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VPL vs. DVYA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VPL vs. DVYA

Last updated Aug 2, 2026
Documentation

VPL (Vanguard FTSE Pacific ETF) and DVYA (iShares Asia/Pacific Dividend ETF) are both Asia Pacific Equities funds - VPL tracks the FTSE Developed Asia Pacific Index while DVYA tracks the Dow Jones Asia/Pacific Select Dividend 30 Index. Both are passively managed. Over the past 10 years, VPL returned 9.52%/yr vs 6.79%/yr for DVYA. Their 0.76 correlation means they have sometimes moved together and sometimes differently. VPL charges 0.08%/yr vs 0.49%/yr for DVYA.

Performance

VPL vs. DVYA - Performance Comparison

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

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Returns By Period

In the year-to-date period, VPL achieves a 20.61% return, which is significantly higher than DVYA's 18.30% return. Over the past 10 years, VPL has outperformed DVYA with an annualized return of 9.52%, while DVYA has yielded a comparatively lower 6.79% annualized return.

VPL

1D
-1.01%
1M
-2.62%
6M
10.34%
YTD
20.61%
1Y
37.66%
3Y*
18.88%
5Y*
9.33%
10Y*
9.52%
ALL TIME*
6.48%

DVYA

1D
-1.13%
1M
7.37%
6M
8.64%
YTD
18.30%
1Y
34.49%
3Y*
21.13%
5Y*
11.74%
10Y*
6.79%
ALL TIME*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DVYA

iShares Asia/Pacific Dividend ETF
$212.36K$337.83K$289.89K

VPL

Vanguard FTSE Pacific ETF
$40.49M$47.90M$62.42M

VPL vs. DVYA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VPL
Vanguard FTSE Pacific ETF		20.61%32.66%1.68%15.58%-15.20%1.10%16.65%18.16%-14.40%28.85%
DVYA
iShares Asia/Pacific Dividend ETF		18.30%30.22%6.05%13.75%-2.17%3.41%-9.61%14.70%-14.87%16.99%

Correlation

The correlation between VPL and DVYA is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.66

Correlation (3Y)
Balances recent behavior with more history.

0.74

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (10Y)
Provides a long-term view across more market conditions.

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2012

0.76

The correlation between VPL and DVYA shifts across timeframes, from 0.66 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.

VPL vs. DVYA - Sectors Allocation Comparison

Sectors
VPL
DVYA

Technology

31.6%
1.6%

Financial Services

17.8%
34.1%

Industrials

17.4%
6.3%

Consumer Cyclical

8.8%
10.9%

Basic Materials

6.5%
15.4%

Communication Services

4.4%
4.3%

Healthcare

4.3%
3.7%

Real Estate

3.6%
9.6%

Consumer Defensive

3.2%
4.8%

Utilities

1.3%
4.2%

Energy

1.1%
5.0%

Technology

VPL
31.6%
DVYA
1.6%

Financial Services

VPL
17.8%
DVYA
34.1%

Industrials

VPL
17.4%
DVYA
6.3%

Consumer Cyclical

VPL
8.8%
DVYA
10.9%

Basic Materials

VPL
6.5%
DVYA
15.4%

Communication Services

VPL
4.4%
DVYA
4.3%

Healthcare

VPL
4.3%
DVYA
3.7%

Real Estate

VPL
3.6%
DVYA
9.6%

Consumer Defensive

VPL
3.2%
DVYA
4.8%

Utilities

VPL
1.3%
DVYA
4.2%

Energy

VPL
1.1%
DVYA
5.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard FTSE Pacific ETF

iShares Asia/Pacific Dividend ETF

Often compared with VPL:
VPL vs. AAXJVPL vs. VEAVPL vs. VWOVPL vs. VXUSVPL vs. IPACVPL vs. VGKVPL vs. VEU
Often compared with DVYA:
DVYA vs. VYMDVYA vs. DVYEDVYA vs. IDVDVYA vs. CNDVYA vs. BBCADVYA vs. EPDPXDVYA vs. DVY

