0.10%
• 6M: -1.45%
• 1Y: 12.46%
• 3Y*: 9.45%
• 5Y*: —
• 10Y*: —

EPU

• 1D: 2.42%
• 1M: -11.48%
• YTD: 14.25%
• 6M: 35.96%
• 1Y: 89.75%
• 3Y*: 45.24%
• 5Y*: 24.03%
• 10Y*: 15.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SAEF vs. EPU - Expense Ratio Comparison

Both SAEF and EPU have an expense ratio of 0.59%.

SAEF

Schwab Ariel ESG ETF

EPU

iShares MSCI Peru ETF

Return for Risk

SAEF vs. EPU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAEF

SAEF Risk / Return Rank: 30
SAEF Sharpe Ratio Rank: 29
SAEF Sortino Ratio Rank: 31
SAEF Omega Ratio Rank: 29
SAEF Calmar Ratio Rank: 34
SAEF Martin Ratio Rank: 28

EPU

EPU Risk / Return Rank: 96
EPU Sharpe Ratio Rank: 97
EPU Sortino Ratio Rank: 96
EPU Omega Ratio Rank: 96
EPU Calmar Ratio Rank: 96
EPU Martin Ratio Rank: 96

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.

SAEF vs. EPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Ariel ESG ETF (SAEF) 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.

	SAEF	EPU	Difference
Sharpe ratio Return per unit of total volatility	0.54	3.07	-2.53
Sortino ratio Return per unit of downside risk	0.92	3.41	-2.49
Omega ratio Gain probability vs. loss probability	1.12	1.49	-0.37
Calmar ratio Return relative to maximum drawdown	0.86	4.44	-3.59
Martin ratio Return relative to average drawdown	2.36	18.15	-15.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAEF vs. EPU - Sharpe Ratio Comparison

The current SAEF Sharpe Ratio is 0.54, which is lower than the EPU Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of SAEF and EPU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SAEF	EPU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	3.07	-2.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.96	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.45	-0.33

Correlation

The correlation between SAEF and EPU is 0.46, 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.

Dividends

SAEF vs. EPU - Dividend Comparison

SAEF's dividend yield for the trailing twelve months is around 0.38%, less than EPU's 1.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SAEF Schwab Ariel ESG ETF	0.38%	0.38%	0.46%	0.46%	0.61%	0.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EPU iShares MSCI Peru ETF	1.43%	1.63%	5.78%	4.17%	5.56%	3.13%	1.91%	2.67%	1.53%	3.30%	0.85%	1.90%

Drawdowns

SAEF vs. EPU - Drawdown Comparison

The maximum SAEF drawdown since its inception was -28.05%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for SAEF and EPU.

Drawdown Indicators

	SAEF	EPU	Difference
Max Drawdown Largest peak-to-trough decline	-28.05%	-60.62%	+32.57%
Max Drawdown (1Y) Largest decline over 1 year	-14.75%	-20.85%	+6.10%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-50.97%	—
Current Drawdown Current decline from peak	-9.69%	-11.91%	+2.22%
Average Drawdown Average peak-to-trough decline	-10.66%	-18.90%	+8.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.37%	5.11%	+0.26%

Volatility

SAEF vs. EPU - Volatility Comparison

The current volatility for Schwab Ariel ESG ETF (SAEF) is 7.20%, while iShares MSCI Peru ETF (EPU) has a volatility of 13.10%. This indicates that SAEF 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.

Volatility by Period

	SAEF	EPU	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.20%	13.10%	-5.90%
Volatility (6M) Calculated over the trailing 6-month period	14.34%	24.12%	-9.78%
Volatility (1Y) Calculated over the trailing 1-year period	23.86%	29.37%	-5.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.51%	25.09%	-3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.51%	23.63%	-2.12%