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TUR vs. EGPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TUR vs. EGPT

Last updated Jun 4, 2026

TUR (iShares MSCI Turkey ETF) and EGPT (VanEck Vectors Egypt Index ETF) are both Emerging Markets Equities funds - TUR tracks the MSCI Turkey Investable Market Index while EGPT tracks the MVIS Egypt Index. Both are passively managed. At a 0.18 correlation, their price movements are largely independent. TUR charges 0.59%/yr vs 0.98%/yr for EGPT.

Performance

TUR vs. EGPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Turkey ETF (TUR) and VanEck Vectors Egypt Index ETF (EGPT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

TUR

1D
-2.34%
1M
-6.69%
YTD
13.80%
6M
16.84%
1Y
30.29%
3Y*
10.24%
5Y*
14.80%
10Y*
2.47%

EGPT

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUR vs. EGPT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TUR
iShares MSCI Turkey ETF		13.80%-1.54%12.91%-8.83%105.75%-27.41%-1.19%14.49%-41.46%37.58%
EGPT
VanEck Vectors Egypt Index ETF		0.00%0.00%-11.22%27.27%-24.66%11.31%-11.53%6.80%-13.88%24.83%

Correlation

The correlation between TUR and EGPT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.06

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

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2010

0.18

The correlation between TUR and EGPT shifts across timeframes, from 0.06 (3 years) to 0.18 (all time), reflecting how their relationship changes across market environments.

TUR vs. EGPT - Sectors Allocation Comparison

Sectors
TUR
EGPT

Industrials

25.7%
6.9%

Financial Services

15.3%
10.5%

Consumer Defensive

13.7%
10.0%

Basic Materials

11.5%
23.4%

Energy

6.2%
1.1%

Consumer Cyclical

5.0%
3.5%

Communication Services

3.2%
4.2%

Healthcare

2.0%
2.0%

Utilities

1.7%

-

Real Estate

1.2%
30.5%

Technology

0.8%
8.0%

Industrials

TUR
25.7%
EGPT
6.9%

Financial Services

TUR
15.3%
EGPT
10.5%

Consumer Defensive

TUR
13.7%
EGPT
10.0%

Basic Materials

TUR
11.5%
EGPT
23.4%

Energy

TUR
6.2%
EGPT
1.1%

Consumer Cyclical

TUR
5.0%
EGPT
3.5%

Communication Services

TUR
3.2%
EGPT
4.2%

Healthcare

TUR
2.0%
EGPT
2.0%

Utilities

TUR
1.7%
EGPT

-

Real Estate

TUR
1.2%
EGPT
30.5%

Technology

TUR
0.8%
EGPT
8.0%

Compare stocks, funds, or ETFs

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iShares MSCI Turkey ETF

VanEck Vectors Egypt Index ETF

Often compared with TUR:
TUR vs. VOOTUR vs. HEDJTUR vs. AMRTUR vs. EPOLTUR vs. SPYTUR vs. VGKTUR vs. SFM
Often compared with EGPT:
EGPT vs. EISEGPT vs. VOOEGPT vs. SPYEGPT vs. EFAEGPT vs. NVDAEGPT vs. SMINEGPT vs. VXUS

Return for Risk

TUR vs. EGPT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TUR
TUR Risk / Return Rank: 3535
Overall Rank
TUR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TUR Sortino Ratio Rank: 3333
Sortino Ratio Rank
TUR Omega Ratio Rank: 3535
Omega Ratio Rank
TUR Calmar Ratio Rank: 3838
Calmar Ratio Rank
TUR Martin Ratio Rank: 3636
Martin Ratio Rank
EGPT
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.

TUR vs. EGPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Turkey ETF (TUR) and VanEck Vectors Egypt Index ETF (EGPT). 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.

TUREGPTDifference
Sharpe ratioReturn per unit of total volatility
1.20

—

—

Sortino ratioReturn per unit of downside risk
1.79

—

—

Omega ratioGain probability vs. loss probability

1.24

—

—

Calmar ratioReturn relative to maximum drawdown

1.89

—

—

Martin ratioReturn relative to average drawdown

5.67

—

—

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

TUR vs. EGPT - Sharpe Ratio Comparison

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Sharpe Ratios by Period

TUREGPTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

—

—

Drawdowns

TUR vs. EGPT - Drawdown Comparison

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Drawdown Indicators

TUREGPTDifference

Max Drawdown

Largest peak-to-trough decline

-72.34%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-16.07%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-31.63%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-31.63%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-59.25%

—

—

Current Drawdown

Current decline from peak

-28.38%

—

—

Average Drawdown

Average peak-to-trough decline

-39.90%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

—

—

Volatility

TUR vs. EGPT - Volatility Comparison

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Volatility by Period

TUREGPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.14%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

19.90%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

25.40%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.16%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.39%

—

—

TUR vs. EGPT - Expense Ratio Comparison

TUR has a 0.59% expense ratio, which is lower than EGPT's 0.98% expense ratio.

Dividends

TUR vs. EGPT - Dividend Comparison

TUR's dividend yield for the trailing twelve months is around 2.11%, while EGPT has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EGPT
VanEck Vectors Egypt Index ETF		0.00%0.00%0.15%6.02%1.32%2.45%2.50%2.09%1.72%0.77%1.60%1.59%
TUR
iShares MSCI Turkey ETF		2.11%2.40%1.79%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%

Frequently Asked Questions

TUR and EGPT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TUR is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TUR is cheaper with a 0.59% expense ratio, compared with 0.98% for EGPT.

TUR has the higher dividend yield at 2.11%, compared with 0.00% for EGPT.

TUR tracks MSCI Turkey Investable Market Index, while EGPT tracks MVIS Egypt Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.59% for TUR and 0.98% for EGPT.

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