PortfoliosLab logoPortfoliosLab logo

Documentation

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

EPP vs. ETLK.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Pacific ex Japan ETF (EPP) and L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE).

EPP and ETLK.DE 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. ETLK.DE is a passively managed fund by Legal & General that tracks the performance of the Solactive Core Developed Markets Pacific ex Japan Large & Mid Cap. It was launched on Oct 8, 2018. Both EPP and ETLK.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EPP vs. ETLK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Pacific ex Japan ETF (EPP) and L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EPP vs. ETLK.DE - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
EPP
iShares MSCI Pacific ex Japan ETF		6.30%19.70%4.76%5.76%-6.59%4.26%6.04%11.92%
ETLK.DE
L&G Asia Pacific ex Japan Equity UCITS ETF		5.32%21.38%5.16%4.45%-5.97%2.81%7.89%13.86%
Different Trading Currencies

EPP is traded in USD, while ETLK.DE is traded in EUR. To make them comparable, the ETLK.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EPP achieves a 6.30% return, which is significantly higher than ETLK.DE's 5.32% return.

EPP

1D
0.96%
1M
-4.69%
YTD
6.30%
6M
5.53%
1Y
24.98%
3Y*
11.27%
5Y*
5.31%
10Y*
7.43%

ETLK.DE

1D
2.69%
1M
-3.97%
YTD
5.32%
6M
5.03%
1Y
25.65%
3Y*
11.38%
5Y*
5.28%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

L&G Asia Pacific ex Japan Equity UCITS ETF

Often compared with EPP:
EPP vs. AAXJEPP vs. EWTEPP vs. BBAXEPP vs. EWHEPP vs. EWYEPP vs. AIAEPP vs. VPL
Often compared with ETLK.DE:
ETLK.DE vs. VDPG.LETLK.DE vs. CPJ1.LETLK.DE vs. VUGETLK.DE vs. SPYGETLK.DE vs. ETLF.DEETLK.DE vs. DX2S.DEETLK.DE vs. V3PA.DE

EPP vs. ETLK.DE - Expense Ratio Comparison

EPP has a 0.48% expense ratio, which is higher than ETLK.DE's 0.10% expense ratio.

EPP
iShares MSCI Pacific ex Japan ETF
ETLK.DE
L&G Asia Pacific ex Japan Equity UCITS ETF

Return for Risk

EPP vs. ETLK.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPP
EPP Risk / Return Rank: 7474
Overall Rank
EPP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EPP Sortino Ratio Rank: 7272
Sortino Ratio Rank
EPP Omega Ratio Rank: 7474
Omega Ratio Rank
EPP Calmar Ratio Rank: 7272
Calmar Ratio Rank
EPP Martin Ratio Rank: 7777
Martin Ratio Rank
ETLK.DE
ETLK.DE Risk / Return Rank: 5656
Overall Rank
ETLK.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ETLK.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
ETLK.DE Omega Ratio Rank: 5858
Omega Ratio Rank
ETLK.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
ETLK.DE Martin Ratio Rank: 6262
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. ETLK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE). 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.

EPPETLK.DEDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.42

-0.07

Sortino ratio

Return per unit of downside risk

1.88

1.90

-0.02

Omega ratio

Gain probability vs. loss probability

1.29

1.30

-0.01

Calmar ratio

Return relative to maximum drawdown

1.98

2.12

-0.14

Martin ratio

Return relative to average drawdown

8.84

8.59

+0.25

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. ETLK.DE - Sharpe Ratio Comparison

The current EPP Sharpe Ratio is 1.35, which is comparable to the ETLK.DE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of EPP and ETLK.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

EPPETLK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.42

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.30

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.37

+0.02

Correlation

The correlation between EPP and ETLK.DE is 0.81, 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. ETLK.DE - Dividend Comparison

EPP's dividend yield for the trailing twelve months is around 3.55%, while ETLK.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
EPP
iShares MSCI Pacific ex Japan ETF		3.55%3.77%3.81%4.10%4.37%4.58%2.28%3.89%5.00%4.15%3.96%4.90%
ETLK.DE
L&G Asia Pacific ex Japan Equity UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EPP vs. ETLK.DE - Drawdown Comparison

The maximum EPP drawdown since its inception was -66.01%, which is greater than ETLK.DE's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for EPP and ETLK.DE.

Loading graphics...

Drawdown Indicators

EPPETLK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.01%

-36.72%

-29.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-13.83%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.31%

-19.89%

-6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

—

—

Current Drawdown

Current decline from peak

-5.65%

-3.54%

-2.11%

Average Drawdown

Average peak-to-trough decline

-10.68%

-5.85%

-4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.51%

+0.48%

Volatility

EPP vs. ETLK.DE - Volatility Comparison

iShares MSCI Pacific ex Japan ETF (EPP) has a higher volatility of 7.07% compared to L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) at 5.92%. This indicates that EPP's price experiences larger fluctuations and is considered to be riskier than ETLK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

EPPETLK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

5.92%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

10.39%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

18.07%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

17.21%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

19.92%

-0.82%