Data Source: from January 2011 to August 2022
Consolidated Returns as of 31 Aug 2022
Category: Stocks
ETF: iShares MSCI Philippines ETF (EPHE)

In the last 10 Years, the iShares MSCI Philippines ETF (EPHE) ETF obtained a -0.22% compound annual return, with a 18.59% standard deviation.

In 2021, the ETF granted a 1.02% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Philippines ETF (EPHE) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Emerging Asia Pacific
  • Country: Philippines

Historical Returns as of Aug 31, 2022

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

ISHARES MSCI PHILIPPINES ETF (EPHE) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 2011 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
0.96
1.00
0.00
1 - 0
3M
-9.78
-10.96
-12.57
Jun 2022 - Jun 2022
2 - 1
6M
-19.58
-22.96
-22.07
Mar 2022 - Jun 2022
3 - 3
YTD
-16.25
-21.16
-22.07
Mar 2022 - Jun 2022
5 - 3
1Y
-11.52
-18.28
17.18
-22.07
Mar 2022 - Jun 2022
7 - 5
58% pos
3Y(*)
-7.77
-12.08
22.15
-34.26
Nov 2019 - Mar 2020
21 - 15
58% pos
5Y(*)
-5.23
-8.71
19.76
-39.91
Jan 2018 - Mar 2020
32 - 28
53% pos
10Y(*)
-0.22
-2.70
18.59
-43.02
Mar 2015 - Mar 2020
65 - 55
54% pos
MAX(*)
01 Jan 2011
1.30
-1.28
19.32
-43.02
Mar 2015 - Mar 2020
77 - 63
55% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54%

Correlations as of Aug 31, 2022

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

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

ISHARES MSCI PHILIPPINES ETF (EPHE) ETF
Monthly correlations as of 31 Aug 2022
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Correlation vs EPHE
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2011
US Total Stock Market
VTI
0.55
0.53
0.50
0.54
US Large Cap
SPY
0.55
0.51
0.48
0.52
US Small Cap
IJR
0.57
0.58
0.46
0.51
US REITs
VNQ
0.27
0.46
0.53
0.57
US Technology
QQQ
0.50
0.40
0.39
0.44
Preferred Stocks
PFF
0.48
0.50
0.52
0.56
EAFE Stocks
EFA
0.56
0.60
0.59
0.61
World All Countries
VT
0.59
0.59
0.57
0.61
Emerging Markets
EEM
0.67
0.67
0.62
0.67
Europe
VGK
0.55
0.59
0.56
0.59
Pacific
VPL
0.56
0.59
0.58
0.59
Latin America
FLLA
0.46
0.65
0.57
0.60
US Total Bond Market
BND
0.53
0.27
0.36
0.30
Long Term Treasuries
TLT
0.50
-0.09
0.10
-0.05
US Cash
BIL
-0.20
-0.20
-0.16
-0.18
TIPS
TIP
0.55
0.26
0.38
0.39
Investment Grade Bonds
LQD
0.56
0.47
0.50
0.47
High Yield Bonds
HYG
0.59
0.55
0.53
0.57
International Bond Market
BNDX
0.41
0.26
0.37
0.34
Emerging Market Bonds
EMB
0.54
0.61
0.60
0.62
Gold
GLD
0.16
0.11
0.15
0.23
Commodities
DBC
0.24
0.37
0.21
0.30

Capital Growth as of Aug 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 Philippines ETF (EPHE) ETF: Dividend Yield page.

An investment of 1000$, since September 2012, now would be worth 978.00$, with a total return of -2.20% (-0.22% annualized).

The Inflation Adjusted Capital now would be 760.74$, with a net total return of -23.93% (-2.70% annualized).
An investment of 1000$, since January 2011, now would be worth 1162.73$, with a total return of 16.27% (1.30% annualized).

The Inflation Adjusted Capital now would be 860.47$, with a net total return of -13.95% (-1.28% annualized).

