Data Source: from January 2010 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Stocks
ETF: iShares MSCI Peru ETF (EPU)

In the last 10 Years, the iShares MSCI Peru ETF (EPU) ETF obtained a -2.00% compound annual return, with a 24.03% standard deviation.

In 2021, the ETF granted a 2.69% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Peru ETF (EPU) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Multi Cap
  • Style: Blend
  • Region: Latin America
  • Country: Peru

Historical Returns as of Jul 31, 2022

Historical returns and stats of iShares MSCI Peru ETF (EPU) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES MSCI PERU ETF (EPU) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 2010 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
1.45
1.46
0.00
1 - 0
3M
-15.98
-18.01
-17.18
May 2022 - Jun 2022
1 - 2
6M
-18.48
-22.64
-28.87
Apr 2022 - Jun 2022
3 - 3
YTD
-9.37
-14.71
-28.87
Apr 2022 - Jun 2022
4 - 3
1Y
2.36
-5.68
29.58
-28.87
Apr 2022 - Jun 2022
7 - 5
58% pos
3Y(*)
-7.27
-11.62
30.03
-37.71
Jan 2020 - Mar 2020
19 - 17
53% pos
5Y(*)
-3.26
-6.89
25.45
-45.01
May 2018 - Mar 2020
33 - 27
55% pos
10Y(*)
-2.00
-4.49
24.03
-55.68
Feb 2013 - Jan 2016
63 - 57
53% pos
MAX(*)
01 Jan 2010
0.63
-1.86
24.64
-56.53
Jan 2011 - Jan 2016
80 - 71
53% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

Monthly correlations of iShares MSCI Peru ETF (EPU) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES MSCI PERU ETF (EPU) ETF
Monthly correlations as of 31 Jul 2022
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Correlation vs EPU
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2010
US Total Stock Market
VTI
0.59
0.62
0.51
0.53
US Large Cap
SPY
0.60
0.61
0.50
0.52
US Small Cap
IJR
0.49
0.64
0.48
0.51
US REITs
VNQ
0.46
0.47
0.35
0.41
US Technology
QQQ
0.50
0.49
0.38
0.45
Preferred Stocks
PFF
0.43
0.51
0.41
0.41
EAFE Stocks
EFA
0.61
0.73
0.59
0.57
World All Countries
VT
0.62
0.70
0.60
0.59
Emerging Markets
EEM
0.62
0.73
0.68
0.66
Europe
VGK
0.60
0.72
0.58
0.54
Pacific
VPL
0.53
0.69
0.56
0.57
Latin America
FLLA
0.64
0.70
0.67
0.66
US Total Bond Market
BND
0.23
0.11
0.12
0.09
Long Term Treasuries
TLT
0.29
-0.24
-0.14
-0.22
US Cash
BIL
-0.32
-0.23
-0.10
-0.12
TIPS
TIP
0.37
0.20
0.24
0.23
Investment Grade Bonds
LQD
0.33
0.37
0.35
0.30
High Yield Bonds
HYG
0.42
0.59
0.54
0.52
International Bond Market
BNDX
0.18
0.16
0.13
0.12
Emerging Market Bonds
EMB
0.45
0.61
0.52
0.51
Gold
GLD
0.48
0.25
0.33
0.37
Commodities
DBC
0.56
0.64
0.57
0.57

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares MSCI Peru ETF (EPU) ETF: Dividend Yield page.

An investment of 1000$, since August 2012, now would be worth 817.10$, with a total return of -18.29% (-2.00% annualized).

The Inflation Adjusted Capital now would be 631.85$, with a net total return of -36.82% (-4.49% annualized).
An investment of 1000$, since January 2010, now would be worth 1082.72$, with a total return of 8.27% (0.63% annualized).

The Inflation Adjusted Capital now would be 789.17$, with a net total return of -21.08% (-1.86% annualized).

