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DVYA vs. EPP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DVYA vs. EPP

Last updated Aug 4, 2026
Documentation

DVYA (iShares Asia/Pacific Dividend ETF) and EPP (iShares MSCI Pacific ex Japan ETF) are both Asia Pacific Equities funds from iShares - DVYA tracks the Dow Jones Asia/Pacific Select Dividend 30 Index while EPP tracks the MSCI Pacific ex-Japan Index. Both are passively managed. Over the past 10 years, DVYA returned 6.57%/yr vs 7.27%/yr for EPP. Their correlation of 0.85 means they have usually moved in the same direction. DVYA charges 0.49%/yr vs 0.48%/yr for EPP.

Performance

DVYA vs. EPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia/Pacific Dividend ETF (DVYA) and iShares MSCI Pacific ex Japan ETF (EPP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVYA achieves a 17.53% return, which is significantly higher than EPP's 13.82% return. Over the past 10 years, DVYA has underperformed EPP with an annualized return of 6.57%, while EPP has yielded a comparatively higher 7.27% annualized return.

DVYA

1D
-0.65%
1M
6.67%
6M
7.83%
YTD
17.53%
1Y
33.61%
3Y*
21.36%
5Y*
11.40%
10Y*
6.57%
ALL TIME*
5.46%

EPP

1D
0.14%
1M
5.97%
6M
6.89%
YTD
13.82%
1Y
19.24%
3Y*
14.51%
5Y*
6.18%
10Y*
7.27%
ALL TIME*
9.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DVYA

iShares Asia/Pacific Dividend ETF
$231.55K$344.93K$287.92K

EPP

iShares MSCI Pacific ex Japan ETF
$15.07M$15.26M$19.38M

DVYA vs. EPP - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DVYA
iShares Asia/Pacific Dividend ETF		17.53%30.22%6.05%13.75%-2.17%3.41%-9.61%14.70%-14.87%16.99%
EPP
iShares MSCI Pacific ex Japan ETF		13.82%19.70%4.76%5.76%-6.59%4.26%6.04%18.30%-10.78%26.05%

Correlation

The correlation between DVYA and EPP is 0.88, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.88

Correlation (3Y)
Balances recent behavior with more history.

0.88

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (10Y)
Provides a long-term view across more market conditions.

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2012

0.85

The correlation between DVYA and EPP has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

DVYA vs. EPP - Sectors Allocation Comparison

Sectors
DVYA
EPP

Financial Services

34.1%
45.0%

Basic Materials

15.4%
15.8%

Consumer Cyclical

10.9%
6.9%

Real Estate

9.6%
7.2%

Industrials

6.3%
8.7%

Energy

5.0%
2.5%

Consumer Defensive

4.8%
3.2%

Communication Services

4.3%
2.6%

Utilities

4.2%
3.5%

Healthcare

3.7%
3.8%

Technology

1.6%
1.0%

Financial Services

DVYA
34.1%
EPP
45.0%

Basic Materials

DVYA
15.4%
EPP
15.8%

Consumer Cyclical

DVYA
10.9%
EPP
6.9%

Real Estate

DVYA
9.6%
EPP
7.2%

Industrials

DVYA
6.3%
EPP
8.7%

Energy

DVYA
5.0%
EPP
2.5%

Consumer Defensive

DVYA
4.8%
EPP
3.2%

Communication Services

DVYA
4.3%
EPP
2.6%

Utilities

DVYA
4.2%
EPP
3.5%

Healthcare

DVYA
3.7%
EPP
3.8%

Technology

DVYA
1.6%
EPP
1.0%

Compare stocks, funds, or ETFs

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iShares Asia/Pacific Dividend ETF

iShares MSCI Pacific ex Japan ETF

Often compared with DVYA:
DVYA vs. VYMDVYA vs. DVYEDVYA vs. IDVDVYA vs. CNDVYA vs. BBCADVYA vs. EPDPXDVYA vs. DVY
Often compared with EPP:
EPP vs. AAXJEPP vs. EWTEPP vs. BBAXEPP vs. EWHEPP vs. AIAEPP vs. EWYEPP vs. VPL

