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.
EPP vs. VPL
Compare and contrast key facts about iShares MSCI Pacific ex Japan ETF (EPP) and Vanguard FTSE Pacific ETF (VPL).
EPP and VPL 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. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005. Both EPP and VPL 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 VPL.
Performance
EPP vs. VPL - Performance Comparison
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Key characteristics
EPP:
0.77
VPL:
0.57
EPP:
1.11
VPL:
0.83
EPP:
1.15
VPL:
1.11
EPP:
0.72
VPL:
0.58
EPP:
2.47
VPL:
1.72
EPP:
5.58%
VPL:
5.51%
EPP:
19.58%
VPL:
19.09%
EPP:
-66.01%
VPL:
-55.49%
EPP:
-0.41%
VPL:
-0.55%
Returns By Period
In the year-to-date period, EPP achieves a 10.16% return, which is significantly lower than VPL's 11.80% return. Over the past 10 years, EPP has underperformed VPL with an annualized return of 4.66%, while VPL has yielded a comparatively higher 5.21% annualized return.
EPP
10.16%
5.44%
3.54%
14.87%
5.56%
9.46%
4.66%
VPL
11.80%
4.57%
7.20%
10.84%
7.60%
8.01%
5.21%
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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
EPP
VPL
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.
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Dividends
EPP vs. VPL - Dividend Comparison
EPP's dividend yield for the trailing twelve months is around 3.46%, more than VPL's 3.00% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPP iShares MSCI Pacific ex Japan ETF | 3.46% | 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 | 3.00% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 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.
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Volatility
EPP vs. VPL - Volatility Comparison
iShares MSCI Pacific ex Japan ETF (EPP) and Vanguard FTSE Pacific ETF (VPL) have volatilities of 3.65% and 3.61%, 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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