Data Source: from January 2010 to November 2022 (~13 years)
Consolidated Returns as of 30 November 2022
Category: Stocks
ETF: iShares MSCI Peru ETF (EPU)

In the last 10 Years, the iShares MSCI Peru ETF (EPU) ETF obtained a -1.62% compound annual return, with a 24.35% 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 Nov 30, 2022

Historical returns and Metrics of iShares MSCI Peru ETF (EPU) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
ISHARES MSCI PERU ETF (EPU) ETF
Portfolio Metrics
Data Source: 1 January 2010 - 30 November 2022 (~13 years)
Swipe left to see all data
Metrics as of Nov 30, 2022
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~13Y)
Portfolio
Return (%)
12.98 16.67 -0.60 10.01 -1.54 -3.40 -1.62 1.69
US Inflation (%) 0.00 0.62 1.96 7.22 5.03 3.85 2.61 2.52
Infl. Adjusted
Return (%)
12.98 15.95 -2.50 2.60 -6.26 -6.99 -4.12 -0.82
Waiting for updates, inflation of Nov 2022 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 29.63 31.01 25.95 24.35 24.67
Sharpe Ratio 0.30 -0.07 -0.17 -0.09 -0.09
Sortino Ratio 0.39 -0.09 -0.23 -0.13 -0.13
MAXIMUM DRAWDOWN
Drawdown Depth (%) -31.60 -37.71 -45.01 -55.68 -56.53
Start (yyyy mm) 2022 04 2020 01 2018 05 2013 02 2011 01
Bottom (yyyy mm) 2022 09 2020 03 2020 03 2016 01 2016 01
Start to Bottom (# months) 6 3 23 36 61
Start to Recovery (# months) in progress
> 8
14
> 55
60
85
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 80.49 26.98 14.36 3.58
Worst Return (%) -39.60 -23.76 -14.85 -3.41
% Positive Periods 47% 43% 57% 19%
MONTHS
Positive 1 2 3 7 19 32 61 82
Negative 0 1 3 5 17 28 59 73
% Positive 100% 67% 50% 58% 53% 53% 51% 53%
WITHDRAWAL RATES (WR)
Safe WR (%) 32.55 17.37 7.58 9.15
Perpetual WR (%) 0.00 0.00 0.00 0.00
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Correlations as of Nov 30, 2022

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

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.

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

ISHARES MSCI PERU ETF (EPU) ETF
Monthly correlations as of 30 November 2022
Swipe left to see all data
Correlation vs EPU
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2010
US Total Stock Market
VTI
0.61
0.64
0.52
0.53
US Large Cap
SPY
0.62
0.63
0.51
0.53
US Small Cap
IJR
0.53
0.66
0.49
0.51
US REITs
VNQ
0.48
0.49
0.37
0.41
US Technology
QQQ
0.56
0.50
0.40
0.45
Preferred Stocks
PFF
0.46
0.52
0.41
0.41
EAFE Stocks
EFA
0.67
0.74
0.60
0.58
World All Countries
VT
0.67
0.71
0.60
0.60
Emerging Markets
EEM
0.59
0.72
0.67
0.66
Europe
VGK
0.65
0.73
0.59
0.56
Pacific
VPL
0.66
0.70
0.57
0.58
Latin America
FLLA
0.79
0.70
0.66
0.65
US Total Bond Market
BND
0.45
0.17
0.16
0.12
Long Term Treasuries
TLT
0.42
-0.17
-0.10
-0.19
US Cash
BIL
0.20
-0.13
-0.03
-0.06
TIPS
TIP
0.47
0.23
0.25
0.24
Invest. Grade Bonds
LQD
0.51
0.40
0.37
0.31
High Yield Bonds
HYG
0.58
0.61
0.55
0.53
International Bonds
BNDX
0.47
0.21
0.16
0.15
Emerg. Market Bonds
EMB
0.61
0.62
0.54
0.52
Gold
GLD
0.56
0.30
0.34
0.38
Commodities
DBC
0.51
0.63
0.57
0.57

Capital Growth as of Nov 30, 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$, since December 2012, now would be worth 849.56$, with a total return of -15.04% (-1.62% annualized).

