EPP vs. VOO
Compare and contrast key facts about iShares MSCI Pacific ex Japan ETF (EPP) and Vanguard S&P 500 ETF (VOO).
EPP and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both EPP and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPP or VOO.
Performance
EPP vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, EPP achieves a 9.60% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, EPP has underperformed VOO with an annualized return of 4.06%, while VOO has yielded a comparatively higher 13.11% annualized return.
EPP
9.60%
-2.32%
5.76%
18.94%
4.33%
4.06%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| EPP | VOO | |
|---|---|---|
| Sharpe Ratio | 1.28 | 2.67 |
| Sortino Ratio | 1.86 | 3.56 |
| Omega Ratio | 1.22 | 1.50 |
| Calmar Ratio | 1.19 | 3.85 |
| Martin Ratio | 6.21 | 17.51 |
| Ulcer Index | 3.22% | 1.86% |
| Daily Std Dev | 15.58% | 12.23% |
| Max Drawdown | -66.01% | -33.99% |
| Current Drawdown | -4.78% | -1.76% |
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EPP vs. VOO - Expense Ratio Comparison
EPP has a 0.48% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between EPP and VOO is 0.75, 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.
Risk-Adjusted Performance
EPP vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
EPP vs. VOO - Dividend Comparison
EPP's dividend yield for the trailing twelve months is around 3.56%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPP iShares MSCI Pacific ex Japan ETF | 3.56% | 4.10% | 4.37% | 4.57% | 2.28% | 3.88% | 5.00% | 4.15% | 3.96% | 4.89% | 4.33% | 4.08% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EPP vs. VOO - Drawdown Comparison
The maximum EPP drawdown since its inception was -66.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EPP and VOO. For additional features, visit the drawdowns tool.
Volatility
EPP vs. VOO - Volatility Comparison
iShares MSCI Pacific ex Japan ETF (EPP) has a higher volatility of 4.94% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that EPP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.