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PAC.DE vs. VGEJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAC.DE vs. VGEJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF (PAC.DE) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAC.DE achieves a 8.00% return, which is significantly lower than VGEJ.DE's 50.18% return.


PAC.DE

1D
-0.85%
1M
-0.06%
YTD
8.00%
6M
9.57%
1Y
12.71%
3Y*
9.63%
5Y*
5.97%
10Y*

VGEJ.DE

1D
-3.08%
1M
10.47%
YTD
50.18%
6M
56.12%
1Y
80.18%
3Y*
26.79%
5Y*
15.69%
10Y*
15.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAC.DE vs. VGEJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAC.DE
BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF
8.00%6.73%12.07%2.38%0.50%12.85%-2.66%21.45%-6.04%10.46%
VGEJ.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
50.18%24.74%3.34%10.27%-4.11%14.06%11.18%25.07%-6.90%14.80%

Correlation

The correlation between PAC.DE and VGEJ.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2016

0.82

The correlation between PAC.DE and VGEJ.DE shifts across timeframes, from 0.70 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PAC.DE vs. VGEJ.DE — Risk / Return Rank

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

PAC.DE
PAC.DE Risk / Return Rank: 3434
Overall Rank
PAC.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PAC.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
PAC.DE Omega Ratio Rank: 2929
Omega Ratio Rank
PAC.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
PAC.DE Martin Ratio Rank: 3737
Martin Ratio Rank

VGEJ.DE
VGEJ.DE Risk / Return Rank: 9494
Overall Rank
VGEJ.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEJ.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
VGEJ.DE Omega Ratio Rank: 9595
Omega Ratio Rank
VGEJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGEJ.DE Martin Ratio Rank: 9393
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.

PAC.DE vs. VGEJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF (PAC.DE) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE). 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.


PAC.DEVGEJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.73

Sortino ratioReturn per unit of downside risk

-2.97

Omega ratioGain probability vs. loss probability

1.19

1.69

-0.50

Calmar ratioReturn relative to maximum drawdown

2.00

6.17

-4.17

Martin ratioReturn relative to average drawdown

5.65

24.13

-18.48

PAC.DE vs. VGEJ.DE - Sharpe Ratio Comparison

The current PAC.DE Sharpe Ratio is 1.08, which is lower than the VGEJ.DE Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of PAC.DE and VGEJ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PAC.DEVGEJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

3.80

-2.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.93

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.79

-0.36

Drawdowns

PAC.DE vs. VGEJ.DE - Drawdown Comparison

The maximum PAC.DE drawdown since its inception was -36.90%, roughly equal to the maximum VGEJ.DE drawdown of -36.78%. Use the drawdown chart below to compare losses from any high point for PAC.DE and VGEJ.DE.


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Drawdown Indicators


PAC.DEVGEJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.90%

-36.78%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-12.94%

+6.61%

Max Drawdown (3Y)

Largest decline over 3 years

-20.21%

-19.66%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.21%

-19.66%

-0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

Current Drawdown

Current decline from peak

-2.33%

-3.88%

+1.55%

Average Drawdown

Average peak-to-trough decline

-5.10%

-4.86%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

3.31%

-1.06%

Volatility

PAC.DE vs. VGEJ.DE - Volatility Comparison

The current volatility for BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF (PAC.DE) is 3.19%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) has a volatility of 10.63%. This indicates that PAC.DE experiences smaller price fluctuations and is considered to be less risky than VGEJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAC.DEVGEJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

10.63%

-7.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

18.75%

-9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

20.99%

-9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

16.70%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

19.29%

-2.77%

PAC.DE vs. VGEJ.DE - Expense Ratio Comparison

PAC.DE has a 0.16% expense ratio, which is higher than VGEJ.DE's 0.15% 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

PAC.DE vs. VGEJ.DE - Dividend Comparison

PAC.DE has not paid dividends to shareholders, while VGEJ.DE's dividend yield for the trailing twelve months is around 1.80%.


PositionTTM20252024202320222021202020192018201720162015
PAC.DE
BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE 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%
VGEJ.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
1.80%2.75%5.36%7.33%7.98%7.49%4.34%6.92%7.83%4.28%3.08%2.78%

Frequently Asked Questions


PAC.DE and VGEJ.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGEJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEJ.DE is cheaper with a 0.15% expense ratio, compared with 0.16% for PAC.DE.

PAC.DE tracks MSCI Pacific ex Japan ESG Filtered Min TE, while VGEJ.DE tracks FTSE Developed Asia Pacific ex Japan. They also come from different issuers: BNP Paribas and Vanguard. Their fees differ too: 0.16% for PAC.DE and 0.15% for VGEJ.DE.

Portfolio Optimizer

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