ADIV vs. VPL
Compare and contrast key facts about SmartETFs Asia Pacific Dividend Builder ETF (ADIV) and Vanguard FTSE Pacific ETF (VPL).
ADIV and VPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ADIV is an actively managed fund by Guinness Atkinson Asset Management. It was launched on Mar 29, 2021. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005.
Performance
ADIV vs. VPL - Performance Comparison
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ADIV vs. VPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ADIV SmartETFs Asia Pacific Dividend Builder ETF | -2.19% | 21.86% | 14.47% | 12.28% | -18.00% | 1.50% |
VPL Vanguard FTSE Pacific ETF | 8.11% | 32.66% | 1.68% | 15.58% | -15.20% | -2.57% |
Returns By Period
In the year-to-date period, ADIV achieves a -2.19% return, which is significantly lower than VPL's 8.11% return.
ADIV
- 1D
- 1.75%
- 1M
- -6.80%
- YTD
- -2.19%
- 6M
- -1.25%
- 1Y
- 17.88%
- 3Y*
- 13.53%
- 5Y*
- 4.87%
- 10Y*
- —
VPL
- 1D
- 3.52%
- 1M
- -10.28%
- YTD
- 8.11%
- 6M
- 14.30%
- 1Y
- 39.82%
- 3Y*
- 16.85%
- 5Y*
- 6.86%
- 10Y*
- 9.19%
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ADIV vs. VPL - Expense Ratio Comparison
ADIV has a 0.78% expense ratio, which is higher than VPL's 0.08% expense ratio.
Return for Risk
ADIV vs. VPL — Risk / Return Rank
ADIV
VPL
ADIV vs. VPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SmartETFs Asia Pacific Dividend Builder ETF (ADIV) and Vanguard FTSE Pacific ETF (VPL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ADIV | VPL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.95 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.58 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.38 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 2.91 | -1.66 |
Martin ratioReturn relative to average drawdown | 5.47 | 11.94 | -6.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADIV | VPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.95 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.41 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.30 | 0.00 |
Correlation
The correlation between ADIV and VPL is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ADIV vs. VPL - Dividend Comparison
ADIV's dividend yield for the trailing twelve months is around 3.08%, less than VPL's 3.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADIV SmartETFs Asia Pacific Dividend Builder ETF | 3.08% | 2.77% | 4.83% | 4.55% | 2.98% | 13.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VPL Vanguard FTSE Pacific ETF | 3.28% | 4.01% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% |
Drawdowns
ADIV vs. VPL - Drawdown Comparison
The maximum ADIV drawdown since its inception was -31.55%, smaller than the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for ADIV and VPL.
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Drawdown Indicators
| ADIV | VPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.55% | -55.49% | +23.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -13.33% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -31.55% | -31.09% | -0.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -8.41% | -10.28% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -11.71% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 3.25% | -0.15% |
Volatility
ADIV vs. VPL - Volatility Comparison
The current volatility for SmartETFs Asia Pacific Dividend Builder ETF (ADIV) is 6.43%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 10.59%. This indicates that ADIV experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADIV | VPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 10.59% | -4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 14.73% | -4.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 20.49% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 16.81% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 17.10% | -0.67% |