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

ETF Info

ISINIE00BKX55S42
IssuerVanguard
Inception DateSep 30, 2014
CategoryEurope Equities
Index TrackedMSCI Europe Ex UK NR EUR
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for VERX.AS: 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%

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.


Vanguard FTSE Developed Europe ex-UK UCITS ETF

Popular comparisons: VERX.AS vs. IEUX.L, VERX.AS vs. ISX5.L, VERX.AS vs. CSX5.L, VERX.AS vs. VOO, VERX.AS vs. VUSA.AS, VERX.AS vs. VHVG.L, VERX.AS vs. VERG.L

Performance

Performance Chart

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


100.00%150.00%200.00%250.00%FebruaryMarchAprilMayJuneJuly
124.25%
240.04%
VERX.AS (Vanguard FTSE Developed Europe ex-UK UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard FTSE Developed Europe ex-UK UCITS ETF had a return of 7.97% year-to-date (YTD) and 12.64% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.97%15.41%
1 month-1.17%0.33%
6 months10.01%13.74%
1 year12.64%21.39%
5 years (annualized)8.77%13.11%
10 years (annualized)N/A10.77%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.65%2.40%3.86%-2.18%4.18%-1.29%7.97%
20237.80%1.31%0.67%2.41%-2.25%2.71%1.93%-2.56%-2.44%-3.33%7.62%3.99%18.49%
2022-4.94%-4.18%1.12%-1.32%-1.06%-8.41%8.11%-5.33%-6.32%6.41%7.12%-3.35%-12.99%
2021-1.07%2.15%6.45%2.37%2.80%1.99%2.22%2.24%-3.91%4.99%-2.52%5.29%24.93%
2020-0.59%-7.56%-13.73%6.12%4.44%3.88%-0.58%3.27%-0.92%-5.39%13.96%2.52%2.62%
20195.71%3.80%2.01%4.28%-4.59%5.12%0.24%-0.78%3.18%1.05%2.62%1.53%26.48%
20182.70%-3.67%-2.27%3.91%-0.97%-0.46%4.32%-1.77%-0.04%-5.79%-0.62%-5.29%-10.04%
2017-0.04%2.67%4.32%2.43%1.76%-2.08%-0.28%-0.45%3.89%2.02%-2.05%-0.55%12.01%
2016-6.46%-2.56%1.88%1.56%2.32%-4.38%4.14%0.79%-0.09%0.51%-0.66%6.40%2.77%
20157.68%6.87%2.13%0.14%1.13%-4.57%5.00%-8.36%-4.40%8.27%3.08%-4.67%11.16%
20143.36%6.68%-2.12%7.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VERX.AS is 60, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VERX.AS is 6060
VERX.AS (Vanguard FTSE Developed Europe ex-UK UCITS ETF)
The Sharpe Ratio Rank of VERX.AS is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of VERX.AS is 5959Sortino Ratio Rank
The Omega Ratio Rank of VERX.AS is 5757Omega Ratio Rank
The Calmar Ratio Rank of VERX.AS is 6868Calmar Ratio Rank
The Martin Ratio Rank of VERX.AS is 5757Martin 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 (VERX.AS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VERX.AS
Sharpe ratio
The chart of Sharpe ratio for VERX.AS, currently valued at 1.15, compared to the broader market0.002.004.006.001.15
Sortino ratio
The chart of Sortino ratio for VERX.AS, currently valued at 1.72, compared to the broader market0.005.0010.0015.001.72
Omega ratio
The chart of Omega ratio for VERX.AS, currently valued at 1.20, compared to the broader market1.002.003.001.20
Calmar ratio
The chart of Calmar ratio for VERX.AS, currently valued at 1.21, compared to the broader market0.005.0010.0015.0020.001.21
Martin ratio
The chart of Martin ratio for VERX.AS, currently valued at 3.94, compared to the broader market0.0050.00100.00150.003.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current Vanguard FTSE Developed Europe ex-UK UCITS ETF Sharpe ratio is 1.15. 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 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.15
2.24
VERX.AS (Vanguard FTSE Developed Europe ex-UK UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE Developed Europe ex-UK UCITS ETF granted a 2.80% dividend yield in the last twelve months. The annual payout for that period amounted to €1.11 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend€1.11€1.04€0.99€0.89€0.62€0.89€0.82€0.80€0.76€0.71€0.03

Dividend yield

2.80%2.75%3.05%2.29%1.96%2.83%3.20%2.71%2.81%2.61%0.11%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE Developed Europe ex-UK UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.12€0.00€0.00€0.79€0.00€0.91
2023€0.00€0.00€0.12€0.00€0.00€0.72€0.00€0.00€0.10€0.00€0.00€0.10€1.04
2022€0.00€0.00€0.10€0.00€0.00€0.72€0.00€0.00€0.07€0.00€0.00€0.10€0.99
2021€0.00€0.00€0.10€0.00€0.00€0.48€0.00€0.00€0.09€0.00€0.00€0.21€0.89
2020€0.00€0.00€0.11€0.00€0.00€0.25€0.00€0.00€0.17€0.00€0.00€0.10€0.62
2019€0.00€0.00€0.11€0.00€0.00€0.63€0.00€0.00€0.09€0.00€0.00€0.07€0.89
2018€0.00€0.00€0.08€0.00€0.00€0.60€0.00€0.00€0.07€0.00€0.00€0.07€0.82
2017€0.00€0.00€0.10€0.00€0.00€0.56€0.00€0.00€0.07€0.00€0.00€0.07€0.80
2016€0.00€0.00€0.08€0.00€0.00€0.51€0.00€0.00€0.10€0.00€0.00€0.07€0.76
2015€0.00€0.00€0.09€0.00€0.00€0.52€0.00€0.00€0.05€0.00€0.00€0.04€0.71
2014€0.03€0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.67%
-2.75%
VERX.AS (Vanguard FTSE Developed Europe ex-UK UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Developed Europe ex-UK UCITS ETF. 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 was 34.59%, occurring on Mar 18, 2020. Recovery took 228 trading sessions.

The current Vanguard FTSE Developed Europe ex-UK UCITS ETF drawdown is 3.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.59%Feb 20, 202020Mar 18, 2020228Feb 8, 2021248
-25.15%Apr 14, 2015174Feb 11, 2016281Apr 24, 2017455
-22.89%Jan 6, 2022189Sep 29, 2022305Dec 6, 2023494
-16.09%Jan 24, 2018237Dec 27, 201880Apr 23, 2019317
-7.56%Dec 10, 20142Dec 15, 20148Jan 21, 201510

Volatility

Volatility Chart

The current Vanguard FTSE Developed Europe ex-UK UCITS ETF volatility is 3.17%, 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%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.17%
2.92%
VERX.AS (Vanguard FTSE Developed Europe ex-UK UCITS ETF)
Benchmark (^GSPC)