iShares MSCI Pacific ex Japan ETF

10-Year Study

EPP.US · · US · ETF

Executive Summary: iShares MSCI Pacific ex Japan ETF has compounded at 7.9% annually over the last 10 years, with a maximum drawdown of 26.8% and an annualized volatility of 14.7%.

1Y CAGR
+22.9%
3Y CAGR
+15.6%
5Y CAGR
+5.2%
10Y CAGR
+7.9%

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 →
26.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +26.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.26.0-6.45.6————————11.2%
20252.4-0.2-1.53.85.44.1-0.14.50.0-0.5-1.31.819.7%
2024-4.41.61.5-2.65.2-0.41.94.07.1-5.83.5-6.04.8%
20239.7-7.50.90.8-6.44.24.0-6.3-3.4-3.36.18.85.8%
2022-4.62.35.5-6.70.8-7.74.0-3.6-10.11.116.1-1.3-6.6%
20210.13.31.43.62.9-2.3-1.30.1-4.65.1-6.93.44.3%
2020-3.2-6.0-19.58.11.38.51.55.2-4.4-0.813.85.76.0%
20197.93.41.11.8-3.46.5-1.7-5.11.52.60.62.418.3%
20183.6-3.7-2.61.40.8-1.41.9-1.9-1.2-8.23.4-2.9-10.8%
20176.72.92.90.3-1.32.34.40.4-0.81.01.83.226.1%
2016———1.9-2.22.06.5-2.43.8-3.00.0-1.45.0%

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 14.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 36.9% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110186.091806807071
2016-05-019964.267038521875
2016-06-0110165.212844161848
2016-07-0110821.28972118438
2016-08-0110561.951027275276
2016-09-0110963.880531409386
2016-10-0110639.745056877173
2016-11-0110644.936377897855
2016-12-0110495.108032527225
2017-01-0111195.330084652634
2017-02-0111521.549666163955
2017-03-0111853.112140112618
2017-04-0111887.556744549112
2017-05-0111731.09714969951
2017-06-0111996.726057400096
2017-07-0112525.369265863841
2017-08-0112576.600404695684
2017-09-0112471.409841532084
2017-10-0112595.471046070132
2017-11-0112819.342028480269
2017-12-0113229.153246280815
2018-01-0113710.695637016772
2018-02-0113201.453569885793
2018-03-0112858.295882562466
2018-04-0113043.70561799456
2018-05-0113154.428537866328
2018-06-0112972.921766413288
2018-07-0113218.202211426968
2018-08-0112967.27573114262
2018-09-0112806.572136626475
2018-10-0111752.051898053063
2018-11-0112155.23186637464
2018-12-0111802.714644072421
2019-01-0112730.710642587022
2019-02-0113159.885108866169
2019-03-0113310.698668445104
2019-04-0113551.39407810475
2019-05-0113096.111435305529
2019-06-0113951.769975218074
2019-07-0113718.38788641238
2019-08-0113021.235155474382
2019-09-0113213.276140385446
2019-10-0113555.94122060462
2019-11-0113635.66778576896
2019-12-0113962.872581488584
2020-01-0113522.595508938924
2020-02-0112708.315965775175
2020-03-0110226.371910785063
2020-04-0111052.701381573463
2020-05-0111200.445619964987
2020-06-0112156.254973437108
2020-07-0112342.763601640003
2020-08-0112981.750801433864
2020-09-0112406.954096596462
2020-10-0112306.08331880774
2020-11-0114002.925328341582
2020-12-0114806.860122318132
2021-01-0114828.49694204667
2021-02-0115317.201082219915
2021-03-0115536.82806496351
2021-04-0116096.69498525968
2021-05-0116560.65509166281
2021-06-0116182.33283567385
2021-07-0115978.923994513114
2021-08-0115997.680957325068
2021-09-0115268.546657471334
2021-10-0116041.522989594623
2021-11-0114927.43518427295
2021-12-0115438.079287008055
2022-01-0114730.202878341202
2022-02-0115076.050958310283
2022-03-0115910.034785640124
2022-04-0114849.792726087713
2022-05-0114962.94078862608
2022-06-0113807.51187940978
2022-07-0114361.278050185298
2022-08-0113837.333555638079
2022-09-0112441.360808178793
2022-10-0112577.28247607066
2022-11-0114606.634280907305
2022-12-0114420.731938371064
2023-01-0115812.612257580466
2023-02-0114633.045600260704
2023-03-0114757.750983319564
2023-04-0114872.338974316222
2023-05-0113925.320763010512
2023-06-0114510.992716993429
2023-07-0115094.997385393062
2023-08-0114146.842388462383
2023-09-0113665.906283393077
2023-10-0113208.994247864739
2023-11-0114019.749755591089
2023-12-0115251.153837409342
2024-01-0114583.63331842881
2024-02-0114822.509871088509
2024-03-0115040.355889686323
2024-04-0114643.352456593737
2024-05-0115409.242824988065
2024-06-0115352.024615198066
2024-07-0115648.346734772758
2024-08-0116280.285863691823
2024-09-0117437.041022803918
2024-10-0116426.66595933339
2024-11-0116997.900735879226
2024-12-0115977.294601783995
2025-01-0116352.926465127206
2025-02-0116320.11125341983
2025-03-0116083.053557760079
2025-04-0116692.105402763147
2025-05-0117600.207652840825
2025-06-0118324.605345923865
2025-07-0118313.46484679919
2025-08-0119133.769353775264
2025-09-0119137.48285348349
2025-10-0119044.683253632033
2025-11-0118792.278952035227
2025-12-0119124.523497358867
2026-01-0120306.780547324386
2026-02-0121523.141166038906
2026-03-0120136.26270357936
2026-04-0121269.25904312965
Annual Return Matrix
YearAnnual Return
20170.26050662892464116
2018-0.10782538955087073
20190.18302212690544373
20200.06044512229872212
20210.04263018354164738
2022-0.06589857000495802
20230.05758528087112347
20240.04761218541993295
20250.1969813397083795
20260.11214582920546867
Total Factor Risk
0.14677908072535542
VTI.US Exposure
0.06547309616314333
VEA.US Exposure
0.36887718774083383
VWO.US Exposure
0.22377666935907686
QQQ.US Exposure
-0.023435492108750275
VTV.US Exposure
0.0900113536899072
IJR.US Exposure
0.11474146920359359
QUAL.US Exposure
-0.08964740243665002
SHV.US Exposure
0.0003405536042052667
TLT.US Exposure
0.05424964860071835
LQD.US Exposure
0.03946076214240339
HYG.US Exposure
-0.0856474523087732
GLD.US Exposure
0.030749602929245962
USO.US Exposure
-0.00729598106123091
VNQ.US Exposure
0.002025225941344044
BTC-USD.CC Exposure
0.0185983686321735
CPER.US Exposure
-0.012752057816667746
VIX.INDX Exposure
0.06044869627985994
UUP.US Exposure
0.04337512292514763
TIP.US Exposure
-0.0022839034530489953
Idiosyncratic Exposure
0.10893453197346838
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.7%

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 →16.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.35%
Market Cap$50.5B
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 →
+2.6%
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 →
+9.2%
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 →
1.3% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Pacific ex Japan ETF a high-risk investment?

iShares MSCI Pacific ex Japan ETF (EPP.US) has an annualized volatility of 14.7% and experienced a maximum drawdown of 26.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, EPP.US has generated a Compound Annual Growth Rate (CAGR) of 7.9%. It has had a positive return in 80% 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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