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Vanguard ESG Developed Europe All Cap UCITS ETF EU...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Vanguard
Inception Date
Aug 16, 2022
Leveraged
1x (No leverage)
Index Tracked
FTSE Developed Europe All Cap Choice Index
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

V3EA.L is traded in GBP, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBP using the latest available exchange rates.

Returns By Period

Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation (V3EA.L) has returned -4.15% so far this year and 12.16% over the past 12 months.


Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation

1D
0.94%
1M
-9.64%
YTD
-4.15%
6M
2.07%
1Y
12.16%
3Y*
9.49%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.61%
1M
-3.22%
YTD
-2.82%
6M
-0.72%
1Y
13.66%
3Y*
14.01%
5Y*
11.18%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 18, 2022, V3EA.L's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, your investment would double in approximately 6.8 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jan 2025 with a return of +7.2%, while the worst month was Mar 2026 at -9.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, V3EA.L closed higher 55% of trading days. The best single day was Apr 10, 2025 with a return of +4.0%, while the worst single day was Apr 4, 2025 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.66%4.33%-9.64%-4.15%
20257.16%1.66%-3.28%1.79%3.90%-0.12%1.31%1.28%1.39%3.03%0.58%2.77%23.30%
2024-0.11%1.86%3.91%-1.58%4.03%-0.87%1.18%1.57%-1.77%-2.25%-0.47%-0.95%4.37%
20236.08%0.84%-0.08%2.26%-3.72%1.63%2.30%-2.60%-0.62%-3.94%6.37%5.11%13.73%
2022-3.53%-5.74%3.71%7.09%-0.17%0.83%

Benchmark Metrics

Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation has an annualized alpha of 9.06%, beta of 0.27, and R² of 0.10 versus S&P 500 Index. Calculated based on daily prices since August 19, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (65.07%) than losses (40.71%) — typical of diversified or defensive assets.
  • Beta of 0.27 may look defensive, but with R² of 0.10 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.10 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
9.06%
Beta
0.27
0.10
Upside Capture
65.07%
Downside Capture
40.71%

Expense Ratio

V3EA.L has an expense ratio of 0.12%, which is considered low.


Return for Risk

Risk / Return Rank

V3EA.L ranks 40 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


V3EA.L Risk / Return Rank: 4040
Overall Rank
V3EA.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
V3EA.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
V3EA.L Omega Ratio Rank: 4242
Omega Ratio Rank
V3EA.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
V3EA.L Martin Ratio Rank: 3838
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation (V3EA.L) and compare them to a chosen benchmark (S&P 500 Index).


V3EA.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.73

+0.13

Sortino ratio

Return per unit of downside risk

1.19

1.14

+0.05

Omega ratio

Gain probability vs. loss probability

1.17

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

0.94

1.24

-0.29

Martin ratio

Return relative to average drawdown

3.57

4.87

-1.30

Explore V3EA.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation was 12.57%, occurring on Apr 7, 2025. Recovery took 25 trading sessions.

The current Vanguard ESG Developed Europe All Cap UCITS ETF EUR Accumulation drawdown is 9.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.57%Mar 7, 202522Apr 7, 202525May 15, 202547
-11.6%Mar 2, 202615Mar 20, 2026
-10.95%Aug 19, 202238Oct 13, 202220Nov 10, 202258
-8.64%Apr 25, 2023130Oct 27, 202332Dec 12, 2023162
-7.83%Feb 6, 202330Mar 17, 202323Apr 21, 202353

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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