EPP vs. ADVE

Last updated Apr 1, 2026

Compare and contrast key facts about iShares MSCI Pacific ex Japan ETF (EPP) and Matthews Asia Dividend Active ETF (ADVE).

EPP and ADVE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPP is a passively managed fund by iShares that tracks the performance of the MSCI Pacific ex-Japan Index. It was launched on Oct 25, 2001. ADVE is an actively managed fund by Matthews. It was launched on Sep 21, 2023.

Performance

EPP vs. ADVE - Performance Comparison

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

EPP vs. ADVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EPP iShares MSCI Pacific ex Japan ETF	5.29%	19.70%	4.76%	11.04%
ADVE Matthews Asia Dividend Active ETF	6.57%	26.12%	7.02%	5.13%

Returns By Period

In the year-to-date period, EPP achieves a 5.29% return, which is significantly lower than ADVE's 6.57% return.

EPP

• 1D: 2.47%
• 1M: -6.44%
• YTD: 5.29%
• 6M: 5.22%
• 1Y: 25.20%
• 3Y*: 10.91%
• 5Y*: 5.11%
• 10Y*: 7.32%

ADVE

• 1D: 3.40%
• 1M: -7.71%
• YTD: 6.57%
• 6M: 10.65%
• 1Y: 32.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EPP vs. ADVE - Expense Ratio Comparison

EPP has a 0.48% expense ratio, which is lower than ADVE's 0.79% expense ratio.

ADVE

Matthews Asia Dividend Active ETF

EPP

iShares MSCI Pacific ex Japan ETF

Return for Risk

EPP vs. ADVE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPP

EPP Risk / Return Rank: 76
EPP Sharpe Ratio Rank: 76
EPP Sortino Ratio Rank: 75
EPP Omega Ratio Rank: 78
EPP Calmar Ratio Rank: 73
EPP Martin Ratio Rank: 79

ADVE

ADVE Risk / Return Rank: 88
ADVE Sharpe Ratio Rank: 88
ADVE Sortino Ratio Rank: 88
ADVE Omega Ratio Rank: 89
ADVE Calmar Ratio Rank: 87
ADVE Martin Ratio Rank: 87

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.

EPP vs. ADVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and Matthews Asia Dividend Active ETF (ADVE). 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.

	EPP	ADVE	Difference
Sharpe ratio Return per unit of total volatility	1.36	1.86	-0.50
Sortino ratio Return per unit of downside risk	1.89	2.51	-0.62
Omega ratio Gain probability vs. loss probability	1.29	1.38	-0.09
Calmar ratio Return relative to maximum drawdown	1.86	2.75	-0.89
Martin ratio Return relative to average drawdown	8.35	10.93	-2.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPP vs. ADVE - Sharpe Ratio Comparison

The current EPP Sharpe Ratio is 1.36, which is comparable to the ADVE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of EPP and ADVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EPP	ADVE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	1.86	-0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	1.19	-0.81

Correlation

The correlation between EPP and ADVE is 0.82, 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

EPP vs. ADVE - Dividend Comparison

EPP's dividend yield for the trailing twelve months is around 3.58%, more than ADVE's 2.80% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPP iShares MSCI Pacific ex Japan ETF	3.58%	3.77%	3.81%	4.10%	4.37%	4.58%	2.28%	3.89%	5.00%	4.15%	3.96%	4.90%
ADVE Matthews Asia Dividend Active ETF	2.80%	2.97%	6.00%	0.37%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EPP vs. ADVE - Drawdown Comparison

The maximum EPP drawdown since its inception was -66.01%, which is greater than ADVE's maximum drawdown of -18.41%. Use the drawdown chart below to compare losses from any high point for EPP and ADVE.

Drawdown Indicators

	EPP	ADVE	Difference
Max Drawdown Largest peak-to-trough decline	-66.01%	-18.41%	-47.60%
Max Drawdown (1Y) Largest decline over 1 year	-13.34%	-11.73%	-1.61%
Max Drawdown (5Y) Largest decline over 5 years	-26.31%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.30%	—	—
Current Drawdown Current decline from peak	-6.54%	-8.73%	+2.19%
Average Drawdown Average peak-to-trough decline	-10.68%	-3.20%	-7.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	2.95%	+0.02%

Volatility

EPP vs. ADVE - Volatility Comparison

The current volatility for iShares MSCI Pacific ex Japan ETF (EPP) is 7.31%, while Matthews Asia Dividend Active ETF (ADVE) has a volatility of 8.77%. This indicates that EPP experiences smaller price fluctuations and is considered to be less risky than ADVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPP	ADVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.31%	8.77%	-1.46%
Volatility (6M) Calculated over the trailing 6-month period	11.13%	12.93%	-1.80%
Volatility (1Y) Calculated over the trailing 1-year period	18.61%	17.59%	+1.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.30%	15.11%	+2.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.11%	15.11%	+4.00%