ADVE vs. EPP
ADVE (Matthews Asia Dividend Active ETF) and EPP (iShares MSCI Pacific ex Japan ETF) are both Asia Pacific Equities funds. ADVE is actively managed, while EPP is passively managed. Over the past year, ADVE returned 31.66% vs 19.08% for EPP. Their 0.79 correlation means they have sometimes moved together and sometimes differently. ADVE charges 0.79%/yr vs 0.48%/yr for EPP.
Performance
ADVE vs. EPP - Performance Comparison
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Returns By Period
In the year-to-date period, ADVE achieves a 16.97% return, which is significantly higher than EPP's 13.66% return.
ADVE
- 1D
- -0.99%
- 1M
- 1.67%
- 6M
- 9.15%
- YTD
- 16.97%
- 1Y
- 31.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.19%
EPP
- 1D
- -1.26%
- 1M
- 5.83%
- 6M
- 7.04%
- YTD
- 13.66%
- 1Y
- 19.08%
- 3Y*
- 13.55%
- 5Y*
- 6.35%
- 10Y*
- 7.34%
- ALL TIME*
- 9.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.63K | $20.43K | $28.96K | |
| $14.47M | $15.53M | $19.44M |
ADVE vs. EPP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ADVE Matthews Asia Dividend Active ETF | 16.97% | 26.12% | 7.02% | 4.58% |
EPP iShares MSCI Pacific ex Japan ETF | 13.66% | 19.70% | 4.76% | 12.51% |
Correlation
The correlation between ADVE and EPP is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2023 | 0.79 |
The correlation between ADVE and EPP has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.
ADVE vs. EPP - Sectors Allocation Comparison
Sectors
ADVE
EPP
Technology
Financial Services
Industrials
Communication Services
Consumer Cyclical
Basic Materials
Real Estate
Consumer Defensive
Healthcare
Utilities
Energy
Technology
ADVE
EPP
Financial Services
ADVE
EPP
Industrials
ADVE
EPP
Communication Services
ADVE
EPP
Consumer Cyclical
ADVE
EPP
Basic Materials
ADVE
EPP
Real Estate
ADVE
EPP
Consumer Defensive
ADVE
EPP
Healthcare
ADVE
EPP
Utilities
ADVE
EPP
Energy
ADVE
EPP
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Return for Risk
ADVE vs. EPP — Risk / Return Rank
ADVE
EPP
ADVE vs. EPP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Asia Dividend Active ETF (ADVE) and iShares MSCI Pacific ex Japan ETF (EPP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADVE | EPP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.13 | +0.49 |
| Martin ratioReturn relative to average drawdown | 8.94 | 5.94 | +3.00 |
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Drawdowns
ADVE vs. EPP - Drawdown Comparison
The maximum ADVE drawdown since its inception was -18.41%, smaller than the maximum EPP drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for ADVE and EPP.
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Drawdown Indicators
| ADVE | EPP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.41% | -66.01% | +47.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -8.79% | -2.94% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.29% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.30% | — |
Current DrawdownCurrent decline from peak | -4.34% | -1.26% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -10.57% | +7.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.15% | +0.29% |
Volatility
ADVE vs. EPP - Volatility Comparison
Matthews Asia Dividend Active ETF (ADVE) has a higher volatility of 6.53% compared to iShares MSCI Pacific ex Japan ETF (EPP) at 3.89%. This indicates that ADVE's price experiences larger fluctuations and is considered to be riskier than EPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADVE | EPP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 3.89% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 17.43% | 12.79% | +4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.66% | 15.30% | +4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 17.52% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 19.01% | -2.50% |
ADVE vs. EPP - Expense Ratio Comparison
ADVE has a 0.79% expense ratio, which is higher than EPP's 0.48% expense ratio.
Dividends
ADVE vs. EPP - Dividend Comparison
ADVE's dividend yield for the trailing twelve months is around 2.20%, less than EPP's 3.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVE Matthews Asia Dividend Active ETF | 2.20% | 2.97% | 6.00% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPP iShares MSCI Pacific ex Japan ETF | 3.31% | 3.77% | 3.81% | 4.10% | 4.37% | 4.58% | 2.28% | 3.89% | 5.00% | 4.15% | 3.96% | 4.90% |
Frequently Asked Questions
ADVE and EPP have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADVE has higher volatility (6.53%) compared to EPP (3.89%). In terms of maximum drawdown, ADVE dropped -18.41% vs EPP's -66.01%.
On 1-year performance, ADVE leads with 31.66% vs 19.08% for EPP. On fees, EPP is cheaper at 0.48% per year. On volatility, EPP has been the lower-risk option at 3.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ADVE has performed better with a 31.66% return vs 19.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EPP is cheaper with a 0.48% expense ratio, compared with 0.79% for ADVE.
EPP has the higher dividend yield at 3.31%, compared with 2.20% for ADVE.
They also come from different issuers: Matthews and iShares. Their fees differ too: 0.79% for ADVE and 0.48% for EPP.
ADVE currently has the higher Sharpe Ratio (1.57 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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