EMXC vs. VPL
Compare and contrast key facts about iShares MSCI Emerging Markets ex China ETF (EMXC) and Vanguard FTSE Pacific ETF (VPL).
EMXC and VPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMXC is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets ex China Index. It was launched on Jul 19, 2017. 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. Both EMXC and VPL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMXC or VPL.
Performance
EMXC vs. VPL - Performance Comparison
Returns By Period
In the year-to-date period, EMXC achieves a 5.17% return, which is significantly higher than VPL's 3.76% return.
EMXC
5.17%
-4.31%
-0.01%
12.41%
5.47%
N/A
VPL
3.76%
-1.39%
1.21%
9.94%
4.23%
5.03%
Key characteristics
| EMXC | VPL | |
|---|---|---|
| Sharpe Ratio | 0.87 | 0.69 |
| Sortino Ratio | 1.25 | 1.03 |
| Omega Ratio | 1.16 | 1.13 |
| Calmar Ratio | 0.88 | 0.71 |
| Martin Ratio | 3.77 | 3.08 |
| Ulcer Index | 3.22% | 3.36% |
| Daily Std Dev | 14.04% | 15.04% |
| Max Drawdown | -42.80% | -55.49% |
| Current Drawdown | -8.27% | -7.29% |
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EMXC vs. VPL - Expense Ratio Comparison
EMXC has a 0.49% expense ratio, which is higher than VPL's 0.08% expense ratio.
Correlation
The correlation between EMXC and VPL is 0.79, 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.
Risk-Adjusted Performance
EMXC vs. VPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ex China ETF (EMXC) 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.
Dividends
EMXC vs. VPL - Dividend Comparison
EMXC's dividend yield for the trailing twelve months is around 1.95%, less than VPL's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMXC iShares MSCI Emerging Markets ex China ETF | 1.95% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% |
VPL Vanguard FTSE Pacific ETF | 3.12% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
Drawdowns
EMXC vs. VPL - Drawdown Comparison
The maximum EMXC drawdown since its inception was -42.80%, smaller than the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for EMXC and VPL. For additional features, visit the drawdowns tool.
Volatility
EMXC vs. VPL - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets ex China ETF (EMXC) is 3.36%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 3.67%. This indicates that EMXC 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.