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EPP vs. VEURX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPP vs. VEURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Pacific ex Japan ETF (EPP) and Vanguard European Stock Index Fund (VEURX). The values are adjusted to include any dividend payments, if applicable.

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

EPP vs. VEURX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

EPP
EPP Risk / Return Rank: 3232
Overall Rank
EPP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EPP Sortino Ratio Rank: 2929
Sortino Ratio Rank
EPP Omega Ratio Rank: 2929
Omega Ratio Rank
EPP Calmar Ratio Rank: 3838
Calmar Ratio Rank
EPP Martin Ratio Rank: 3636
Martin Ratio Rank

VEURX
VEURX Risk / Return Rank: 2727
Overall Rank
VEURX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VEURX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VEURX Omega Ratio Rank: 2525
Omega Ratio Rank
VEURX Calmar Ratio Rank: 2626
Calmar Ratio Rank
VEURX Martin Ratio Rank: 2929
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. 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.


EPPVEURXDifference
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

EPP vs. VEURX - Sharpe Ratio Comparison

The current EPP Sharpe Ratio is 0.96, which is comparable to the VEURX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of EPP and VEURX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


EPPVEURXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.64%

-1.05%

-2.59%

Average Drawdown

Average peak-to-trough decline

-10.61%

-12.66%

+2.05%

Ulcer Index

Depth 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


EPPVEURXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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