THD vs. VPL
Compare and contrast key facts about iShares MSCI Thailand ETF (THD) and Vanguard FTSE Pacific ETF (VPL).
THD and VPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THD is a passively managed fund by iShares that tracks the performance of the MSCI Thailand Investable Market Index. It was launched on Mar 26, 2008. 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 THD 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.
Performance
THD vs. VPL - Performance Comparison
Loading graphics...
THD vs. VPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
THD iShares MSCI Thailand ETF | 16.27% | 2.36% | -2.21% | -12.63% | 1.22% | 1.87% | -9.89% | 8.32% | -8.25% | 31.45% |
VPL Vanguard FTSE Pacific ETF | 8.11% | 32.66% | 1.68% | 15.58% | -15.20% | 1.10% | 16.65% | 18.16% | -14.40% | 28.85% |
Returns By Period
In the year-to-date period, THD achieves a 16.27% return, which is significantly higher than VPL's 8.11% return. Over the past 10 years, THD has underperformed VPL with an annualized return of 3.09%, while VPL has yielded a comparatively higher 9.19% annualized return.
THD
- 1D
- 3.63%
- 1M
- -7.55%
- YTD
- 16.27%
- 6M
- 19.40%
- 1Y
- 38.44%
- 3Y*
- 1.39%
- 5Y*
- -0.40%
- 10Y*
- 3.09%
VPL
- 1D
- 3.52%
- 1M
- -10.28%
- YTD
- 8.11%
- 6M
- 14.30%
- 1Y
- 39.82%
- 3Y*
- 16.85%
- 5Y*
- 6.86%
- 10Y*
- 9.19%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
THD vs. VPL - Expense Ratio Comparison
THD has a 0.59% expense ratio, which is higher than VPL's 0.08% expense ratio.
Return for Risk
THD vs. VPL — Risk / Return Rank
THD
VPL
THD vs. VPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) 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.
| THD | VPL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.95 | -0.49 |
Sortino ratioReturn per unit of downside risk | 2.25 | 2.58 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.91 | -0.12 |
Martin ratioReturn relative to average drawdown | 7.61 | 11.94 | -4.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| THD | VPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.95 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.41 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.54 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.30 | -0.13 |
Correlation
The correlation between THD and VPL is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
THD vs. VPL - Dividend Comparison
THD's dividend yield for the trailing twelve months is around 2.89%, less than VPL's 3.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THD iShares MSCI Thailand ETF | 2.89% | 3.36% | 3.15% | 2.92% | 2.41% | 3.16% | 2.31% | 2.42% | 2.57% | 2.16% | 2.61% | 3.58% |
VPL Vanguard FTSE Pacific ETF | 3.28% | 4.01% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% |
Drawdowns
THD vs. VPL - Drawdown Comparison
The maximum THD drawdown since its inception was -64.22%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for THD and VPL.
Loading graphics...
Drawdown Indicators
| THD | VPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.22% | -55.49% | -8.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -13.33% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -40.24% | -31.09% | -9.15% |
Max Drawdown (10Y)Largest decline over 10 years | -49.32% | -33.90% | -15.42% |
Current DrawdownCurrent decline from peak | -14.62% | -10.28% | -4.34% |
Average DrawdownAverage peak-to-trough decline | -18.34% | -11.71% | -6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 3.25% | +1.68% |
Volatility
THD vs. VPL - Volatility Comparison
iShares MSCI Thailand ETF (THD) and Vanguard FTSE Pacific ETF (VPL) have volatilities of 10.58% and 10.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| THD | VPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 10.59% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 17.11% | 14.73% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.30% | 20.49% | +5.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.59% | 16.81% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.50% | 17.10% | +4.40% |