See what your fund actually adds
iShares MSCI Philippines ETF EPHE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EPHE | Replication |
|---|---|---|
| Annualized growth | -4.8% | 5.9% |
| Annualized volatility | 18.3% | 10.3% |
| Sharpe ratio | -0.17 | 0.60 |
| Maximum drawdown | 32.7% | 21.3% |
| Replication fit (R²) | 0.29 · Tracking error 15.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model EPHE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EMLC | FI · EM Local Currency | 37.7% |
| DGS | EM Small Cap | 36.9% |
| SPHQ | Factor · Quality | 10.0% |
| VNQI | Alternatives · Intl Real Estate | 9.5% |
| EFV | Intl · Value | 5.9% |