INDZ vs. VPL

Last updated Jun 30, 2026

INDZ (VanEck India Select ETF) and VPL (Vanguard FTSE Pacific ETF) are both Asia Pacific Equities funds. INDZ is actively managed, while VPL is passively managed. A 0.63 correlation means they provide meaningful diversification when combined. INDZ charges 0.75%/yr vs 0.08%/yr for VPL.

Performance

INDZ vs. VPL - Performance Comparison

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

Returns By Period

INDZ

• 1D: -0.34%
• 1M: 2.06%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VPL

• 1D: -0.11%
• 1M: -1.05%
• YTD: 27.12%
• 6M: 26.22%
• 1Y: 44.81%
• 3Y*: 21.91%
• 5Y*: 10.27%
• 10Y*: 10.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

INDZ vs. VPL - Yearly Performance Comparison

	2026 (YTD)
INDZ VanEck India Select ETF	2.40%
VPL Vanguard FTSE Pacific ETF	9.50%

Correlation

The correlation between INDZ and VPL is 0.63, 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 Feb 19, 2026	0.63

Return for Risk

INDZ vs. VPL — Risk / Return Rank

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

INDZ

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

VPL

VPL Risk / Return Rank: 74
VPL Sharpe Ratio Rank: 74
VPL Sortino Ratio Rank: 66
VPL Omega Ratio Rank: 76
VPL Calmar Ratio Rank: 76
VPL Martin Ratio Rank: 78

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.

INDZ vs. VPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck India Select ETF (INDZ) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	INDZ	VPL	Difference
Sharpe ratio: Return per unit of total volatility	—	2.02	—
Sortino ratio: Return per unit of downside risk	—	2.61	—
Omega ratio: Gain probability vs. loss probability	—	1.38	—
Calmar ratio: Return relative to maximum drawdown	—	3.38	—
Martin ratio: Return relative to average drawdown	—	12.66	—

Drawdowns

INDZ vs. VPL - Drawdown Comparison

The maximum INDZ drawdown since its inception was -15.19%, smaller than the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for INDZ and VPL.

Drawdown Indicators

	INDZ	VPL	Difference
Max Drawdown Largest peak-to-trough decline	-15.19%	-55.49%	+40.30%
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	-1.50%	-4.81%	+3.31%
Average Drawdown Average peak-to-trough decline	-4.59%	-11.61%	+7.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.55%	—

Volatility

Volatility by Period

	INDZ	VPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.58%	—
Volatility (6M) Calculated over the trailing 6-month period	—	20.03%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.15%	22.30%	+1.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.15%	17.95%	+6.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.15%	17.51%	+6.64%

INDZ vs. VPL - Expense Ratio Comparison

INDZ has a 0.75% expense ratio, which is higher than VPL's 0.08% expense ratio.

Dividends

INDZ vs. VPL - Dividend Comparison

INDZ has not paid dividends to shareholders, while VPL's dividend yield for the trailing twelve months is around 2.63%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INDZ VanEck India Select 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	2.63%	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

Can I hold both INDZ and VPL in my portfolio?

INDZ and VPL have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, INDZ or VPL?

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.

Which ETF is cheaper, INDZ or VPL?

VPL is cheaper with a 0.08% expense ratio, compared with 0.75% for INDZ.

Which ETF pays a higher dividend yield, INDZ or VPL?

VPL has the higher dividend yield at 2.63%, compared with 0.00% for INDZ.

What is the main difference between INDZ and VPL?

They also come from different issuers: VanEck and Vanguard. Their fees differ too: 0.75% for INDZ and 0.08% for VPL.