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CUKX.L vs. VEVE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CUKX.L vs. VEVE.L

Last updated Jun 13, 2026

CUKX.L (iShares FTSE 100 UCITS ETF) and VEVE.L (Vanguard FTSE Developed World UCITS ETF Distributing) are both exchange-traded funds - CUKX.L is a fund fund tracking the FTSE 100 Index, while VEVE.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, CUKX.L returned 9.82%/yr vs 14.06%/yr for VEVE.L. A 0.72 correlation means they provide meaningful diversification when combined. CUKX.L charges 0.07%/yr vs 0.12%/yr for VEVE.L.

Performance

CUKX.L vs. VEVE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE 100 UCITS ETF (CUKX.L) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CUKX.L is traded in GBp, while VEVE.L is traded in GBP. To make them comparable, the VEVE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CUKX.L achieves a 7.04% return, which is significantly lower than VEVE.L's 10.77% return. Over the past 10 years, CUKX.L has underperformed VEVE.L with an annualized return of 9.82%, while VEVE.L has yielded a comparatively higher 14.06% annualized return.

CUKX.L

1D
1.55%
1M
0.90%
YTD
7.04%
6M
10.02%
1Y
22.07%
3Y*
15.22%
5Y*
11.77%
10Y*
9.82%

VEVE.L

1D
1.79%
1M
1.95%
YTD
10.77%
6M
11.37%
1Y
27.64%
3Y*
17.81%
5Y*
12.89%
10Y*
14.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CUKX.L vs. VEVE.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CUKX.L
iShares FTSE 100 UCITS ETF		7.04%25.78%9.30%7.72%4.97%17.48%-11.28%17.23%-9.05%12.45%
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing		10.77%13.81%20.22%17.46%-8.34%22.68%12.44%22.89%-4.39%12.62%

Correlation

The correlation between CUKX.L and VEVE.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2014

0.72

The correlation between CUKX.L and VEVE.L shifts across timeframes, from 0.57 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

CUKX.L vs. VEVE.L - Sectors Allocation Comparison

Sectors
CUKX.L
VEVE.L

Financial Services

25.1%
15.6%

Industrials

14.0%
11.5%

Healthcare

13.5%
8.5%

Consumer Defensive

13.0%
5.1%

Energy

10.9%
4.1%

Basic Materials

9.1%
3.4%

Consumer Cyclical

5.1%
9.3%

Utilities

5.0%
2.6%

Communication Services

2.6%
9.0%

Real Estate

0.9%
2.0%

Technology

0.8%
29.0%

Financial Services

CUKX.L
25.1%
VEVE.L
15.6%

Industrials

CUKX.L
14.0%
VEVE.L
11.5%

Healthcare

CUKX.L
13.5%
VEVE.L
8.5%

Consumer Defensive

CUKX.L
13.0%
VEVE.L
5.1%

Energy

CUKX.L
10.9%
VEVE.L
4.1%

Basic Materials

CUKX.L
9.1%
VEVE.L
3.4%

Consumer Cyclical

CUKX.L
5.1%
VEVE.L
9.3%

Utilities

CUKX.L
5.0%
VEVE.L
2.6%

Communication Services

CUKX.L
2.6%
VEVE.L
9.0%

Real Estate

CUKX.L
0.9%
VEVE.L
2.0%

Technology

CUKX.L
0.8%
VEVE.L
29.0%

Compare stocks, funds, or ETFs

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iShares FTSE 100 UCITS ETF

Vanguard FTSE Developed World UCITS ETF Distributing

Often compared with CUKX.L:
CUKX.L vs. VUKG.LCUKX.L vs. IUKD.LCUKX.L vs. FTAL.LCUKX.L vs. CSUK.LCUKX.L vs. VUKE.DECUKX.L vs. S100.LCUKX.L vs. CPJ1.L
Often compared with VEVE.L:
VEVE.L vs. VWRL.LVEVE.L vs. VUSA.LVEVE.L vs. VFEM.DEVEVE.L vs. HMWO.LVEVE.L vs. FTWG.LVEVE.L vs. LGGG.LVEVE.L vs. VNRT.L

Return for Risk

CUKX.L vs. VEVE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CUKX.L
CUKX.L Risk / Return Rank: 6464
Overall Rank
CUKX.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 7171
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5353
Martin Ratio Rank
VEVE.L
VEVE.L Risk / Return Rank: 8787
Overall Rank
VEVE.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VEVE.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
VEVE.L Omega Ratio Rank: 8989
Omega Ratio Rank
VEVE.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
VEVE.L Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CUKX.L vs. VEVE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 100 UCITS ETF (CUKX.L) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

CUKX.LVEVE.LDifference
Sharpe ratioReturn per unit of total volatility
1.95
2.59

-0.64

Sortino ratioReturn per unit of downside risk
2.73
3.57

-0.84

Omega ratioGain probability vs. loss probability

1.36

1.49

-0.13

Calmar ratioReturn relative to maximum drawdown

2.42

3.96

-1.54

Martin ratioReturn relative to average drawdown

7.99

15.94

-7.95

CUKX.L vs. VEVE.L - Sharpe Ratio Comparison

The current CUKX.L Sharpe Ratio is 1.95, which is comparable to the VEVE.L Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of CUKX.L and VEVE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CUKX.L vs. VEVE.L - Drawdown Comparison

The maximum CUKX.L drawdown since its inception was -34.50%, which is greater than VEVE.L's maximum drawdown of -25.53%. Use the drawdown chart below to compare losses from any high point for CUKX.L and VEVE.L.

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Drawdown Indicators

CUKX.LVEVE.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-25.53%

-8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-6.94%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-18.34%

+5.46%

Max Drawdown (5Y)

Largest decline over 5 years

-12.88%

-18.34%

+5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

-25.53%

-8.97%

Current Drawdown

Current decline from peak

-3.09%

-1.32%

-1.77%

Average Drawdown

Average peak-to-trough decline

-4.32%

-3.41%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

1.73%

+0.97%

Volatility

CUKX.L vs. VEVE.L - Volatility Comparison

iShares FTSE 100 UCITS ETF (CUKX.L) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) have volatilities of 3.63% and 3.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CUKX.LVEVE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

3.53%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

7.96%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.06%

10.64%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.73%

13.14%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

14.35%

+0.73%

CUKX.L vs. VEVE.L - Expense Ratio Comparison

CUKX.L has a 0.07% expense ratio, which is lower than VEVE.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CUKX.L vs. VEVE.L - Dividend Comparison

CUKX.L has not paid dividends to shareholders, while VEVE.L's dividend yield for the trailing twelve months is around 1.24%.

PositionTTM20252024202320222021202020192018201720162015
CUKX.L
iShares FTSE 100 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing		1.24%1.38%1.48%1.71%1.98%1.46%1.62%1.95%2.24%1.93%1.88%2.03%

Frequently Asked Questions

CUKX.L and VEVE.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CUKX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CUKX.L is cheaper with a 0.07% expense ratio, compared with 0.12% for VEVE.L.

CUKX.L tracks FTSE 100 Index, while VEVE.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for CUKX.L and 0.12% for VEVE.L.

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