EPOL vs AFLG

Comparison between ISHARES MSCI POLAND ETF (EPOL, ETF) and FIRST TRUST ACTIVE FACTOR LARGE CAP ETF (AFLG, ETF).

5-Year PerformanceEPOL has outperformed AFLG, delivering a return of +15.2% compared to +12.5%

EPOL vs AFLG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EPOL(ETF)	AFLG(ETF)
Net Assets	$609M	$609M
Expense Ratio	0.59%	0.55%
Max Drawdown	72.96%	35.84%
Sharpe Ratio	1.26	1.50
5Y Beta	0.93	0.90
P/E Ratio	N/A	23.87
Forward P/E	N/A	18.36
PEG Ratio	N/A	0.20
5Y Dividends CAGR	26.90%	3.13%
5Y EPS CAGR	N/A	26.70%
Debt to Equity	N/A	44.58%
P/S Ratio	N/A	2.17
P/B Ratio	N/A	4.50

Net Assets

EPOL

$609M

AFLG

$609M

Expense Ratio

EPOL

0.59%

Winner

AFLG

0.55%

Max Drawdown

EPOL

72.96%

Winner

AFLG

35.84%

Sharpe Ratio

EPOL

1.26

Winner

AFLG

1.50

5Y Beta

EPOL

0.93

Winner

AFLG

0.90

P/E Ratio

EPOL

N/A

AFLG

23.87

Forward P/E

EPOL

N/A

AFLG

18.36

PEG Ratio

EPOL

N/A

AFLG

0.20

5Y Dividends CAGR

Winner

EPOL

26.90%

AFLG

3.13%

5Y EPS CAGR

EPOL

N/A

AFLG

26.70%

Debt to Equity

EPOL

N/A

AFLG

44.58%

P/S Ratio

EPOL

N/A

AFLG

2.17

P/B Ratio

EPOL

N/A

AFLG

4.50

EPOL vs AFLG - Historical Returns

Returns include dividend reinvestment.

Period	EPOL	AFLG
1 month	+0.15%	+1.01%
3 months	+8.66%	+7.83%
6 months	+20.28%	+9.72%
1 year	+37.56%	+23.11%
5 years(CAGR)	+15.20%	+12.45%
10 years(CAGR)	+11.05%	N/A
Max(CAGR)	+5.84%	+13.77%

EPOL

+0.15%

Winner

AFLG

+1.01%

Winner

EPOL

+8.66%

AFLG

+7.83%

Winner

EPOL

+20.28%

AFLG

+9.72%

Winner

EPOL

+37.56%

AFLG

+23.11%

5Y(CAGR)

Winner

EPOL

+15.20%

AFLG

+12.45%

10Y(CAGR)

EPOL

+11.05%

AFLG

N/A

Max(CAGR)

EPOL

+5.84%

Winner

AFLG

+13.77%

EPOL vs AFLG - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	EPOL	AFLG
2026	+7.31%	+9.53%
2025	+77.05%	+14.34%
2024	+0.73%	+27.88%
2023	+48.48%	+20.66%
2022	-25.75%	-16.03%
2021	+10.36%	+28.90%
2020	-10.95%	+9.97%
2019	-6.51%	+2.77%
2018	-14.69%	N/A
2017	+50.60%	N/A
2016	+5.51%	N/A
2015	-21.92%	N/A
2014	-14.73%	N/A
2013	+3.11%	N/A
2012	+37.01%	N/A
2011	-32.38%	N/A
2010	+37.32%	N/A

EPOL vs AFLG Drawdown Comparison

The maximum drawdown for EPOL was -63.79%, occurring on Oct 12, 2022. Recovery took 3473 trading sessions.

The maximum drawdown for AFLG was -35.84%, occurring on Mar 23, 2020. Recovery took 138 trading sessions.

The current EPOL drawdown is -4.28%. The current AFLG drawdown is -2.50%.

Rank	EPOL	AFLG
#1	-63.79% Apr 27, 2011 - Feb 18, 2025	-35.84% Feb 14, 2020 - Sep 1, 2020
#2	-15.87% Nov 4, 2010 - Mar 29, 2011	-23.48% Dec 29, 2021 - Jan 10, 2024
#3	-15.81% Mar 18, 2025 - Apr 22, 2025	-17.49% Dec 4, 2024 - Jun 30, 2025
#4	-11.04% Feb 9, 2026 - Apr 9, 2026	-9.11% Sep 2, 2020 - Nov 16, 2020
#5	-10.69% May 27, 2010 - Jun 15, 2010	-8.19% Feb 25, 2026 - Apr 14, 2026
#6	-10.00% Aug 9, 2010 - Sep 14, 2010	-7.32% Jul 16, 2024 - Aug 21, 2024
#7	-8.95% Jun 15, 2010 - Jul 12, 2010	-5.99% Sep 2, 2021 - Nov 2, 2021
#8	-8.16% Aug 13, 2025 - Oct 23, 2025	-5.80% Mar 28, 2024 - May 15, 2024
#9	-6.62% Apr 17, 2026 - Apr 29, 2026	-5.21% Feb 12, 2021 - Mar 12, 2021
#10	-6.57% Oct 28, 2025 - Dec 10, 2025	-4.81% Oct 27, 2025 - Dec 10, 2025
#11	-6.10% Oct 14, 2010 - Nov 2, 2010	-4.21% Aug 30, 2024 - Sep 19, 2024
#12	-5.73% May 28, 2025 - Jun 26, 2025	-4.04% May 7, 2021 - Jun 25, 2021
#13	-5.46% Feb 18, 2025 - Mar 5, 2025	-3.83% Nov 16, 2021 - Dec 8, 2021
#14	-5.23% Jul 23, 2025 - Aug 7, 2025	-3.40% Jan 25, 2021 - Feb 5, 2021
#15	-3.77% Apr 14, 2011 - Apr 20, 2011	-3.10% Jan 23, 2020 - Feb 5, 2020

Correlation

Correlation between EPOL and AFLG is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2010 - 2026)

EPOL vs AFLG dividend yield comparison.

Year	EPOL	AFLG
2026	0.00%	0.12%
2025	4.78%	0.84%
2024	6.04%	0.53%
2023	2.87%	1.53%
2022	2.64%	1.52%
2021	1.33%	0.93%
2020	1.44%	1.28%
2019	2.51%	0.20%
2018	1.44%	0.00%
2017	1.88%	0.00%
2016	2.14%	0.00%
2015	2.53%	0.00%
2014	3.44%	0.00%
2013	3.28%	0.00%
2012	3.11%	0.00%
2011	5.75%	0.00%
2010	1.08%	0.00%