ETLK.DE vs. EPP
Compare and contrast key facts about L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) and iShares MSCI Pacific ex Japan ETF (EPP).
ETLK.DE and EPP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ETLK.DE is a passively managed fund by Legal & General that tracks the performance of the Solactive Core Developed Markets Pacific ex Japan Large & Mid Cap. It was launched on Oct 8, 2018. 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. Both ETLK.DE and EPP 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: ETLK.DE or EPP.
Key characteristics
| ETLK.DE | EPP | |
|---|---|---|
| YTD Return | 13.12% | 10.17% |
| 1Y Return | 20.99% | 23.57% |
| 3Y Return (Ann) | 4.33% | 1.78% |
| 5Y Return (Ann) | 4.62% | 4.01% |
| Sharpe Ratio | 1.56 | 1.45 |
| Sortino Ratio | 2.20 | 2.09 |
| Omega Ratio | 1.27 | 1.25 |
| Calmar Ratio | 1.55 | 1.22 |
| Martin Ratio | 8.69 | 7.31 |
| Ulcer Index | 2.38% | 3.11% |
| Daily Std Dev | 13.30% | 15.71% |
| Max Drawdown | -36.72% | -66.01% |
| Current Drawdown | -1.59% | -4.29% |
Correlation
The correlation between ETLK.DE and EPP is 0.83, 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
ETLK.DE vs. EPP - Performance Comparison
In the year-to-date period, ETLK.DE achieves a 13.12% return, which is significantly higher than EPP's 10.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ETLK.DE vs. EPP - Expense Ratio Comparison
ETLK.DE has a 0.10% expense ratio, which is lower than EPP's 0.48% expense ratio.
Risk-Adjusted Performance
ETLK.DE vs. EPP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) and iShares MSCI Pacific ex Japan ETF (EPP). 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
ETLK.DE vs. EPP - Dividend Comparison
ETLK.DE has not paid dividends to shareholders, while EPP's dividend yield for the trailing twelve months is around 3.54%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETLK.DE L&G Asia Pacific ex Japan Equity UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPP iShares MSCI Pacific ex Japan ETF | 3.54% | 4.10% | 4.37% | 4.57% | 2.28% | 3.88% | 5.00% | 4.15% | 3.96% | 4.89% | 4.33% | 4.08% |
Drawdowns
ETLK.DE vs. EPP - Drawdown Comparison
The maximum ETLK.DE drawdown since its inception was -36.72%, smaller than the maximum EPP drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for ETLK.DE and EPP. For additional features, visit the drawdowns tool.
Volatility
ETLK.DE vs. EPP - Volatility Comparison
L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) and iShares MSCI Pacific ex Japan ETF (EPP) have volatilities of 4.96% and 4.93%, 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.