Return for Risk

VPL vs. DVYA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
VPL
VPL Risk / Return Rank: 7272
Overall Rank
VPL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 6565
Sortino Ratio Rank
VPL Omega Ratio Rank: 7373
Omega Ratio Rank
VPL Calmar Ratio Rank: 8080
Calmar Ratio Rank
VPL Martin Ratio Rank: 7171
Martin Ratio Rank
DVYA
DVYA Risk / Return Rank: 9191
Overall Rank
DVYA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DVYA Sortino Ratio Rank: 9393
Sortino Ratio Rank
DVYA Omega Ratio Rank: 9292
Omega Ratio Rank
DVYA Calmar Ratio Rank: 9191
Calmar Ratio Rank
DVYA Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VPL vs. DVYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) 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.

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.

VPLDVYADifference
Sharpe ratioReturn per unit of total volatility
1.59
2.64

-1.04

Sortino ratioReturn per unit of downside risk
2.16
3.53

-1.37

Omega ratioGain probability vs. loss probability

1.30

1.46

-0.16

Calmar ratioReturn relative to maximum drawdown

2.84

4.05

-1.21

Martin ratioReturn relative to average drawdown

8.65

12.02

-3.37

VPL vs. DVYA - Sharpe Ratio Comparison

The current VPL Sharpe Ratio is 1.59, which is lower than the DVYA Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of VPL and DVYA, 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

VPL vs. DVYA - Drawdown Comparison

The maximum VPL drawdown since its inception was -55.49%, which is greater than DVYA's maximum drawdown of -45.61%. Use the drawdown chart below to compare losses from any high point for VPL and DVYA.

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Drawdown Indicators

VPLDVYADifference

Max Drawdown

Largest peak-to-trough decline

-55.49%

-45.61%

-9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-8.64%

-4.69%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

-19.15%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

-25.18%

-5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-45.61%

+11.71%

Current Drawdown

Current decline from peak

-9.69%

-1.13%

-8.56%

Average Drawdown

Average peak-to-trough decline

-11.59%

-9.99%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

2.91%

+1.46%

Volatility

VPL vs. DVYA - Volatility Comparison

Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 9.21% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 3.28%. This indicates that VPL'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

VPLDVYADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.21%

3.28%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

21.74%

10.89%

+10.85%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

13.32%

+10.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

15.14%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

17.40%

+0.33%

VPL vs. DVYA - Expense Ratio Comparison

VPL has a 0.08% expense ratio, which is lower than DVYA's 0.49% expense ratio.

Dividends

VPL vs. DVYA - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 2.77%, less than DVYA's 4.38% yield.

PositionTTM20252024202320222021202020192018201720162015
DVYA
iShares Asia/Pacific Dividend ETF		4.38%4.71%5.97%6.48%7.29%5.81%3.66%5.52%6.24%4.74%4.79%5.33%
VPL
Vanguard FTSE Pacific ETF		2.77%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Frequently Asked Questions

VPL and DVYA have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPL has higher volatility (9.21%) compared to DVYA (3.28%). In terms of maximum drawdown, VPL dropped -55.49% vs DVYA's -45.61%.

On 10-year performance, VPL leads with 9.52% vs 6.79% for DVYA. On fees, VPL is cheaper at 0.08% per year. On volatility, DVYA has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VPL has performed better with a 9.52% return vs 6.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VPL is cheaper with a 0.08% expense ratio, compared with 0.49% for DVYA.

DVYA has the higher dividend yield at 4.38%, compared with 2.77% for VPL.

VPL tracks FTSE Developed Asia Pacific Index, while DVYA tracks Dow Jones Asia/Pacific Select Dividend 30 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.08% for VPL and 0.49% for DVYA.

DVYA currently has the higher Sharpe Ratio (2.64 vs 1.59), 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.

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