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VEURX vs. EPP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEURX vs. EPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard European Stock Index Fund (VEURX) and iShares MSCI Pacific ex Japan ETF (EPP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEURX achieves a 7.18% return, which is significantly lower than EPP's 8.62% return. Over the past 10 years, VEURX has outperformed EPP with an annualized return of 9.81%, while EPP has yielded a comparatively lower 7.79% annualized return.


VEURX

1D
2.88%
1M
3.81%
YTD
7.18%
6M
9.34%
1Y
19.02%
3Y*
16.61%
5Y*
8.26%
10Y*
9.81%

EPP

1D
0.66%
1M
-0.31%
YTD
8.62%
6M
9.61%
1Y
15.65%
3Y*
12.24%
5Y*
4.53%
10Y*
7.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEURX vs. EPP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEURX
Vanguard European Stock Index Fund
7.18%35.20%1.88%19.83%-16.16%16.14%6.29%24.02%-14.88%26.81%
EPP
iShares MSCI Pacific ex Japan ETF
8.62%19.70%4.76%5.76%-6.59%4.26%6.04%18.30%-10.78%26.05%

Correlation

The correlation between VEURX and EPP is 0.79, 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

0.79

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

0.79

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

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2001

0.75

The correlation between VEURX and EPP has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

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Return for Risk

VEURX vs. EPP — Risk / Return Rank

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

VEURX
VEURX Risk / Return Rank: 2727
Overall Rank
VEURX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VEURX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VEURX Omega Ratio Rank: 2525
Omega Ratio Rank
VEURX Calmar Ratio Rank: 2626
Calmar Ratio Rank
VEURX Martin Ratio Rank: 2929
Martin Ratio Rank

EPP
EPP Risk / Return Rank: 3232
Overall Rank
EPP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EPP Sortino Ratio Rank: 2929
Sortino Ratio Rank
EPP Omega Ratio Rank: 2929
Omega Ratio Rank
EPP Calmar Ratio Rank: 3838
Calmar Ratio Rank
EPP Martin Ratio Rank: 3636
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.

VEURX vs. EPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and iShares MSCI Pacific ex Japan ETF (EPP). 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.


VEURXEPPDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratioReturn relative to maximum drawdown

1.53

1.65

-0.12

Martin ratioReturn relative to average drawdown

5.58

4.95

+0.63

VEURX vs. EPP - Sharpe Ratio Comparison

The current VEURX Sharpe Ratio is 1.16, which is comparable to the EPP Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VEURX and EPP, 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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Drawdowns

VEURX vs. EPP - Drawdown Comparison

The maximum VEURX drawdown since its inception was -63.33%, roughly equal to the maximum EPP drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for VEURX and EPP.


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Drawdown Indicators


VEURXEPPDifference

Max Drawdown

Largest peak-to-trough decline

-63.33%

-66.01%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-8.79%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-13.97%

-19.29%

+5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-32.81%

-25.31%

-7.50%

Max Drawdown (10Y)

Largest decline over 10 years

-37.03%

-39.30%

+2.27%

Current Drawdown

Current decline from peak

-1.05%

-3.64%

+2.59%

Average Drawdown

Average peak-to-trough decline

-12.66%

-10.61%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.93%

+0.34%

Volatility

VEURX vs. EPP - Volatility Comparison

Vanguard European Stock Index Fund (VEURX) and iShares MSCI Pacific ex Japan ETF (EPP) have volatilities of 5.60% and 5.46%, 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


VEURXEPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.46%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

12.74%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.70%

15.18%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

17.51%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

19.14%

-0.91%

VEURX vs. EPP - Expense Ratio Comparison

VEURX has a 0.25% expense ratio, which is lower than EPP's 0.48% expense ratio.


Dividends

VEURX vs. EPP - Dividend Comparison

VEURX's dividend yield for the trailing twelve months is around 2.62%, less than EPP's 3.47% yield.


PositionTTM20252024202320222021202020192018201720162015
EPP
iShares MSCI Pacific ex Japan ETF
3.47%3.77%3.81%4.10%4.37%4.58%2.28%3.89%5.00%4.15%3.96%4.90%
VEURX
Vanguard European Stock Index Fund
2.62%2.70%3.44%3.00%3.07%2.90%1.97%3.14%3.77%2.55%3.35%3.09%

Frequently Asked Questions


VEURX and EPP have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEURX has higher volatility (5.60%) compared to EPP (5.46%). In terms of maximum drawdown, VEURX dropped -63.33% vs EPP's -66.01%.

VEURX currently has the higher Sharpe Ratio (1.16 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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