iShares MSCI Philippines ETF

10-Year Study

EPHE.US · · US · ETF

Executive Summary: iShares MSCI Philippines ETF has compounded at -2.7% annually over the last 10 years, with a maximum drawdown of 41.5% and an annualized volatility of 27.2%.

1Y CAGR
-5.6%
3Y CAGR
+1.9%
5Y CAGR
-2.1%
10Y CAGR
-2.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
41.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +20.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -17.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.27.5-11.02.0————————1.6%
2025-6.82.95.46.31.30.7-6.32.9-5.0-1.22.7-0.41.6%
20241.93.70.6-6.8-4.90.14.49.25.7-6.0-6.2-1.7-1.4%
20237.4-6.12.10.2-5.53.24.0-10.12.4-6.27.24.61.3%
20222.02.1-5.6-7.31.9-12.62.21.0-15.78.511.8-1.7-15.9%
2021-8.40.8-3.2-1.16.51.2-9.67.5-1.06.50.9-0.7-2.2%
2020-9.1-6.3-21.14.74.07.8-3.72.50.15.69.66.5-3.9%
20199.4-3.82.31.90.71.9-1.0-2.3-2.94.9-3.21.28.5%
2018-1.8-5.1-3.4-3.2-3.8-6.98.60.5-8.7-0.46.6-0.0-17.5%
20175.7-3.02.84.91.6-1.31.6-1.83.40.1-1.16.120.2%
2016———-4.46.65.21.1-3.0-3.0-5.1-8.80.8-11.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 27.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.3% of variance. Idiosyncratic stock-specific factors contribute 16.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019558.001182440754
2016-05-0110191.007291717988
2016-06-0110725.753805981178
2016-07-0110848.9555106666
2016-08-0110523.106863083214
2016-09-0110202.739321081934
2016-10-019679.724836182686
2016-11-018828.121150909
2016-12-018902.916687195153
2017-01-019413.675666354635
2017-02-019128.073114253339
2017-03-019380.72744740602
2017-04-019842.064098142582
2017-05-019998.614327240479
2017-06-019870.301029708824
2017-07-0110032.825048036655
2017-08-019853.76533477854
2017-09-0110184.356062472287
2017-10-0110195.379859092474
2017-11-0110085.172685618563
2017-12-0110700.996452677735
2018-01-0110505.277873577377
2018-02-019973.241119377248
2018-03-019631.441838695373
2018-04-019319.942602355028
2018-05-018967.119525052964
2018-06-018343.997881460315
2018-07-019063.562349115633
2018-08-019107.842291964329
2018-09-018316.346011725871
2018-10-018285.892003744395
2018-11-018831.07725279598
2018-12-018828.644627284819
2019-01-019656.691875646648
2019-02-019288.349263437945
2019-03-019498.817559245208
2019-04-019676.060501551954
2019-05-019745.31334680002
2019-06-019929.9773365522
2019-07-019832.364388825936
2019-08-019603.697590776961
2019-09-019327.640784352367
2019-10-019782.172242203282
2019-11-019469.872394935212
2019-12-019578.81706656156
2020-01-018702.425235256442
2020-02-018155.392422525496
2020-03-016430.537764201606
2020-04-016734.739124008474
2020-05-017005.46878849091
2020-06-017552.132088485983
2020-07-017274.196925654037
2020-08-017453.872493471942
2020-09-017462.309700941027
2020-10-017883.431048923486
2020-11-018641.455633837513
2020-12-019200.620781396266
2021-01-018424.058974232645
2021-02-018494.389564960338
2021-03-018221.47361679066
2021-04-018134.237818396807
2021-05-018663.195299798
2021-06-018764.38020397103
2021-07-017923.061289845789
2021-08-018515.113070897176
2021-09-018427.292210671527
2021-10-018971.184165147559
2021-11-019056.172094398187
2021-12-018995.356456619205
2022-01-019174.4777553333
2022-02-019367.794501650491
2022-03-018841.854707592254
2022-04-018196.469921663302
2022-05-018350.00246341824
2022-06-017299.2006207813965
2022-07-017460.246588165739
2022-08-017532.1476080208895
2022-09-016350.107158693402
2022-10-016887.93294575553
2022-11-017698.9518155392425
2022-12-017567.590037936641
2023-01-018125.246341823915
2023-02-017631.1462285066755
2023-03-017790.067497659753
2023-04-017807.403803517762
2023-05-017379.7543972015565
2023-06-017616.119377247868
2023-07-017917.364635167758
2023-08-017115.983889244716
2023-09-017285.62102773809
2023-10-016835.185002709759
2023-11-017329.469872394936
2023-12-017663.971276543331
2024-01-017808.481548997389
2024-02-018097.440508449525
2024-03-018147.571069616199
2024-04-017596.165689510765
2024-05-017224.589840863181
2024-06-017231.210277380893
2024-07-017551.454648470216
2024-08-018248.848351973198
2024-09-018718.745381090801
2024-10-018191.974183376853
2024-11-017683.155146080701
2024-12-017555.827215844706
2025-01-017039.617923831107
2025-02-017244.913041336157
2025-03-017637.335566832536
2025-04-018117.30181800266
2025-05-018222.951667734147
2025-06-018284.383160072917
2025-07-017765.094595260383
2025-08-017988.064738631325
2025-09-017587.913238409617
2025-10-017499.3225599842335
2025-11-017700.922550130561
2025-12-017673.547814948022
2026-01-017996.871458836281
2026-02-018594.250381829826
2026-03-017645.834359757599
2026-04-017796.718726905454
Annual Return Matrix
YearAnnual Return
20170.201965246745341
2018-0.17496985758970063
20190.08497028376907845
2020-0.0394825668490455
2021-0.022309834265977768
2022-0.1587226059987813
20230.012736054427304744
2024-0.014110707986290993
20250.01558010734502413
20260.016051364365970988
Total Factor Risk
0.27168545862555155
VTI.US Exposure
-0.10659896022368838
VEA.US Exposure
0.03182210579340524
VWO.US Exposure
0.13928800302317035
QQQ.US Exposure
0.0034692236117595692
VTV.US Exposure
-0.026490297092747073
IJR.US Exposure
0.06932814174434206
QUAL.US Exposure
0.11141849807904529
SHV.US Exposure
0.4530892900179415
TLT.US Exposure
-0.03366798639035006
LQD.US Exposure
0.020119271773125648
HYG.US Exposure
0.04589088881191927
GLD.US Exposure
-0.00887071994718414
USO.US Exposure
0.012464652332344521
VNQ.US Exposure
0.06556191983186027
BTC-USD.CC Exposure
0.015807071317065047
CPER.US Exposure
-0.0013958725573893042
VIX.INDX Exposure
-0.012722715974315194
UUP.US Exposure
0.012099928418117956
TIP.US Exposure
0.04478104481650087
Idiosyncratic Exposure
0.1646065126150765
Value Score
46.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →8.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.88%
Market Cap$5.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
10.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Philippines ETF a high-risk investment?

iShares MSCI Philippines ETF (EPHE.US) has an annualized volatility of 27.2% and experienced a maximum drawdown of 41.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of EPHE.US?

Over the past 10 years, EPHE.US has generated a Compound Annual Growth Rate (CAGR) of -2.7%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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