PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EPP vs. DVYA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPP vs. DVYA

Last updated Jul 14, 2026
Documentation

EPP (iShares MSCI Pacific ex Japan ETF) and DVYA (iShares Asia/Pacific Dividend ETF) are both Asia Pacific Equities funds from iShares - EPP tracks the MSCI Pacific ex-Japan Index while DVYA tracks the Dow Jones Asia/Pacific Select Dividend 30 Index. Both are passively managed. Over the past 10 years, EPP returned 7.03%/yr vs 6.55%/yr for DVYA. Their correlation of 0.85 suggests significant overlap in exposure. EPP charges 0.48%/yr vs 0.49%/yr for DVYA.

Performance

EPP vs. DVYA - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, EPP achieves a 9.21% return, which is significantly lower than DVYA's 12.63% return. Over the past 10 years, EPP has outperformed DVYA with an annualized return of 7.03%, while DVYA has yielded a comparatively lower 6.55% annualized return.

EPP

1D
-0.57%
1M
0.54%
6M
6.84%
YTD
9.21%
1Y
13.54%
3Y*
11.81%
5Y*
5.26%
10Y*
7.03%

DVYA

1D
-0.41%
1M
-0.23%
6M
7.82%
YTD
12.63%
1Y
28.98%
3Y*
19.51%
5Y*
10.16%
10Y*
6.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPP vs. DVYA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPP
iShares MSCI Pacific ex Japan ETF		9.21%19.70%4.76%5.76%-6.59%4.26%6.04%18.30%-10.78%26.05%
DVYA
iShares Asia/Pacific Dividend ETF		12.63%30.22%6.05%13.75%-2.17%3.41%-9.61%14.70%-14.87%16.99%

Correlation

The correlation between EPP and DVYA is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.88

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

0.88

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

0.87

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

0.85

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

0.85

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

EPP vs. DVYA - Sectors Allocation Comparison

Sectors
EPP
DVYA

Financial Services

44.9%
30.8%

Basic Materials

17.0%
18.3%

Industrials

8.5%
6.7%

Real Estate

7.4%
10.0%

Consumer Cyclical

6.2%
11.1%

Utilities

3.5%
4.1%

Healthcare

3.3%
3.4%

Consumer Defensive

2.9%
4.7%

Energy

2.7%
4.8%

Communication Services

2.6%
4.4%

Technology

1.0%
1.8%

Financial Services

EPP
44.9%
DVYA
30.8%

Basic Materials

EPP
17.0%
DVYA
18.3%

Industrials

EPP
8.5%
DVYA
6.7%

Real Estate

EPP
7.4%
DVYA
10.0%

Consumer Cyclical

EPP
6.2%
DVYA
11.1%

Utilities

EPP
3.5%
DVYA
4.1%

Healthcare

EPP
3.3%
DVYA
3.4%

Consumer Defensive

EPP
2.9%
DVYA
4.7%

Energy

EPP
2.7%
DVYA
4.8%

Communication Services

EPP
2.6%
DVYA
4.4%

Technology

EPP
1.0%
DVYA
1.8%

Compare stocks, funds, or ETFs

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

iShares MSCI Pacific ex Japan ETF

iShares Asia/Pacific Dividend ETF

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

Return for Risk

EPP vs. DVYA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPP
EPP Risk / Return Rank: 3333
Overall Rank
EPP Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EPP Sortino Ratio Rank: 3030
Sortino Ratio Rank
EPP Omega Ratio Rank: 3030
Omega Ratio Rank
EPP Calmar Ratio Rank: 3838
Calmar Ratio Rank
EPP Martin Ratio Rank: 3636
Martin Ratio Rank
DVYA
DVYA Risk / Return Rank: 8080
Overall Rank
DVYA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DVYA Sortino Ratio Rank: 8484
Sortino Ratio Rank
DVYA Omega Ratio Rank: 8282
Omega Ratio Rank
DVYA Calmar Ratio Rank: 8080
Calmar Ratio Rank
DVYA Martin Ratio Rank: 7070
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.

EPP vs. DVYA - Risk-Adjusted Trends Comparison

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

EPPDVYADifference
Sharpe ratioReturn per unit of total volatility
0.90
2.20

-1.30

Sortino ratioReturn per unit of downside risk
1.34
2.99

-1.65

Omega ratioGain probability vs. loss probability

1.17

1.38

-0.21

Calmar ratioReturn relative to maximum drawdown

1.55

3.37

-1.82

Martin ratioReturn relative to average drawdown

4.30

10.00

-5.69

EPP vs. DVYA - Sharpe Ratio Comparison

The current EPP Sharpe Ratio is 0.90, which is lower than the DVYA Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of EPP and DVYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

EPP vs. DVYA - Drawdown Comparison

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

Loading charts...

Drawdown Indicators

EPPDVYADifference

Max Drawdown

Largest peak-to-trough decline

-66.01%

-45.61%

-20.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-8.64%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-19.29%

-19.15%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.55%

-25.18%

+0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-45.61%

+6.31%

Current Drawdown

Current decline from peak

-3.11%

-3.73%

+0.62%

Average Drawdown

Average peak-to-trough decline

-10.59%

-10.03%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.91%

+0.24%

Volatility

EPP vs. DVYA - Volatility Comparison

iShares MSCI Pacific ex Japan ETF (EPP) has a higher volatility of 3.96% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 3.40%. This indicates that EPP's price experiences larger fluctuations and is considered to be riskier than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EPPDVYADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.40%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

10.89%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.06%

13.23%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

15.13%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.99%

17.40%

+1.59%

EPP vs. DVYA - Expense Ratio Comparison

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

Dividends

EPP vs. DVYA - Dividend Comparison

EPP's dividend yield for the trailing twelve months is around 3.44%, less than DVYA's 4.60% yield.

PositionTTM20252024202320222021202020192018201720162015
DVYA
iShares Asia/Pacific Dividend ETF		4.60%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		3.44%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

EPP and DVYA 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 (3.96%) compared to DVYA (3.40%). In terms of maximum drawdown, EPP dropped -66.01% vs DVYA's -45.61%.

On 10-year performance, EPP leads with 7.03% vs 6.55% for DVYA. On fees, EPP is cheaper at 0.48% per year. On volatility, DVYA has been the lower-risk option at 3.40%. 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 7.03% return vs 6.55%. 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 4.60%, compared with 3.44% for EPP.

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

DVYA currently has the higher Sharpe Ratio (2.20 vs 0.90), 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.

Portfolio Optimizer

Find the right allocation for EPP and DVYA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer