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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard FTSE Developed Europe 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.
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Returns By Period
Vanguard FTSE Developed Europe UCITS ETF (VEUD.L) has returned -2.84% so far this year and 19.41% over the past 12 months.
Vanguard FTSE Developed Europe UCITS ETF
- 1D
- 1.12%
- 1M
- -10.19%
- YTD
- -2.84%
- 6M
- 3.48%
- 1Y
- 19.41%
- 3Y*
- 13.83%
- 5Y*
- 8.84%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 28, 2016, VEUD.L's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, your investment would double in approximately 7.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +17.3%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, VEUD.L closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.47% | 3.57% | -10.19% | -2.84% | |||||||||
| 2025 | 6.47% | 3.20% | 0.15% | 3.96% | 5.23% | 2.04% | -1.71% | 3.36% | 1.74% | 0.93% | 1.44% | 4.02% | 35.25% |
| 2024 | -0.59% | 1.62% | 4.03% | -2.06% | 5.15% | -2.40% | 2.44% | 3.68% | 0.56% | -5.79% | -1.33% | -2.06% | 2.71% |
| 2023 | 8.08% | -0.70% | 2.41% | 4.12% | -5.91% | 4.94% | 3.29% | -3.93% | -3.93% | -3.83% | 9.93% | 5.46% | 20.11% |
| 2022 | -4.35% | -2.65% | -0.07% | -6.03% | 0.96% | -10.14% | 5.12% | -6.36% | -8.89% | 7.29% | 11.42% | 0.61% | -14.44% |
| 2021 | -1.68% | 2.05% | 3.33% | 4.82% | 4.45% | -1.63% | 2.09% | 1.27% | -4.51% | 4.11% | -4.71% | 5.54% | 15.42% |
Benchmark Metrics
Vanguard FTSE Developed Europe UCITS ETF has an annualized alpha of 2.95%, beta of 0.53, and R² of 0.28 versus S&P 500 Index. Calculated based on daily prices since April 29, 2016.
- This ETF participated in 89.65% of S&P 500 Index downside but only 78.61% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.53 may look defensive, but with R² of 0.28 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 0.28 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
- 2.95%
- Beta
- 0.53
- R²
- 0.28
- Upside Capture
- 78.61%
- Downside Capture
- 89.65%
Expense Ratio
VEUD.L has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
VEUD.L ranks 60 for risk / return — better than 60% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (VEUD.L) and compare them to a chosen benchmark (S&P 500 Index).
| VEUD.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.90 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.39 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.40 | +0.18 |
Martin ratioReturn relative to average drawdown | 5.77 | 6.61 | -0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore VEUD.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 FTSE Developed Europe UCITS ETF provided a 2.83% dividend yield over the last twelve months, with an annual payout of $1.47 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.47 | $1.46 | $1.29 | $1.20 | $1.14 | $1.18 | $0.80 | $1.19 | $1.13 | $1.06 | $0.84 |
Dividend yield | 2.83% | 2.73% | 3.17% | 2.93% | 3.25% | 2.77% | 2.10% | 3.25% | 3.70% | 2.86% | 2.79% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard FTSE Developed Europe UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.21 | $0.21 | |||||||||
| 2025 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.88 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.20 | $1.46 |
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $1.29 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.15 | $1.20 |
| 2022 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $1.14 |
| 2021 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.23 | $1.18 |
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 FTSE Developed Europe 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 UCITS ETF was 36.05%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.
The current Vanguard FTSE Developed Europe UCITS ETF drawdown is 10.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.05% | Jan 20, 2020 | 46 | Mar 23, 2020 | 171 | Nov 24, 2020 | 217 |
| -31.31% | Sep 7, 2021 | 266 | Sep 27, 2022 | 314 | Dec 22, 2023 | 580 |
| -22.01% | Jan 29, 2018 | 232 | Dec 27, 2018 | 256 | Jan 2, 2020 | 488 |
| -14.3% | Mar 19, 2025 | 14 | Apr 7, 2025 | 17 | May 2, 2025 | 31 |
| -13.36% | Jun 24, 2016 | 2 | Jun 27, 2016 | 50 | Sep 6, 2016 | 52 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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