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VDPG.L vs. VAPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VDPG.L vs. VAPX.L

Last updated Jun 5, 2026

VDPG.L (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc) and VAPX.L (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing) are both Asia Pacific Equities funds from Vanguard tracking the MSCI AC Asia Pac Ex JPN NR USD. Both are passively managed. Over the past 5 years, VDPG.L returned 13.72%/yr vs 12.69%/yr for VAPX.L. With a 0.97 correlation, they move nearly in lockstep. Both charge a 0.15% expense ratio.

Performance

VDPG.L vs. VAPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VDPG.L achieves a 53.85% return, which is significantly higher than VAPX.L's 48.85% return.

VDPG.L

1D
-0.73%
1M
15.08%
YTD
53.85%
6M
59.61%
1Y
91.14%
3Y*
26.43%
5Y*
13.72%
10Y*
—

VAPX.L

1D
-3.09%
1M
10.87%
YTD
48.85%
6M
53.84%
1Y
83.65%
3Y*
24.61%
5Y*
12.69%
10Y*
12.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDPG.L vs. VAPX.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc		53.85%30.58%-3.05%4.09%-1.89%1.95%15.56%1.01%
VAPX.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing		48.85%30.80%-3.74%3.63%-1.84%1.30%14.91%0.91%

Correlation

The correlation between VDPG.L and VAPX.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.93

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.97

The correlation between VDPG.L and VAPX.L has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

VDPG.L vs. VAPX.L - Sectors Allocation Comparison

Sectors
VDPG.L
VAPX.L

Technology

30.2%
30.2%

Financial Services

25.3%
25.3%

Industrials

12.5%
12.5%

Basic Materials

9.5%
9.5%

Consumer Cyclical

5.3%
5.3%

Real Estate

4.9%
4.9%

Healthcare

3.3%
3.3%

Consumer Defensive

2.5%
2.5%

Communication Services

2.4%
2.4%

Energy

2.3%
2.3%

Utilities

2.0%
2.0%

Technology

VDPG.L
30.2%
VAPX.L
30.2%

Financial Services

VDPG.L
25.3%
VAPX.L
25.3%

Industrials

VDPG.L
12.5%
VAPX.L
12.5%

Basic Materials

VDPG.L
9.5%
VAPX.L
9.5%

Consumer Cyclical

VDPG.L
5.3%
VAPX.L
5.3%

Real Estate

VDPG.L
4.9%
VAPX.L
4.9%

Healthcare

VDPG.L
3.3%
VAPX.L
3.3%

Consumer Defensive

VDPG.L
2.5%
VAPX.L
2.5%

Communication Services

VDPG.L
2.4%
VAPX.L
2.4%

Energy

VDPG.L
2.3%
VAPX.L
2.3%

Utilities

VDPG.L
2.0%
VAPX.L
2.0%

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Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing

Often compared with VDPG.L:
VDPG.L vs. EMIM.LVDPG.L vs. FDFIXVDPG.L vs. XDEQ.LVDPG.L vs. ETLK.DEVDPG.L vs. SPYVDPG.L vs. FWIA.DEVDPG.L vs. LGAG.L
Often compared with VAPX.L:
VAPX.L vs. HMXJ.LVAPX.L vs. VFEG.LVAPX.L vs. V3PA.DEVAPX.L vs. EIXVAPX.L vs. INAA.LVAPX.L vs. VTVAPX.L vs. SPHD

Return for Risk

VDPG.L vs. VAPX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VDPG.L
VDPG.L Risk / Return Rank: 9595
Overall Rank
VDPG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 9696
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 9494
Martin Ratio Rank
VAPX.L
VAPX.L Risk / Return Rank: 9494
Overall Rank
VAPX.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VAPX.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
VAPX.L Omega Ratio Rank: 9595
Omega Ratio Rank
VAPX.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
VAPX.L Martin Ratio Rank: 9292
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.

VDPG.L vs. VAPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L). 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.

VDPG.LVAPX.LDifference
Sharpe ratioReturn per unit of total volatility
4.56
4.11

+0.45

Sortino ratioReturn per unit of downside risk
5.38
4.98

+0.41

Omega ratioGain probability vs. loss probability

1.81

1.75

+0.07

Calmar ratioReturn relative to maximum drawdown

6.87

6.18

+0.69

Martin ratioReturn relative to average drawdown

25.62

23.27

+2.35

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VDPG.L vs. VAPX.L - Sharpe Ratio Comparison

The current VDPG.L Sharpe Ratio is 4.56, which is comparable to the VAPX.L Sharpe Ratio of 4.11. The chart below compares the historical Sharpe Ratios of VDPG.L and VAPX.L, 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

VDPG.LVAPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.56

4.11

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.79

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.74

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.54

+0.21

Drawdowns

VDPG.L vs. VAPX.L - Drawdown Comparison

The maximum VDPG.L drawdown since its inception was -30.11%, roughly equal to the maximum VAPX.L drawdown of -30.88%. Use the drawdown chart below to compare losses from any high point for VDPG.L and VAPX.L.

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Drawdown Indicators

VDPG.LVAPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.11%

-30.88%

+0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-13.47%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-16.88%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-18.04%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.88%

—

Current Drawdown

Current decline from peak

-0.73%

-3.50%

+2.77%

Average Drawdown

Average peak-to-trough decline

-5.88%

-6.47%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.58%

+0.03%

Volatility

VDPG.L vs. VAPX.L - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) have volatilities of 10.34% and 10.22%, 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.

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Volatility by Period

VDPG.LVAPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

10.22%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

17.86%

17.90%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

20.27%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

16.00%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

17.39%

+1.02%

VDPG.L vs. VAPX.L - Expense Ratio Comparison

Both VDPG.L and VAPX.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

VDPG.L vs. VAPX.L - Dividend Comparison

VDPG.L has not paid dividends to shareholders, while VAPX.L's dividend yield for the trailing twelve months is around 1.54%.

PositionTTM20252024202320222021202020192018201720162015
VAPX.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing		1.54%2.36%3.20%3.30%4.12%2.99%1.81%3.28%3.55%3.07%2.71%3.45%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.93, VDPG.L and VAPX.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VDPG.L and VAPX.L have the same expense ratio: 0.15% per year.

Both ETFs track MSCI AC Asia Pac Ex JPN NR USD.

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