Return for Risk

DVYA vs. EPP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DVYA
DVYA Risk / Return Rank: 9090
Overall Rank
DVYA Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DVYA Sortino Ratio Rank: 9292
Sortino Ratio Rank
DVYA Omega Ratio Rank: 9191
Omega Ratio Rank
DVYA Calmar Ratio Rank: 9090
Calmar Ratio Rank
DVYA Martin Ratio Rank: 8383
Martin Ratio Rank
EPP
EPP Risk / Return Rank: 5151
Overall Rank
EPP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EPP Sortino Ratio Rank: 4848
Sortino Ratio Rank
EPP Omega Ratio Rank: 4949
Omega Ratio Rank
EPP Calmar Ratio Rank: 6060
Calmar Ratio Rank
EPP Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DVYA vs. EPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) 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.

DVYAEPPDifference
Sharpe ratioReturn per unit of total volatility
2.54
1.27

+1.27

Sortino ratioReturn per unit of downside risk
3.41
1.81

+1.60

Omega ratioGain probability vs. loss probability

1.44

1.23

+0.21

Calmar ratioReturn relative to maximum drawdown

3.91

2.20

+1.71

Martin ratioReturn relative to average drawdown

11.58

6.12

+5.47

DVYA vs. EPP - Sharpe Ratio Comparison

The current DVYA Sharpe Ratio is 2.54, which is higher than the EPP Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of DVYA and EPP, 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

DVYA vs. EPP - Drawdown Comparison

The maximum DVYA drawdown since its inception was -45.61%, smaller than the maximum EPP drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for DVYA and EPP.

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Drawdown Indicators

DVYAEPPDifference

Max Drawdown

Largest peak-to-trough decline

-45.61%

-66.01%

+20.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-8.79%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-19.29%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-24.55%

-0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

-39.30%

-6.31%

Current Drawdown

Current decline from peak

-1.78%

-1.12%

-0.66%

Average Drawdown

Average peak-to-trough decline

-9.99%

-10.57%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.15%

-0.24%

Volatility

DVYA vs. EPP - Volatility Comparison

The current volatility for iShares Asia/Pacific Dividend ETF (DVYA) is 3.43%, while iShares MSCI Pacific ex Japan ETF (EPP) has a volatility of 3.83%. This indicates that DVYA experiences smaller price fluctuations and is considered to be less risky 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

DVYAEPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

3.83%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

12.61%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

15.31%

-1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

17.52%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

19.01%

-1.60%

DVYA vs. EPP - Expense Ratio Comparison

DVYA has a 0.49% expense ratio, which is higher than EPP's 0.48% expense ratio.

Dividends

DVYA vs. EPP - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 4.41%, more than EPP's 3.30% yield.

PositionTTM20252024202320222021202020192018201720162015
DVYA
iShares Asia/Pacific Dividend ETF		4.41%4.71%5.97%6.48%7.29%5.81%3.66%5.52%6.24%4.74%4.79%5.33%
EPP
iShares MSCI Pacific ex Japan ETF		3.30%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

DVYA and EPP have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPP has higher volatility (3.83%) compared to DVYA (3.43%). In terms of maximum drawdown, DVYA dropped -45.61% vs EPP's -66.01%.

On 10-year performance, EPP leads with 7.27% vs 6.57% for DVYA. On fees, EPP is cheaper at 0.48% per year. On volatility, DVYA has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EPP has performed better with a 7.27% return vs 6.57%. 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 0.49% for DVYA.

DVYA has the higher dividend yield at 4.41%, compared with 3.30% for EPP.

DVYA tracks Dow Jones Asia/Pacific Select Dividend 30 Index, while EPP tracks MSCI Pacific ex-Japan Index. Their fees differ too: 0.49% for DVYA and 0.48% for EPP.

DVYA currently has the higher Sharpe Ratio (2.54 vs 1.26), 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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