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IPAC vs. DVYA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPAC vs. DVYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Pacific ETF (IPAC) and iShares Asia/Pacific Dividend ETF (DVYA). The values are adjusted to include any dividend payments, if applicable.

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IPAC vs. DVYA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPAC
iShares Core MSCI Pacific ETF
4.51%25.16%6.18%14.51%-13.68%3.09%12.39%19.44%-12.78%25.97%
DVYA
iShares Asia/Pacific Dividend ETF
9.80%30.22%6.05%13.75%-2.17%3.41%-9.61%14.70%-14.87%16.99%

Returns By Period

In the year-to-date period, IPAC achieves a 4.51% return, which is significantly lower than DVYA's 9.80% return. Over the past 10 years, IPAC has outperformed DVYA with an annualized return of 8.70%, while DVYA has yielded a comparatively lower 7.47% annualized return.


IPAC

1D
3.03%
1M
-8.21%
YTD
4.51%
6M
7.48%
1Y
28.41%
3Y*
14.70%
5Y*
6.30%
10Y*
8.70%

DVYA

1D
2.21%
1M
-6.15%
YTD
9.80%
6M
16.60%
1Y
42.30%
3Y*
19.30%
5Y*
9.83%
10Y*
7.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPAC vs. DVYA - Expense Ratio Comparison

IPAC has a 0.09% expense ratio, which is lower than DVYA's 0.49% expense ratio.


Return for Risk

IPAC vs. DVYA — Risk / Return Rank

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

IPAC
IPAC Risk / Return Rank: 8282
Overall Rank
IPAC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IPAC Sortino Ratio Rank: 8282
Sortino Ratio Rank
IPAC Omega Ratio Rank: 8080
Omega Ratio Rank
IPAC Calmar Ratio Rank: 8484
Calmar Ratio Rank
IPAC Martin Ratio Rank: 8383
Martin Ratio Rank

DVYA
DVYA Risk / Return Rank: 9595
Overall Rank
DVYA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DVYA Sortino Ratio Rank: 9696
Sortino Ratio Rank
DVYA Omega Ratio Rank: 9696
Omega Ratio Rank
DVYA Calmar Ratio Rank: 9191
Calmar Ratio Rank
DVYA Martin Ratio Rank: 9595
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.

IPAC vs. DVYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ETF (IPAC) and iShares Asia/Pacific Dividend ETF (DVYA). 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.


IPACDVYADifference

Sharpe ratio

Return per unit of total volatility

1.47

2.60

-1.13

Sortino ratio

Return per unit of downside risk

2.07

3.22

-1.15

Omega ratio

Gain probability vs. loss probability

1.30

1.51

-0.21

Calmar ratio

Return relative to maximum drawdown

2.39

3.13

-0.74

Martin ratio

Return relative to average drawdown

9.08

15.73

-6.65

IPAC vs. DVYA - Sharpe Ratio Comparison

The current IPAC Sharpe Ratio is 1.47, which is lower than the DVYA Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of IPAC and DVYA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IPACDVYADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.60

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.66

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.43

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.29

+0.11

Correlation

The correlation between IPAC and DVYA is 0.77, 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.


Dividends

IPAC vs. DVYA - Dividend Comparison

IPAC's dividend yield for the trailing twelve months is around 4.14%, less than DVYA's 4.47% yield.


TTM20252024202320222021202020192018201720162015
IPAC
iShares Core MSCI Pacific ETF
4.14%4.32%3.43%3.16%2.76%4.03%1.68%3.37%2.95%2.98%2.66%2.60%
DVYA
iShares Asia/Pacific Dividend ETF
4.47%4.71%5.97%6.48%7.29%5.81%3.66%5.52%6.24%4.74%4.79%5.33%

Drawdowns

IPAC vs. DVYA - Drawdown Comparison

The maximum IPAC drawdown since its inception was -30.99%, smaller than the maximum DVYA drawdown of -45.61%. Use the drawdown chart below to compare losses from any high point for IPAC and DVYA.


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Drawdown Indicators


IPACDVYADifference

Max Drawdown

Largest peak-to-trough decline

-30.99%

-45.61%

+14.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-13.34%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

-25.59%

-4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-30.99%

-45.61%

+14.62%

Current Drawdown

Current decline from peak

-8.62%

-6.15%

-2.47%

Average Drawdown

Average peak-to-trough decline

-7.55%

-10.16%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.65%

+0.37%

Volatility

IPAC vs. DVYA - Volatility Comparison

iShares Core MSCI Pacific ETF (IPAC) has a higher volatility of 8.46% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 6.20%. This indicates that IPAC's price experiences larger fluctuations and is considered to be riskier than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPACDVYADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

6.20%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

10.04%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

16.38%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

15.02%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

17.58%

-1.00%