iShares MSCI Peru ETF

10-Year Study

EPU.US · · US · ETF

Executive Summary: iShares MSCI Peru ETF has compounded at 15.0% annually over the last 10 years, with a maximum drawdown of 45.0% and an annualized volatility of 26.9%.

1Y CAGR
+96.4%
3Y CAGR
+49.8%
5Y CAGR
+26.4%
10Y CAGR
+15.0%

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 →
45.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +86.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -12.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202619.78.4-14.04.9————————17.0%
20251.71.67.21.05.26.20.110.614.32.12.712.786.9%
2024-2.14.411.44.37.4-6.02.2-1.16.10.9-2.2-4.221.7%
20238.4-6.65.01.8-5.16.610.4-5.4-5.8-4.46.114.625.3%
202211.25.86.8-14.1-3.1-14.61.4-1.7-3.57.013.0-1.72.1%
2021-1.08.0-8.3-6.73.7-10.9-7.60.1-1.913.9-4.65.9-11.8%
2020-7.0-9.3-26.19.58.05.97.33.2-6.3-0.714.04.4-4.3%
20196.42.51.5-3.0-8.27.8-3.2-5.63.50.9-2.98.97.3%
20185.6-3.11.62.8-3.7-6.03.5-9.0-0.1-5.61.31.0-12.2%
20176.8-2.3-0.5-2.13.10.35.05.33.67.8-1.91.829.7%
2016———18.8-6.86.611.1-6.83.8-1.1-2.02.325.6%

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 26.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 18.9% of variance. Idiosyncratic stock-specific factors contribute 21.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111882.305122900632
2016-05-0111070.176078539678
2016-06-0111796.272074954535
2016-07-0113109.904482994012
2016-08-0112212.471925920907
2016-09-0112678.384392114767
2016-10-0112537.115105027018
2016-11-0112281.256676550132
2016-12-0112561.189767747248
2017-01-0113419.01898354898
2017-02-0113112.666294951094
2017-03-0113051.385335299603
2017-04-0112775.621016867897
2017-05-0113166.235024986581
2017-06-0113206.724230470603
2017-07-0113861.794760894825
2017-08-0114598.729566499742
2017-09-0115125.141347451576
2017-10-0116310.479773635638
2017-11-0116006.367800399159
2017-12-0116291.407638233899
2018-01-0117197.803056752633
2018-02-0116665.086006993115
2018-03-0116923.497808788816
2018-04-0117396.601408003
2018-05-0116752.578125407104
2018-06-0115750.76992022011
2018-07-0116300.526828658227
2018-08-0114831.816073745591
2018-09-0114815.76629859877
2018-10-0113985.086215431755
2018-11-0114161.633742046763
2018-12-0114309.520955899596
2019-01-0115220.502024460275
2019-02-0115599.391359176252
2019-03-0115837.219845442749
2019-04-0115369.639870142728
2019-05-0114112.025346138413
2019-06-0115208.46469310016
2019-07-0114728.06574154651
2019-08-0113902.805062974523
2019-09-0114395.501894186125
2019-10-0114518.689129403916
2019-11-0114104.000458565002
2019-12-0115354.371739889422
2020-01-0114272.731536244873
2020-02-0112946.540700249605
2020-03-019564.884342610589
2020-04-0110476.594946405216
2020-05-0111312.9549824651
2020-06-0111979.906515270735
2020-07-0112856.182550559397
2020-08-0113269.36004127085
2020-09-0112430.967728487829
2020-10-0112344.622022584326
2020-11-0114074.193733292339
2020-12-0114693.100159976655
2021-01-0114539.480883571387
2021-02-0115705.642955034575
2021-03-0114402.849356185157
2021-04-0113443.24997524791
2021-05-0113943.190049139408
2021-06-0112417.888203936365
2021-07-0111473.504843592857
2021-08-0111486.323819846484
2021-09-0111266.056288854264
2021-10-0112828.095444052464
2021-11-0112238.42253638557
2021-12-0112958.004825354477
2022-01-0114406.02804541878
2022-02-0115241.606436585149
2022-03-0116274.05512159789
2022-04-0113977.269766496616
2022-05-0113544.18638583034
2022-06-0111568.135985367608
2022-07-0111735.824869856124
2022-08-0111531.867662308561
2022-09-0111123.901137553868
2022-10-0111908.099404386592
2022-11-0113453.828236140133
2022-12-0113223.920418127907
2023-01-0114340.109326065773
2023-02-0113394.579553211779
2023-03-0114058.769274060332
2023-04-0114307.801337133866
2023-05-0113574.462098039114
2023-06-0114474.03115115449
2023-07-0115985.159168955148
2023-08-0115125.71455370682
2023-09-0114252.04400139654
2023-10-0113623.966274628327
2023-11-0114459.857323752103
2023-12-0116574.4151993455
2024-01-0116229.292924029329
2024-02-0116946.16551070072
2024-03-0118883.654763083432
2024-04-0119688.749003402758
2024-05-0121139.84669338155
2024-06-0119863.993788528576
2024-07-0120303.4345476621
2024-08-0120086.189376924798
2024-09-0121320.562992761967
2024-10-0121518.058602523146
2024-11-0121053.969974414154
2024-12-0120175.60955274279
2025-01-0120515.833520059612
2025-02-0120852.774578823675
2025-03-0122354.522857902168
2025-04-0122578.64650370239
2025-05-0123755.178397419528
2025-06-0125216.22903237573
2025-07-0125247.390608797148
2025-08-0127920.042938359486
2025-09-0131916.020072640862
2025-10-0132580.261903148985
2025-11-0133457.31958333116
2025-12-0137701.338697154286
2026-01-0145126.965185536435
2026-02-0148899.70453823025
2026-03-0142057.70623700514
2026-04-0144110.82682396836
Annual Return Matrix
YearAnnual Return
20170.296963738265029
2018-0.12165226764586401
20190.0730178730098614
2020-0.043067316013643
2021-0.11808912453673326
20220.020521337687197327
20230.2533662238790091
20240.21727429354729177
20250.8686592144141165
20260.17000691085003483
Total Factor Risk
0.2691264872152444
VTI.US Exposure
-0.053954239378433216
VEA.US Exposure
0.18874242805831076
VWO.US Exposure
0.08470715505283734
QQQ.US Exposure
-0.0009831024739994881
VTV.US Exposure
0.15111408370121399
IJR.US Exposure
0.08472378718611726
QUAL.US Exposure
-0.06824529704771531
SHV.US Exposure
0.11737887844566743
TLT.US Exposure
0.059674973120578866
LQD.US Exposure
-0.04530376569728142
HYG.US Exposure
0.09390789924486821
GLD.US Exposure
0.1536884345616367
USO.US Exposure
-0.0007777546548769517
VNQ.US Exposure
-0.07188972515557651
BTC-USD.CC Exposure
0.013150433374742867
CPER.US Exposure
0.07913319211830372
VIX.INDX Exposure
0.015304363355547856
UUP.US Exposure
-0.025676915184127493
TIP.US Exposure
0.013656856084082606
Idiosyncratic Exposure
0.21164831528810302
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.9%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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 →
-0.1%
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 →
+24.8%
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 →
9.8% 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 →
1.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Peru ETF a high-risk investment?

iShares MSCI Peru ETF (EPU.US) has an annualized volatility of 26.9% and experienced a maximum drawdown of 45.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, EPU.US has generated a Compound Annual Growth Rate (CAGR) of 15.0%. It has had a positive return in 70% 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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