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VPL vs. EWY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPL vs. EWY - Performance Comparison

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

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VPL vs. EWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EWY
iShares MSCI South Korea ETF
26.53%95.33%-20.48%19.05%-26.59%-7.58%39.43%7.97%-20.37%44.97%

Returns By Period

In the year-to-date period, VPL achieves a 8.11% return, which is significantly lower than EWY's 26.53% return. Over the past 10 years, VPL has underperformed EWY with an annualized return of 9.19%, while EWY has yielded a comparatively higher 11.06% annualized return.


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%

EWY

1D
5.65%
1M
-18.74%
YTD
26.53%
6M
57.02%
1Y
132.74%
3Y*
29.24%
5Y*
8.53%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPL vs. EWY - Expense Ratio Comparison

VPL has a 0.08% expense ratio, which is lower than EWY's 0.59% expense ratio.


Return for Risk

VPL vs. EWY — Risk / Return Rank

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

VPL
VPL Risk / Return Rank: 9191
Overall Rank
VPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
VPL Omega Ratio Rank: 9191
Omega Ratio Rank
VPL Calmar Ratio Rank: 9090
Calmar Ratio Rank
VPL Martin Ratio Rank: 9191
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9898
Overall Rank
EWY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9898
Sortino Ratio Rank
EWY Omega Ratio Rank: 9797
Omega Ratio Rank
EWY Calmar Ratio Rank: 9898
Calmar Ratio Rank
EWY Martin Ratio Rank: 9898
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.

VPL vs. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and iShares MSCI South Korea ETF (EWY). 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.


VPLEWYDifference

Sharpe ratio

Return per unit of total volatility

1.95

3.68

-1.73

Sortino ratio

Return per unit of downside risk

2.58

3.87

-1.29

Omega ratio

Gain probability vs. loss probability

1.38

1.55

-0.17

Calmar ratio

Return relative to maximum drawdown

2.91

5.61

-2.70

Martin ratio

Return relative to average drawdown

11.94

22.88

-10.94

VPL vs. EWY - Sharpe Ratio Comparison

The current VPL Sharpe Ratio is 1.95, which is lower than the EWY Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of VPL and EWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VPLEWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

3.68

-1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.32

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.42

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.27

+0.03

Correlation

The correlation between VPL and EWY is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VPL vs. EWY - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 3.28%, more than EWY's 1.66% yield.


TTM20252024202320222021202020192018201720162015
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%
EWY
iShares MSCI South Korea ETF
1.66%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%

Drawdowns

VPL vs. EWY - Drawdown Comparison

The maximum VPL drawdown since its inception was -55.49%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for VPL and EWY.


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Drawdown Indicators


VPLEWYDifference

Max Drawdown

Largest peak-to-trough decline

-55.49%

-74.14%

+18.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-23.08%

+9.75%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

-48.55%

+17.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-49.73%

+15.83%

Current Drawdown

Current decline from peak

-10.28%

-18.74%

+8.46%

Average Drawdown

Average peak-to-trough decline

-11.71%

-20.23%

+8.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

5.66%

-2.41%

Volatility

VPL vs. EWY - Volatility Comparison

The current volatility for Vanguard FTSE Pacific ETF (VPL) is 10.59%, while iShares MSCI South Korea ETF (EWY) has a volatility of 22.66%. This indicates that VPL experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPLEWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

22.66%

-12.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

31.11%

-16.38%

Volatility (1Y)

Calculated over the trailing 1-year period

20.49%

36.32%

-15.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

26.61%

-9.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

26.19%

-9.09%