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EPP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.7

Performance

EPP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Pacific ex Japan ETF (EPP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
87.84%
602.93%
EPP
VOO

Key characteristics

Sharpe Ratio

EPP:

0.51

VOO:

2.25

Sortino Ratio

EPP:

0.81

VOO:

2.98

Omega Ratio

EPP:

1.10

VOO:

1.42

Calmar Ratio

EPP:

0.53

VOO:

3.31

Martin Ratio

EPP:

2.19

VOO:

14.77

Ulcer Index

EPP:

3.61%

VOO:

1.90%

Daily Std Dev

EPP:

15.54%

VOO:

12.46%

Max Drawdown

EPP:

-66.01%

VOO:

-33.99%

Current Drawdown

EPP:

-9.44%

VOO:

-2.47%

Returns By Period

In the year-to-date period, EPP achieves a 4.24% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, EPP has underperformed VOO with an annualized return of 4.08%, while VOO has yielded a comparatively higher 13.08% annualized return.


EPP

YTD

4.24%

1M

-5.28%

6M

3.43%

1Y

5.70%

5Y*

2.73%

10Y*

4.08%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


EPP vs. VOO - Expense Ratio Comparison

EPP has a 0.48% expense ratio, which is higher than VOO's 0.03% expense ratio.


EPP
iShares MSCI Pacific ex Japan ETF
Expense ratio chart for EPP: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for EPP, currently valued at 0.51, compared to the broader market0.002.004.000.512.25
The chart of Sortino ratio for EPP, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.812.98
The chart of Omega ratio for EPP, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.42
The chart of Calmar ratio for EPP, currently valued at 0.53, compared to the broader market0.005.0010.0015.000.533.31
The chart of Martin ratio for EPP, currently valued at 2.19, compared to the broader market0.0020.0040.0060.0080.00100.002.1914.77
EPP
VOO

The current EPP Sharpe Ratio is 0.51, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of EPP and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.51
2.25
EPP
VOO

Dividends

EPP vs. VOO - Dividend Comparison

EPP's dividend yield for the trailing twelve months is around 3.83%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
EPP
iShares MSCI Pacific ex Japan ETF
3.83%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
0.91%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.44%
-2.47%
EPP
VOO

Volatility

EPP vs. VOO - Volatility Comparison

iShares MSCI Pacific ex Japan ETF (EPP) has a higher volatility of 4.76% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.76%
3.75%
EPP
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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