The Inflation Adjusted Capital now would be 656.31$, with a net total return of -34.37% (-4.12% annualized).
An investment of 1000$, since January 2010, now would be worth 1241.21$, with a total return of 24.12% (1.69% annualized).

The Inflation Adjusted Capital now would be 899.42$, with a net total return of -10.06% (-0.82% annualized).

Drawdowns

Worst drawdowns since December 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 32 55
-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 32 55
-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

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
3.13 80.49
Feb 2016 - Jan 2017
-39.60
Apr 2019 - Mar 2020
53.47%
2 Years
0.83 52.09
Feb 2016 - Jan 2018
-24.81
Apr 2018 - Mar 2020
59.09%
3 Years
-0.21 26.98
Feb 2016 - Jan 2019
-23.76
Feb 2013 - Jan 2016
56.67%
5 Years
0.34 14.36
Feb 2016 - Jan 2021
-14.85
Jan 2011 - Dec 2015
42.71%
7 Years
0.97 7.49
Dec 2015 - Nov 2022
-7.16
Apr 2013 - Mar 2020
30.56%
10 Years
-0.73 3.58
Feb 2010 - Jan 2020
-3.41
Oct 2012 - Sep 2022
80.56%
(*) 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
Gain Frequency
3.00
60%
0.78
60%
-4.92
60%
-2.28
40%
-0.65
40%
-3.56
40%
0.30
60%
-2.61
40%
-1.67
20%
3.10
60%
4.16
60%
4.39
100%
 Capital Growth on monthly avg returns
100
103.00
103.81
98.71
96.46
95.83
92.42
92.69
90.28
88.77
91.52
95.33
99.51
Best 11.2
2022
8.0
2021
6.8
2022
9.5
2020
8.0
2020
7.8
2019
7.3
2020
3.2
2020
3.5
2019
13.9
2021
14.0
2020
8.9
2019
Worst -7.0
2020
-9.3
2020
-26.1
2020
-14.1
2022
-8.2
2019
-14.5
2022
-7.6
2021
-9.0
2018
-6.3
2020
-5.6
2018
-4.6
2021
1.0
2018
Monthly Seasonality over the period Dec 2017 - Nov 2022
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
Gain Frequency
0.95
50%
1.38
60%
-1.40
40%
0.93
50%
-1.84
40%
-1.33
50%
0.55
60%
-2.15
50%
-1.52
30%
3.00
60%
0.21
40%
2.61
80%
 Capital Growth on monthly avg returns
100
100.95
102.34
100.91
101.85
99.98
98.65
99.19
97.05
95.57
98.44
98.65
101.22
Best 11.2
2022
11.9
2016
20.2
2016
18.8
2016
8.0
2020
7.8
2019
11.1
2016
6.2
2013
3.8
2016
13.9
2021
14.0
2020
8.9
2019
Worst -7.0
2020
-9.3
2020
-26.1
2020
-14.1
2022
-9.3
2013
-14.5
2022
-7.6
2015
-14.0
2015
-6.3
2020
-5.6
2018
-9.5
2013
-5.7
2015
Monthly Seasonality over the period Dec 2012 - Nov 2022
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
Gain Frequency
0.84
46%
1.28
62%
-0.31
46%
0.15
46%
-1.79
38%
-1.93
46%
1.58
62%
-1.45
54%
-0.39
38%
4.03
69%
0.65
54%
2.22
75%
 Capital Growth on monthly avg returns
100
100.84
102.13
101.82
101.97
100.14
98.21
99.76
98.32
97.94
101.88
102.54
104.82
Best 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 -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
Monthly Seasonality over the period Jan 2010 - Nov 2022

Monthly/Yearly Returns

iShares MSCI Peru ETF (EPU) ETF data source starts from January 2010: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 2010 - Nov 2022
82 Positive Months (53%) - 73 Negative Months (47%)
MONTHLY RETURNS TABLE
Jan 2010 - Nov 2022
(Scroll down to see all data)
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
+3.90 -2.80 11.2 5.8 6.8 -14.1 -3.1 -14.5 1.4 -1.7 -3.5 7.0 13.0
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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