EPP vs. VEURX
EPP (iShares MSCI Pacific ex Japan ETF) and VEURX (Vanguard European Stock Index Fund) are both funds - EPP is a Asia Pacific Equities fund tracking the MSCI Pacific ex-Japan Index, while VEURX is a Europe Equities fund managed by Vanguard. Over the past 10 years, EPP returned 7.79%/yr vs 9.81%/yr for VEURX. A 0.75 correlation means they provide meaningful diversification when combined. EPP charges 0.48%/yr vs 0.25%/yr for VEURX.
Performance
EPP vs. VEURX - Performance Comparison
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Returns By Period
In the year-to-date period, EPP achieves a 8.62% return, which is significantly higher than VEURX's 7.18% return. Over the past 10 years, EPP has underperformed VEURX with an annualized return of 7.79%, while VEURX has yielded a comparatively higher 9.81% annualized return.
EPP
- 1D
- 0.66%
- 1M
- -0.31%
- YTD
- 8.62%
- 6M
- 9.61%
- 1Y
- 15.65%
- 3Y*
- 12.24%
- 5Y*
- 4.53%
- 10Y*
- 7.79%
VEURX
- 1D
- 2.88%
- 1M
- 3.81%
- YTD
- 7.18%
- 6M
- 9.34%
- 1Y
- 19.02%
- 3Y*
- 16.61%
- 5Y*
- 8.26%
- 10Y*
- 9.81%
EPP vs. VEURX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPP iShares MSCI Pacific ex Japan ETF | 8.62% | 19.70% | 4.76% | 5.76% | -6.59% | 4.26% | 6.04% | 18.30% | -10.78% | 26.05% |
VEURX Vanguard European Stock Index Fund | 7.18% | 35.20% | 1.88% | 19.83% | -16.16% | 16.14% | 6.29% | 24.02% | -14.88% | 26.81% |
Correlation
The correlation between EPP and VEURX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2001 | 0.75 |
The correlation between EPP and VEURX has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
EPP vs. VEURX — Risk / Return Rank
EPP
VEURX
EPP vs. VEURX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and Vanguard European Stock Index Fund (VEURX). 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.
| EPP | VEURX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.53 | +0.12 |
| Martin ratioReturn relative to average drawdown | 4.95 | 5.58 | -0.63 |
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Drawdowns
EPP vs. VEURX - Drawdown Comparison
The maximum EPP drawdown since its inception was -66.01%, roughly equal to the maximum VEURX drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for EPP and VEURX.
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Drawdown Indicators
| EPP | VEURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.01% | -63.33% | -2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -11.97% | +3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -13.97% | -5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -25.31% | -32.81% | +7.50% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -37.03% | -2.27% |
Current DrawdownCurrent decline from peak | -3.64% | -1.05% | -2.59% |
Average DrawdownAverage peak-to-trough decline | -10.61% | -12.66% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.27% | -0.34% |
Volatility
EPP vs. VEURX - Volatility Comparison
iShares MSCI Pacific ex Japan ETF (EPP) and Vanguard European Stock Index Fund (VEURX) have volatilities of 5.46% and 5.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPP | VEURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.60% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 13.14% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.18% | 15.70% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 17.47% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 18.23% | +0.91% |
EPP vs. VEURX - Expense Ratio Comparison
EPP has a 0.48% expense ratio, which is higher than VEURX's 0.25% expense ratio.
Dividends
EPP vs. VEURX - Dividend Comparison
EPP's dividend yield for the trailing twelve months is around 3.47%, more than VEURX's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPP iShares MSCI Pacific ex Japan ETF | 3.47% | 3.77% | 3.81% | 4.10% | 4.37% | 4.58% | 2.28% | 3.89% | 5.00% | 4.15% | 3.96% | 4.90% |
VEURX Vanguard European Stock Index Fund | 2.62% | 2.70% | 3.44% | 3.00% | 3.07% | 2.90% | 1.97% | 3.14% | 3.77% | 2.55% | 3.35% | 3.09% |
Frequently Asked Questions
EPP and VEURX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEURX has higher volatility (5.60%) compared to EPP (5.46%). In terms of maximum drawdown, EPP dropped -66.01% vs VEURX's -63.33%.
VEURX currently has the higher Sharpe Ratio (1.16 vs 0.96), 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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