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

Correlation

The correlation between EPP and VPL is 0.76, 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.


Performance

EPP vs. VPL - Performance Comparison

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

120.00%140.00%160.00%180.00%200.00%220.00%240.00%December2025FebruaryMarchAprilMay
228.71%
158.04%
EPP
VPL

Key characteristics

Sharpe Ratio

EPP:

0.56

VPL:

0.31

Sortino Ratio

EPP:

0.89

VPL:

0.48

Omega Ratio

EPP:

1.12

VPL:

1.06

Calmar Ratio

EPP:

0.54

VPL:

0.28

Martin Ratio

EPP:

1.85

VPL:

0.84

Ulcer Index

EPP:

5.66%

VPL:

5.53%

Daily Std Dev

EPP:

19.68%

VPL:

19.13%

Max Drawdown

EPP:

-66.01%

VPL:

-55.49%

Current Drawdown

EPP:

-3.54%

VPL:

-2.06%

Returns By Period

In the year-to-date period, EPP achieves a 5.98% return, which is significantly lower than VPL's 7.79% return. Over the past 10 years, EPP has underperformed VPL with an annualized return of 4.20%, while VPL has yielded a comparatively higher 4.84% annualized return.


EPP

YTD

5.98%

1M

19.51%

6M

-0.97%

1Y

10.85%

5Y*

8.95%

10Y*

4.20%

VPL

YTD

7.79%

1M

17.08%

6M

2.36%

1Y

5.98%

5Y*

8.34%

10Y*

4.84%

*Annualized

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EPP vs. VPL - Expense Ratio Comparison

EPP has a 0.48% expense ratio, which is higher than VPL's 0.08% expense ratio.


Risk-Adjusted Performance

EPP vs. VPL — Risk-Adjusted Performance Rank

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

EPP
The Risk-Adjusted Performance Rank of EPP is 6161
Overall Rank
The Sharpe Ratio Rank of EPP is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of EPP is 6060
Sortino Ratio Rank
The Omega Ratio Rank of EPP is 6060
Omega Ratio Rank
The Calmar Ratio Rank of EPP is 6464
Calmar Ratio Rank
The Martin Ratio Rank of EPP is 5858
Martin Ratio Rank

VPL
The Risk-Adjusted Performance Rank of VPL is 4040
Overall Rank
The Sharpe Ratio Rank of VPL is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VPL is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VPL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VPL is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VPL is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EPP vs. VPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex Japan ETF (EPP) and Vanguard FTSE Pacific ETF (VPL). 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.


The current EPP Sharpe Ratio is 0.56, which is higher than the VPL Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of EPP and VPL, 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 Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.56
0.31
EPP
VPL

Dividends

EPP vs. VPL - Dividend Comparison

EPP's dividend yield for the trailing twelve months is around 3.59%, more than VPL's 3.11% yield.


TTM20242023202220212020201920182017201620152014
EPP
iShares MSCI Pacific ex Japan ETF
3.59%3.81%4.10%4.37%4.58%2.28%3.89%5.00%4.15%3.96%4.90%4.33%
VPL
Vanguard FTSE Pacific ETF
3.11%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%2.69%

Drawdowns

EPP vs. VPL - Drawdown Comparison

The maximum EPP drawdown since its inception was -66.01%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for EPP and VPL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.54%
-2.06%
EPP
VPL

Volatility

EPP vs. VPL - Volatility Comparison

iShares MSCI Pacific ex Japan ETF (EPP) and Vanguard FTSE Pacific ETF (VPL) have volatilities of 8.97% and 8.84%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.97%
8.84%
EPP
VPL