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Vanguard FTSE Developed Europe ex UK UCITS ETF (EU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BK5BQY34

WKN

A2PLBL

Issuer

Vanguard

Inception Date

Jul 23, 2019

Leveraged

1x

Index Tracked

MSCI Europe Ex UK NR EUR

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
VERG.L vs. VEUA.L VERG.L vs. CS51.L VERG.L vs. XUEK.L VERG.L vs. VEUR.AS VERG.L vs. VUAG.L VERG.L vs. XLK VERG.L vs. VUKG.L VERG.L vs. VWCE.DE VERG.L vs. VWRP.L VERG.L vs. VERX.AS
Popular comparisons:
VERG.L vs. VEUA.L VERG.L vs. CS51.L VERG.L vs. XUEK.L VERG.L vs. VEUR.AS VERG.L vs. VUAG.L VERG.L vs. XLK VERG.L vs. VUKG.L VERG.L vs. VWCE.DE VERG.L vs. VWRP.L VERG.L vs. VERX.AS

Performance

Performance Chart

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


40.00%50.00%60.00%70.00%80.00%90.00%JuneJulyAugustSeptemberOctoberNovember
39.76%
92.14%
VERG.L (Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating had a return of 1.99% year-to-date (YTD) and 8.13% in the last 12 months.


VERG.L

YTD

1.99%

1M

-3.44%

6M

-6.12%

1Y

8.13%

5Y (annualized)

6.89%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

The table below presents the monthly returns of VERG.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.33%2.62%3.82%-2.26%3.80%-1.54%-0.08%1.66%-1.47%-2.17%1.99%
20236.22%0.79%0.97%2.02%-4.14%2.67%1.85%-2.62%-1.23%-2.98%6.38%5.10%15.33%
2022-5.68%-3.44%1.83%-2.15%0.41%-7.27%5.34%-2.33%-4.84%4.27%7.49%0.07%-7.22%
2021-2.79%0.20%4.71%4.58%1.96%1.10%1.71%2.77%-3.54%2.95%-1.32%3.44%16.49%
2020-1.77%-5.24%-11.60%4.41%8.41%4.91%-1.31%2.77%0.25%-6.32%13.77%2.67%8.72%
20190.38%-1.77%1.53%-1.58%1.17%1.44%1.12%

Expense Ratio

VERG.L has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VERG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VERG.L is 23, indicating that it is in the bottom 23% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VERG.L is 2323
Combined Rank
The Sharpe Ratio Rank of VERG.L is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VERG.L is 1818
Sortino Ratio Rank
The Omega Ratio Rank of VERG.L is 1717
Omega Ratio Rank
The Calmar Ratio Rank of VERG.L is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VERG.L is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VERG.L, currently valued at 0.65, compared to the broader market0.002.004.000.652.48
The chart of Sortino ratio for VERG.L, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.0012.000.963.33
The chart of Omega ratio for VERG.L, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.46
The chart of Calmar ratio for VERG.L, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.913.58
The chart of Martin ratio for VERG.L, currently valued at 2.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.4515.96
VERG.L
^GSPC

The current Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating Sharpe ratio is 0.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.65
2.08
VERG.L (Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)

Dividends

Dividend History


Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating 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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.88%
-1.37%
VERG.L (Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating. 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 FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating was 27.55%, occurring on Mar 16, 2020. Recovery took 123 trading sessions.

The current Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating drawdown is 6.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.55%Feb 20, 202018Mar 16, 2020123Sep 11, 2020141
-20.39%Nov 15, 2021227Oct 13, 202278Feb 3, 2023305
-10.18%Sep 16, 202033Oct 30, 20208Nov 11, 202041
-8.59%Apr 25, 2023130Oct 27, 202330Dec 8, 2023160
-7.6%Jun 7, 2024113Nov 13, 2024

Volatility

Volatility Chart

The current Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating volatility is 3.23%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.23%
4.01%
VERG.L (Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)