VPL vs. SCZ
Compare and contrast key facts about Vanguard FTSE Pacific ETF (VPL) and iShares MSCI EAFE Small-Cap ETF (SCZ).
VPL and SCZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small Cap Index. It was launched on Dec 10, 2007. Both VPL and SCZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPL or SCZ.
Key characteristics
| VPL | SCZ | |
|---|---|---|
| YTD Return | 0.91% | -1.18% |
| 1Y Return | 9.90% | 3.83% |
| 3Y Return (Ann) | -1.04% | -3.92% |
| 5Y Return (Ann) | 4.64% | 3.51% |
| 10Y Return (Ann) | 4.85% | 4.21% |
| Sharpe Ratio | 0.72 | 0.27 |
| Daily Std Dev | 13.61% | 13.72% |
| Max Drawdown | -55.49% | -61.86% |
| Current Drawdown | -7.81% | -17.12% |
Correlation
The correlation between VPL and SCZ is 0.86, 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.
Performance
VPL vs. SCZ - Performance Comparison
In the year-to-date period, VPL achieves a 0.91% return, which is significantly higher than SCZ's -1.18% return. Over the past 10 years, VPL has outperformed SCZ with an annualized return of 4.85%, while SCZ has yielded a comparatively lower 4.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VPL vs. SCZ - Expense Ratio Comparison
VPL has a 0.08% expense ratio, which is lower than SCZ's 0.40% expense ratio.
Risk-Adjusted Performance
VPL vs. SCZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and iShares MSCI EAFE Small-Cap ETF (SCZ). 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.
Dividends
VPL vs. SCZ - Dividend Comparison
VPL's dividend yield for the trailing twelve months is around 3.30%, more than SCZ's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPL Vanguard FTSE Pacific ETF | 3.30% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
SCZ iShares MSCI EAFE Small-Cap ETF | 2.99% | 2.96% | 1.99% | 2.96% | 1.52% | 3.51% | 2.79% | 2.38% | 2.82% | 2.06% | 2.61% | 2.39% |
Drawdowns
VPL vs. SCZ - Drawdown Comparison
The maximum VPL drawdown since its inception was -55.49%, smaller than the maximum SCZ drawdown of -61.86%. Use the drawdown chart below to compare losses from any high point for VPL and SCZ. For additional features, visit the drawdowns tool.
Volatility
VPL vs. SCZ - Volatility Comparison
Vanguard FTSE Pacific ETF (VPL) and iShares MSCI EAFE Small-Cap ETF (SCZ) have volatilities of 4.23% and 4.05%, 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.