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AIA vs. VPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AIA vs. VPL

Last updated Jun 24, 2026

AIA (iShares Asia 50 ETF) and VPL (Vanguard FTSE Pacific ETF) are both Asia Pacific Equities funds - AIA tracks the S&P Asia 50 Index while VPL tracks the FTSE Developed Asia Pacific Index. Both are passively managed. Over the past 10 years, AIA returned 14.96%/yr vs 10.76%/yr for VPL. A 0.77 correlation means they provide meaningful diversification when combined. AIA charges 0.50%/yr vs 0.08%/yr for VPL.

Performance

AIA vs. VPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia 50 ETF (AIA) and Vanguard FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIA achieves a 43.04% return, which is significantly higher than VPL's 25.73% return. Over the past 10 years, AIA has outperformed VPL with an annualized return of 14.96%, while VPL has yielded a comparatively lower 10.76% annualized return.

AIA

1D
-7.46%
1M
3.93%
YTD
43.04%
6M
46.22%
1Y
80.75%
3Y*
36.18%
5Y*
11.29%
10Y*
14.96%

VPL

1D
-5.86%
1M
1.56%
YTD
25.73%
6M
25.83%
1Y
47.86%
3Y*
22.03%
5Y*
9.86%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIA vs. VPL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AIA
iShares Asia 50 ETF		43.04%47.79%20.26%4.32%-24.08%-10.91%33.73%22.21%-14.22%45.00%
VPL
Vanguard FTSE Pacific ETF		25.73%32.66%1.68%15.58%-15.20%1.10%16.65%18.16%-14.40%28.85%

Correlation

The correlation between AIA and VPL is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2007

0.77

The correlation between AIA and VPL has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

AIA vs. VPL - Sectors Allocation Comparison

Sectors
AIA
VPL

Technology

63.8%
22.6%

Financial Services

16.4%
19.3%

Consumer Cyclical

8.6%
9.6%

Communication Services

7.4%
4.8%

Industrials

2.0%
20.5%

Healthcare

0.8%
5.0%

Energy

0.6%
1.6%

Real Estate

0.5%
4.3%

Basic Materials

-

7.3%

Consumer Defensive

-

3.5%

Utilities

-

1.6%

Technology

AIA
63.8%
VPL
22.6%

Financial Services

AIA
16.4%
VPL
19.3%

Consumer Cyclical

AIA
8.6%
VPL
9.6%

Communication Services

AIA
7.4%
VPL
4.8%

Industrials

AIA
2.0%
VPL
20.5%

Healthcare

AIA
0.8%
VPL
5.0%

Energy

AIA
0.6%
VPL
1.6%

Real Estate

AIA
0.5%
VPL
4.3%

Basic Materials

AIA

-

VPL
7.3%

Consumer Defensive

AIA

-

VPL
3.5%

Utilities

AIA

-

VPL
1.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Asia 50 ETF

Vanguard FTSE Pacific ETF

Often compared with AIA:
AIA vs. EEMAAIA vs. SPYAIA vs. IOOAIA vs. GMFAIA vs. VWOAIA vs. IEMGAIA vs. EPP
Often compared with VPL:
VPL vs. AAXJVPL vs. VEAVPL vs. VWOVPL vs. VXUSVPL vs. IPACVPL vs. VGKVPL vs. VEU

Return for Risk

AIA vs. VPL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AIA
AIA Risk / Return Rank: 8686
Overall Rank
AIA Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AIA Sortino Ratio Rank: 7676
Sortino Ratio Rank
AIA Omega Ratio Rank: 8484
Omega Ratio Rank
AIA Calmar Ratio Rank: 9292
Calmar Ratio Rank
AIA Martin Ratio Rank: 9090
Martin Ratio Rank
VPL
VPL Risk / Return Rank: 7070
Overall Rank
VPL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 6161
Sortino Ratio Rank
VPL Omega Ratio Rank: 7272
Omega Ratio Rank
VPL Calmar Ratio Rank: 7474
Calmar Ratio Rank
VPL Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIA vs. VPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) 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.

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.

AIAVPLDifference
Sharpe ratioReturn per unit of total volatility
2.75
2.16

+0.59

Sortino ratioReturn per unit of downside risk
3.20
2.76

+0.44

Omega ratioGain probability vs. loss probability

1.48

1.40

+0.07

Calmar ratioReturn relative to maximum drawdown

5.74

3.61

+2.13

Martin ratioReturn relative to average drawdown

19.64

13.71

+5.93

AIA vs. VPL - Sharpe Ratio Comparison

The current AIA Sharpe Ratio is 2.75, which is comparable to the VPL Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of AIA and VPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

AIA vs. VPL - Drawdown Comparison

The maximum AIA drawdown since its inception was -60.89%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for AIA and VPL.

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Drawdown Indicators

AIAVPLDifference

Max Drawdown

Largest peak-to-trough decline

-60.89%

-55.49%

-5.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-13.33%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-16.35%

-5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-50.11%

-31.09%

-19.02%

Max Drawdown (10Y)

Largest decline over 10 years

-54.64%

-33.90%

-20.74%

Current Drawdown

Current decline from peak

-7.46%

-5.86%

-1.60%

Average Drawdown

Average peak-to-trough decline

-16.64%

-11.61%

-5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

3.50%

+0.63%

Volatility

AIA vs. VPL - Volatility Comparison

iShares Asia 50 ETF (AIA) has a higher volatility of 16.92% compared to Vanguard FTSE Pacific ETF (VPL) at 11.91%. This indicates that AIA's price experiences larger fluctuations and is considered to be riskier 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

AIAVPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.92%

11.91%

+5.01%

Volatility (6M)

Calculated over the trailing 6-month period

26.32%

19.95%

+6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

29.51%

22.25%

+7.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.34%

17.93%

+8.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.93%

17.52%

+6.41%

AIA vs. VPL - Expense Ratio Comparison

AIA has a 0.50% expense ratio, which is higher than VPL's 0.08% expense ratio.

Dividends

AIA vs. VPL - Dividend Comparison

AIA's dividend yield for the trailing twelve months is around 1.54%, less than VPL's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
AIA
iShares Asia 50 ETF		1.54%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%
VPL
Vanguard FTSE Pacific ETF		2.66%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Frequently Asked Questions

AIA and VPL have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIA has higher volatility (16.92%) compared to VPL (11.91%). In terms of maximum drawdown, AIA dropped -60.89% vs VPL's -55.49%.

On 10-year performance, AIA leads with 14.96% vs 10.76% for VPL. On fees, VPL is cheaper at 0.08% per year. On volatility, VPL has been the lower-risk option at 11.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AIA has performed better with a 14.96% return vs 10.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VPL is cheaper with a 0.08% expense ratio, compared with 0.50% for AIA.

VPL has the higher dividend yield at 2.66%, compared with 1.54% for AIA.

AIA tracks S&P Asia 50 Index, while VPL tracks FTSE Developed Asia Pacific Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.50% for AIA and 0.08% for VPL.

AIA currently has the higher Sharpe Ratio (2.75 vs 2.16), 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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