Drawdowns

Worst drawdowns since September 2012.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-43.02% Mar 2015 Mar 2020 61 in progress 29 90
-25.36% May 2013 Jan 2014 9 Feb 2015 13 22

Worst drawdowns since January 2011.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-43.02% Mar 2015 Mar 2020 61 in progress 29 90
-25.36% May 2013 Jan 2014 9 Feb 2015 13 22
-18.54% Aug 2011 Sep 2011 2 Feb 2012 5 7
-11.23% Jan 2011 Feb 2011 2 Apr 2011 2 4
-5.09% May 2012 May 2012 1 Jun 2012 1 2
-3.43% May 2011 May 2011 1 Jul 2011 2 3
-2.84% Aug 2012 Aug 2012 1 Sep 2012 1 2

Rolling Returns ( more details)

iShares MSCI Philippines ETF (EPHE) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
4.30 48.96
Mar 2012 - Feb 2013
-32.30
Apr 2019 - Mar 2020
42.64%
2 Years
2.54 35.77
Mar 2011 - Feb 2013
-18.29
Apr 2018 - Mar 2020
47.01%
3 Years
1.10 22.64
Oct 2011 - Sep 2014
-11.88
May 2017 - Apr 2020
53.33%
5 Years
0.46 12.90
Oct 2011 - Sep 2016
-10.57
Apr 2015 - Mar 2020
54.32%
7 Years
0.35 8.84
Feb 2011 - Jan 2018
-7.27
Apr 2013 - Mar 2020
52.63%
10 Years
2.38 4.24
Oct 2011 - Sep 2021
-0.78
Jul 2012 - Jun 2022
14.29%
(*) 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 Philippines ETF (EPHE) ETF: Rolling Returns page.

Seasonality

iShares MSCI Philippines ETF (EPHE) 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 %
0.49
50%
0.76
58%
-0.04
50%
0.79
58%
0.08
58%
-0.48
58%
0.75
67%
-1.84
42%
-1.63
36%
3.44
82%
0.17
45%
0.86
55%
Best
Year
10.3
2012
10.4
2014
12.4
2016
6.8
2011
6.6
2016
7.8
2020
8.6
2018
7.5
2021
5.6
2013
12.5
2011
9.6
2020
6.5
2020
Worst
Year
-10.4
2011
-6.3
2020
-21.1
2020
-7.3
2022
-6.9
2013
-12.6
2022
-9.6
2021
-13.4
2013
-14.8
2011
-5.1
2016
-8.8
2016
-5.4
2013
Statistics calculated for the period Jan 2011 - Aug 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
77 Positive Months (55%) - 63 Negative Months (45%)
Jan 2011 - Aug 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
-16.25 -21.16 2.0 2.1 -5.6 -7.3 1.9 -12.6 2.2 1.0
2021
-2.22 -8.65 -8.4 0.8 -3.2 -1.1 6.5 1.2 -9.6 7.5 -1.0 6.5 0.9 -0.7
2020
-3.94 -5.23 -9.1 -6.3 -21.1 4.7 4.0 7.8 -3.7 2.5 0.1 5.6 9.6 6.5
2019
+8.50 +6.07 9.4 -3.8 2.3 1.9 0.7 1.9 -1.0 -2.3 -2.9 4.9 -3.2 1.2
2018
-17.50 -19.04 -1.8 -5.1 -3.4 -3.2 -3.8 -6.9 8.6 0.5 -8.7 -0.4 6.6 0.0
2017
+20.20 +17.72 5.7 -3.0 2.8 4.9 1.6 -1.3 1.6 -1.8 3.4 0.1 -1.1 6.1
2016
-3.29 -5.26 -4.3 1.0 12.4 -4.4 6.6 5.2 1.1 -3.0 -3.0 -5.1 -8.8 0.8
2015
-10.85 -11.49 6.9 2.3 -0.4 -3.2 -1.6 -2.3 0.8 -10.1 -1.5 2.4 -2.4 -1.4
2014
+22.09 +21.17 -2.0 10.4 -0.3 5.4 0.3 2.9 -0.7 4.4 -0.3 0.6 0.9 -0.8
2013
-7.66 -9.02 7.8 7.4 2.9 1.8 -6.9 -9.4 2.7 -13.4 5.6 7.0 -4.9 -5.4
2012
+47.93 +45.40 10.3 4.3 6.1 3.2 -5.1 6.8 0.4 -2.8 5.3 3.9 5.6 3.0
2011
-4.46 -7.21 -10.4 -0.9 7.3 6.8 -3.4 0.9 6.3 -4.4 -14.8 12.5 -1.3 0.3
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