PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard FTSE Developed World UCITS ETF Distributi...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BKX55T58

WKN

A12CX1

Issuer

Vanguard

Inception Date

Sep 30, 2014

Leveraged

1x

Index Tracked

MSCI ACWI NR USD

Domicile

Ireland

Distribution Policy

Distributing

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
VEVE.L vs. VWRL.L VEVE.L vs. VFEM.DE VEVE.L vs. LGGG.L VEVE.L vs. HMWO.L VEVE.L vs. VUSA.L VEVE.L vs. HSWO.L VEVE.L vs. VNRT.L VEVE.L vs. QQQ VEVE.L vs. PRIW.L VEVE.L vs. VT
Popular comparisons:
VEVE.L vs. VWRL.L VEVE.L vs. VFEM.DE VEVE.L vs. LGGG.L VEVE.L vs. HMWO.L VEVE.L vs. VUSA.L VEVE.L vs. HSWO.L VEVE.L vs. VNRT.L VEVE.L vs. QQQ VEVE.L vs. PRIW.L VEVE.L vs. VT

Performance

Performance Chart

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


220.00%240.00%260.00%280.00%JuneJulyAugustSeptemberOctoberNovember
249.63%
280.95%
VEVE.L (Vanguard FTSE Developed World UCITS ETF Distributing)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE Developed World UCITS ETF Distributing had a return of 18.63% year-to-date (YTD) and 24.31% in the last 12 months. Over the past 10 years, Vanguard FTSE Developed World UCITS ETF Distributing had an annualized return of 12.78%, outperforming the S&P 500 benchmark which had an annualized return of 11.11%.


VEVE.L

YTD

18.63%

1M

2.34%

6M

7.69%

1Y

24.31%

5Y (annualized)

12.66%

10Y (annualized)

12.78%

^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 VEVE.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.50%4.12%3.57%-2.20%1.04%4.47%-0.22%-0.44%-0.23%2.43%18.63%
20234.32%-0.12%0.56%0.15%0.56%3.66%2.17%-0.67%-0.30%-3.06%4.88%4.85%17.99%
2022-5.71%-1.26%5.56%-3.37%-1.78%-5.06%6.98%1.15%-4.12%2.29%0.79%-2.80%-7.93%
2021-0.73%0.73%4.70%4.04%-0.92%3.91%1.10%3.37%-1.39%3.00%1.51%2.13%23.40%
2020-0.35%-6.67%-8.27%7.74%6.26%3.00%-1.39%5.26%0.64%-3.72%8.99%2.45%12.99%
20194.54%1.96%3.18%3.46%-2.24%5.55%5.21%-2.85%1.87%-2.70%3.32%0.60%23.63%
2018-0.62%-0.49%-4.43%3.88%3.56%1.15%3.18%1.95%0.55%-5.58%0.69%-6.91%-3.73%
2017-0.38%4.43%0.62%-1.77%2.28%0.06%1.02%2.49%-1.71%3.29%0.18%2.24%13.29%
2016-2.76%2.30%3.42%-1.04%1.64%8.13%4.87%1.39%1.72%4.50%-0.78%4.13%30.67%
20151.51%2.64%3.04%-0.91%0.31%-4.60%2.52%-4.47%-2.71%5.79%2.21%0.18%5.07%
20141.42%4.30%-0.63%5.11%

Expense Ratio

VEVE.L has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for VEVE.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VEVE.L is 80, placing it in the top 20% 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 VEVE.L is 8080
Combined Rank
The Sharpe Ratio Rank of VEVE.L is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VEVE.L is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VEVE.L is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VEVE.L is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VEVE.L is 8383
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 World UCITS ETF Distributing (VEVE.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 VEVE.L, currently valued at 2.38, compared to the broader market0.002.004.006.002.382.48
The chart of Sortino ratio for VEVE.L, currently valued at 3.32, compared to the broader market-2.000.002.004.006.008.0010.0012.003.323.33
The chart of Omega ratio for VEVE.L, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.46
The chart of Calmar ratio for VEVE.L, currently valued at 3.80, compared to the broader market0.005.0010.0015.003.803.58
The chart of Martin ratio for VEVE.L, currently valued at 16.56, compared to the broader market0.0020.0040.0060.0080.00100.0016.5615.96
VEVE.L
^GSPC

The current Vanguard FTSE Developed World UCITS ETF Distributing Sharpe ratio is 2.38. 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 World UCITS ETF Distributing 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.38
2.08
VEVE.L (Vanguard FTSE Developed World UCITS ETF Distributing)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE Developed World UCITS ETF Distributing provided a 1.18% dividend yield over the last twelve months, with an annual payout of £1.00 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%£0.00£0.20£0.40£0.60£0.80£1.00£1.202014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend£1.00£1.24£1.24£1.01£0.94£1.02£0.97£0.90£0.78£0.67£0.09

Dividend yield

1.18%1.72%1.98%1.45%1.64%1.96%2.24%1.93%1.85%2.04%0.29%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024£0.00£0.00£0.25£0.00£0.00£0.48£0.00£0.00£0.00£0.00£0.00£0.73
2023£0.00£0.00£0.27£0.00£0.00£0.45£0.00£0.00£0.25£0.00£0.00£0.27£1.24
2022£0.00£0.00£0.21£0.00£0.00£0.52£0.00£0.00£0.27£0.00£0.00£0.24£1.24
2021£0.00£0.00£0.20£0.00£0.00£0.32£0.00£0.00£0.22£0.00£0.00£0.26£1.01
2020£0.00£0.00£0.28£0.00£0.00£0.23£0.00£0.00£0.24£0.00£0.00£0.19£0.94
2019£0.00£0.00£0.23£0.00£0.00£0.39£0.00£0.00£0.22£0.00£0.00£0.18£1.02
2018£0.00£0.00£0.18£0.00£0.00£0.35£0.00£0.00£0.23£0.00£0.00£0.21£0.97
2017£0.00£0.00£0.21£0.00£0.00£0.33£0.00£0.00£0.17£0.00£0.00£0.19£0.90
2016£0.00£0.00£0.16£0.00£0.00£0.27£0.00£0.00£0.18£0.00£0.00£0.18£0.78
2015£0.00£0.00£0.15£0.00£0.00£0.25£0.00£0.00£0.13£0.00£0.00£0.14£0.67
2014£0.09£0.09

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
-0.87%
-1.37%
VEVE.L (Vanguard FTSE Developed World UCITS ETF Distributing)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Developed World UCITS ETF Distributing. 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 World UCITS ETF Distributing was 25.52%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.

The current Vanguard FTSE Developed World UCITS ETF Distributing drawdown is 0.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.52%Feb 20, 202023Mar 23, 2020112Sep 2, 2020135
-16.03%Apr 13, 201594Aug 24, 2015162Apr 14, 2016256
-14.93%Dec 10, 2021127Jun 16, 2022261Jun 30, 2023388
-14.69%Aug 29, 201884Dec 24, 201881Apr 23, 2019165
-9.9%Jan 10, 201855Mar 26, 201837May 21, 201892

Volatility

Volatility Chart

The current Vanguard FTSE Developed World UCITS ETF Distributing volatility is 2.88%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.88%
4.01%
VEVE.L (Vanguard FTSE Developed World UCITS ETF Distributing)
Benchmark (^GSPC)