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Vanguard FTSE Developed Europe UCITS ETF (EUR) Acc...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BK5BQX27

WKN

A2PLBK

Issuer

Vanguard

Inception Date

Jul 23, 2019

Leveraged

1x

Index Tracked

MSCI Europe 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:
VEUA.L vs. VERG.L VEUA.L vs. IWQU.L VEUA.L vs. NASL.L VEUA.L vs. UC96.L VEUA.L vs. MEUD.L VEUA.L vs. EUNA.DE VEUA.L vs. ZPRX.DE VEUA.L vs. VGT VEUA.L vs. VWCE.DE VEUA.L vs. VHVG.L
Popular comparisons:
VEUA.L vs. VERG.L VEUA.L vs. IWQU.L VEUA.L vs. NASL.L VEUA.L vs. UC96.L VEUA.L vs. MEUD.L VEUA.L vs. EUNA.DE VEUA.L vs. ZPRX.DE VEUA.L vs. VGT VEUA.L vs. VWCE.DE VEUA.L vs. VHVG.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Vanguard FTSE Developed Europe 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
38.87%
92.14%
VEUA.L (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating had a return of 4.05% year-to-date (YTD) and 9.83% in the last 12 months.


VEUA.L

YTD

4.05%

1M

-3.10%

6M

-5.04%

1Y

9.83%

5Y (annualized)

6.80%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.62%

1M

0.54%

6M

11.19%

1Y

30.63%

5Y (annualized)

13.61%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.32%2.15%4.18%-1.19%3.31%-1.46%0.74%1.38%-1.52%-1.82%4.05%
20235.66%1.05%0.25%2.34%-4.37%2.32%2.02%-2.46%-0.29%-3.26%5.34%4.68%13.45%
2022-4.05%-2.69%1.92%-1.52%0.57%-6.83%5.15%-2.23%-4.72%3.81%7.40%-0.35%-4.43%
2021-2.38%0.56%4.85%4.26%1.85%0.88%1.54%2.31%-2.57%2.74%-1.72%3.93%17.10%
2020-2.10%-6.45%-12.12%4.14%7.16%4.33%-2.10%2.56%-0.12%-6.02%13.61%2.72%3.08%
20190.86%-2.28%1.92%-1.61%1.29%1.87%1.97%

Expense Ratio

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


Expense ratio chart for VEUA.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 VEUA.L is 31, 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 VEUA.L is 3131
Combined Rank
The Sharpe Ratio Rank of VEUA.L is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of VEUA.L is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VEUA.L is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VEUA.L is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VEUA.L is 2929
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 UCITS ETF (EUR) Accumulating (VEUA.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 VEUA.L, currently valued at 0.86, compared to the broader market0.002.004.006.000.862.51
The chart of Sortino ratio for VEUA.L, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.0012.001.263.37
The chart of Omega ratio for VEUA.L, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.47
The chart of Calmar ratio for VEUA.L, currently valued at 1.32, compared to the broader market0.005.0010.0015.001.323.63
The chart of Martin ratio for VEUA.L, currently valued at 3.63, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.6316.15
VEUA.L
^GSPC

The current Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating Sharpe ratio is 0.86. 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 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
0.86
2.08
VEUA.L (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)

Dividends

Dividend History


Vanguard FTSE Developed Europe 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
-5.50%
-1.37%
VEUA.L (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Developed Europe 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 UCITS ETF (EUR) Accumulating was 28.45%, occurring on Mar 16, 2020. Recovery took 173 trading sessions.

The current Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating drawdown is 5.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.45%Feb 13, 202023Mar 16, 2020173Dec 7, 2020196
-16.36%Nov 12, 2021229Oct 13, 202262Jan 12, 2023291
-7.81%Apr 25, 2023130Oct 27, 202333Dec 13, 2023163
-7.49%Feb 17, 202319Mar 15, 202320Apr 14, 202339
-6.52%May 16, 202457Aug 5, 2024

Volatility

Volatility Chart

The current Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating volatility is 2.96%, 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
2.96%
4.01%
VEUA.L (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)