PXH vs EPP overlap
PXH and EPP overlap 0.4% by weight, across 2 shared holdings.
Pick 2 to 4 ETFs.
These funds report on different dates (PXH: July 31, 2026, EPP: May 31, 2026), so market moves and index changes between those dates lower the number. Funds tracking the same index can read well below their true overlap.
Top shared holdings
| Holding | PXH | EPP | Overlap |
|---|---|---|---|
| BOC HONG KONG2388 | 0.37% | 1.01% | 0.37% |
| Yangzijiang ShipYZJSGD | 0.06% | 0.33% | 0.06% |
Overlap by weight adds up the smaller weight of each holding the funds share, so 100% means identical portfolios. Long securities only: derivatives and cash vehicles are left out. Sources: PXH, SEC Form N-PORT, July 31, 2026; EPP, SEC Form N-PORT, May 31, 2026.
Largest institutions holding both
| Firm | PXH | EPP |
|---|---|---|
| JPMorgan Chase & Co | $1.1M | $394.6M |
| Royal Bank of Canada | $5.8M | $244.2M |
| Bank of America Corp. | $46.3M | $193.1M |
| Goldman Sachs Group Inc. | $9.2M | $209.2M |
| Morgan Stanley | $60.4M | $76.8M |
| Ameriprise Financial Inc. | $103.1M | $10.8M |
| BlackRock, Inc. | $603K | $106.1M |
| FMR LLC | $91.9M | $453K |
| Wells Fargo & Company | $77.6M | $7.0M |
| UBS Group AG | $18.9M | $29.7M |
| LPL Financial LLC | $45.6M | $2.6M |
| Daiwa Securities Group Inc. | $29.0M | $845K |
| Bank of New York Mellon Corp | $26.2M | $1.3M |
| Envestnet Asset Management Inc. | $16.7M | $3.8M |
| Invesco Ltd. | $17.1M | $703K |
This compares who owns the funds, not what the funds hold. From SEC Form 13F, for managers with $100M+ in US securities.
Who owns them: PXH institutional holders, EPP institutional holders.
Frequently asked questions
How much do PXH and EPP overlap?
0.4% by weight, with 2 holdings in common, using holdings for PXH as of July 31, 2026 and EPP as of May 31, 2026. The largest shared position is 2388.
Do institutions hold both PXH and EPP?
83 Form 13F filers report positions in both, out of 347 that report either one.
How is overlap by weight worked out?
For each holding the two funds share, take the smaller of the two weights, then add those up. Identical portfolios score 100%.