Drawdowns

Worst drawdowns since August 2012.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-55.68% Feb 2013 Jan 2016 36 Jan 2018 24 60
-45.01% May 2018 Mar 2020 23 in progress 28 51
-3.10% Feb 2018 Feb 2018 1 Apr 2018 2 3

Worst drawdowns since January 2010.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-56.53% Jan 2011 Jan 2016 61 Jan 2018 24 85
-45.01% May 2018 Mar 2020 23 in progress 28 51
-7.43% Jan 2010 Jan 2010 1 Mar 2010 2 3
-3.10% Feb 2018 Feb 2018 1 Apr 2018 2 3
-2.70% May 2010 Jun 2010 2 Jul 2010 1 3

Rolling Returns ( more details)

iShares MSCI Peru ETF (EPU) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
3.21 80.49
Feb 2016 - Jan 2017
-39.60
Apr 2019 - Mar 2020
53.57%
2 Years
0.98 52.09
Feb 2016 - Jan 2018
-24.81
Apr 2018 - Mar 2020
57.81%
3 Years
-0.03 26.98
Feb 2016 - Jan 2019
-23.76
Feb 2013 - Jan 2016
55.17%
5 Years
0.58 14.36
Feb 2016 - Jan 2021
-14.85
Jan 2011 - Dec 2015
40.22%
7 Years
0.73 6.26
Apr 2015 - Mar 2022
-7.16
Apr 2013 - Mar 2020
32.35%
10 Years
-0.51 3.58
Feb 2010 - Jan 2020
-2.60
Jul 2012 - Jun 2022
78.13%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI Peru ETF (EPU) ETF: Rolling Returns page.

Seasonality

iShares MSCI Peru ETF (EPU) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.84
46%
1.28
62%
-0.31
46%
0.15
46%
-1.79
38%
-1.93
46%
1.58
62%
-1.43
58%
-0.12
42%
3.78
67%
-0.38
50%
2.22
75%
Best
Year
12.7
2012
11.9
2016
20.2
2016
18.8
2016
8.0
2020
7.8
2019
14.1
2011
6.2
2013
17.6
2010
13.9
2021
14.0
2020
8.9
2019
Worst
Year
-7.4
2010
-9.3
2020
-26.1
2020
-14.1
2022
-9.3
2013
-14.5
2022
-7.6
2015
-14.0
2015
-15.9
2011
-5.6
2018
-9.5
2013
-5.7
2015
Statistics calculated for the period Jan 2010 - Jul 2022

Monthly/Yearly Returns

iShares MSCI Peru ETF (EPU) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
80 Positive Months (53%) - 71 Negative Months (47%)
Jan 2010 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-9.37 -14.71 11.2 5.8 6.8 -14.1 -3.1 -14.5 1.4
2021
-11.83 -17.62 -1.0 8.0 -8.3 -6.6 3.7 -11.0 -7.6 0.1 -1.9 13.9 -4.6 5.9
2020
-4.31 -5.59 -7.0 -9.3 -26.1 9.5 8.0 5.9 7.3 3.2 -6.3 -0.7 14.0 4.4
2019
+7.31 +4.91 6.4 2.5 1.5 -3.0 -8.2 7.8 -3.2 -5.6 3.5 0.9 -2.9 8.9
2018
-12.16 -13.80 5.6 -3.1 1.6 2.8 -3.7 -6.0 3.5 -9.0 -0.1 -5.6 1.3 1.0
2017
+29.69 +27.01 6.8 -2.3 -0.5 -2.1 3.1 0.3 5.0 5.3 3.6 7.8 -1.9 1.8
2016
+64.01 +60.68 -2.9 11.9 20.2 18.8 -6.8 6.6 11.1 -6.8 3.8 -1.1 -2.0 2.3
2015
-35.88 -36.35 -6.9 0.3 -4.7 7.4 -3.3 -0.6 -7.6 -14.0 -4.4 3.7 -6.1 -5.7
2014
-3.56 -4.28 -3.6 3.0 -3.4 7.0 1.3 2.6 1.4 0.7 -5.7 -3.3 0.8 -3.8
2013
-25.42 -26.53 1.0 -3.0 -1.1 -10.4 -9.3 -4.4 -5.9 6.2 -4.3 7.4 -9.5 6.5
2012
+24.16 +22.04 12.7 1.4 6.5 -1.6 -7.7 1.9 -4.6 0.9 8.5 0.1 0.6 4.8
2011
-21.80 -24.05 -3.8 -1.8 -3.9 -8.3 5.1 -13.2 14.1 -2.6 -15.9 12.3 3.8 -5.5
2010
+57.71 +55.38 -7.4 3.2 7.4 2.5 -2.2 -0.5 5.6 4.3 17.6 10.0 1.9 6.1
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