IEV vs. VPL
Compare and contrast key facts about iShares Europe ETF (IEV) and Vanguard FTSE Pacific ETF (VPL).
IEV and VPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEV is a passively managed fund by iShares that tracks the performance of the S&P Europe 350 Index. It was launched on Jul 25, 2000. 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 IEV 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: IEV or VPL.
Performance
IEV vs. VPL - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IEV having a 2.68% return and VPL slightly higher at 2.79%. Both investments have delivered pretty close results over the past 10 years, with IEV having a 4.73% annualized return and VPL not far ahead at 4.85%.
IEV
2.68%
-6.89%
-6.29%
9.19%
6.01%
4.73%
VPL
2.79%
-4.66%
-1.86%
10.46%
3.85%
4.85%
Key characteristics
| IEV | VPL | |
|---|---|---|
| Sharpe Ratio | 0.82 | 0.69 |
| Sortino Ratio | 1.19 | 1.04 |
| Omega Ratio | 1.14 | 1.13 |
| Calmar Ratio | 1.07 | 0.69 |
| Martin Ratio | 3.70 | 3.23 |
| Ulcer Index | 2.89% | 3.23% |
| Daily Std Dev | 12.93% | 15.03% |
| Max Drawdown | -63.27% | -55.49% |
| Current Drawdown | -9.65% | -8.16% |
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IEV vs. VPL - Expense Ratio Comparison
IEV has a 0.59% expense ratio, which is higher than VPL's 0.08% expense ratio.
Correlation
The correlation between IEV and VPL is 0.79, 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
IEV vs. VPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Europe ETF (IEV) 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.
Dividends
IEV vs. VPL - Dividend Comparison
IEV's dividend yield for the trailing twelve months is around 3.00%, less than VPL's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEV iShares Europe ETF | 3.00% | 2.77% | 3.06% | 2.81% | 1.76% | 3.06% | 3.43% | 2.39% | 3.08% | 2.81% | 3.79% | 2.33% |
VPL Vanguard FTSE Pacific ETF | 3.14% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
Drawdowns
IEV vs. VPL - Drawdown Comparison
The maximum IEV drawdown since its inception was -63.27%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for IEV and VPL. For additional features, visit the drawdowns tool.
Volatility
IEV vs. VPL - Volatility Comparison
iShares Europe ETF (IEV) has a higher volatility of 4.38% compared to Vanguard FTSE Pacific ETF (VPL) at 3.97%. This indicates that IEV's price experiences larger fluctuations and is considered to be riskier than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.