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IND vs. VPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IND vs. VPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Nifty 500 India ETF (IND) and Vanguard FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IND achieves a -11.42% return, which is significantly lower than VPL's 30.29% return.


IND

1D
-0.72%
1M
-0.79%
YTD
-11.42%
6M
-10.30%
1Y
3Y*
5Y*
10Y*

VPL

1D
-0.28%
1M
10.45%
YTD
30.29%
6M
33.07%
1Y
53.61%
3Y*
23.02%
5Y*
10.36%
10Y*
10.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IND vs. VPL - Yearly Performance Comparison


2026 (YTD)2025
IND
Xtrackers Nifty 500 India ETF
-11.42%-1.11%
VPL
Vanguard FTSE Pacific ETF
30.29%3.62%

Correlation

The correlation between IND and VPL is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.53

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Return for Risk

IND vs. VPL — Risk / Return Rank

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

IND

VPL
VPL Risk / Return Rank: 8080
Overall Rank
VPL Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 7878
Sortino Ratio Rank
VPL Omega Ratio Rank: 8181
Omega Ratio Rank
VPL Calmar Ratio Rank: 7878
Calmar Ratio Rank
VPL Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IND vs. VPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nifty 500 India ETF (IND) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IND vs. VPL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


INDVPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.13

0.34

-1.47

Drawdowns

IND vs. VPL - Drawdown Comparison

The maximum IND drawdown since its inception was -18.75%, smaller than the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for IND and VPL.


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Drawdown Indicators


INDVPLDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-55.49%

+36.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-12.57%

-0.28%

-12.29%

Average Drawdown

Average peak-to-trough decline

-7.47%

-11.63%

+4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

Volatility

IND vs. VPL - Volatility Comparison


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Volatility by Period


INDVPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

Volatility (6M)

Calculated over the trailing 6-month period

16.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

19.55%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.26%

17.29%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

17.29%

+2.97%

IND vs. VPL - Expense Ratio Comparison

IND has a 0.19% expense ratio, which is higher than VPL's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IND vs. VPL - Dividend Comparison

IND has not paid dividends to shareholders, while VPL's dividend yield for the trailing twelve months is around 2.73%.


PositionTTM20252024202320222021202020192018201720162015
IND
Xtrackers Nifty 500 India 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%
VPL
Vanguard FTSE Pacific ETF
2.73%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Frequently Asked Questions


IND and VPL have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VPL is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VPL is cheaper with a 0.08% expense ratio, compared with 0.19% for IND.

VPL has the higher dividend yield at 2.73%, compared with 0.00% for IND.

IND tracks Nifty 500 Index, while VPL tracks FTSE Developed Asia Pacific Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.19% for IND and 0.08% for VPL.

Portfolio Optimizer

Find the right allocation for IND and VPL

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