DASH vs. VEU

Last updated Jun 5, 2026

DASH (DoorDash, Inc.) is a stock, while VEU (Vanguard FTSE All-World ex-US ETF) is Foreign Large Cap Equities fund tracking the FTSE All-World ex US Index. Over the past 5 years, DASH returned 2.17%/yr vs 8.71%/yr for VEU. At a 0.40 correlation, their price movements are largely independent.

Performance

DASH vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoorDash, Inc. (DASH) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DASH achieves a -29.32% return, which is significantly lower than VEU's 14.77% return.

DASH

• 1D: 3.55%
• 1M: -3.65%
• YTD: -29.32%
• 6M: -27.63%
• 1Y: -27.32%
• 3Y*: 32.16%
• 5Y*: 2.17%
• 10Y*: —

VEU

• 1D: 0.15%
• 1M: 3.74%
• YTD: 14.77%
• 6M: 17.23%
• 1Y: 31.73%
• 3Y*: 19.86%
• 5Y*: 8.71%
• 10Y*: 9.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DASH vs. VEU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DASH DoorDash, Inc.	-29.32%	35.01%	69.63%	102.56%	-67.21%	4.31%	-24.67%
VEU Vanguard FTSE All-World ex-US ETF	14.77%	32.35%	5.56%	15.84%	-15.58%	8.27%	2.34%

Correlation

The correlation between DASH and VEU is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020	0.40

The correlation between DASH and VEU shifts across timeframes, from 0.23 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DASH vs. VEU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DASH

DASH Risk / Return Rank: 18
DASH Sharpe Ratio Rank: 15
DASH Sortino Ratio Rank: 17
DASH Omega Ratio Rank: 17
DASH Calmar Ratio Rank: 22
DASH Martin Ratio Rank: 21

VEU

VEU Risk / Return Rank: 62
VEU Sharpe Ratio Rank: 64
VEU Sortino Ratio Rank: 63
VEU Omega Ratio Rank: 64
VEU Calmar Ratio Rank: 57
VEU Martin Ratio Rank: 61

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.

DASH vs. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoorDash, Inc. (DASH) and Vanguard FTSE All-World ex-US ETF (VEU). 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.

	DASH	VEU	Difference
Sharpe ratio: Return per unit of total volatility	-0.62	2.09	-2.71
Sortino ratio: Return per unit of downside risk	-0.65	2.89	-3.54
Omega ratio: Gain probability vs. loss probability	0.92	1.38	-0.46
Calmar ratio: Return relative to maximum drawdown	-0.57	2.79	-3.36
Martin ratio: Return relative to average drawdown	-1.02	10.84	-11.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DASH vs. VEU - Sharpe Ratio Comparison

The current DASH Sharpe Ratio is -0.62, which is lower than the VEU Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of DASH and VEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DASH	VEU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.62	2.09	-2.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.54	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.25	-0.31

Drawdowns

DASH vs. VEU - Drawdown Comparison

The maximum DASH drawdown since its inception was -82.49%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for DASH and VEU.

Drawdown Indicators

	DASH	VEU	Difference
Max Drawdown Largest peak-to-trough decline	-82.49%	-61.52%	-20.97%
Max Drawdown (1Y) Largest decline over 1 year	-47.97%	-11.43%	-36.54%
Max Drawdown (3Y) Largest decline over 3 years	-47.97%	-13.69%	-34.28%
Max Drawdown (5Y) Largest decline over 5 years	-82.49%	-29.31%	-53.18%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.98%	—
Current Drawdown Current decline from peak	-43.19%	-0.82%	-42.37%
Average Drawdown Average peak-to-trough decline	-43.53%	-13.13%	-30.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.79%	2.93%	+23.86%

Volatility

DASH vs. VEU - Volatility Comparison

DoorDash, Inc. (DASH) has a higher volatility of 14.52% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 5.45%. This indicates that DASH's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DASH	VEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.52%	5.45%	+9.07%
Volatility (6M) Calculated over the trailing 6-month period	31.92%	13.04%	+18.88%
Volatility (1Y) Calculated over the trailing 1-year period	44.22%	15.28%	+28.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.13%	16.06%	+38.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.09%	17.20%	+39.89%

Dividends

DASH vs. VEU - Dividend Comparison

DASH has not paid dividends to shareholders, while VEU's dividend yield for the trailing twelve months is around 2.60%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DASH DoorDash, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEU Vanguard FTSE All-World ex-US ETF	2.60%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%

Frequently Asked Questions

Can I hold both DASH and VEU in my portfolio?

DASH and VEU have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DASH or VEU?

DASH has higher volatility (14.52%) compared to VEU (5.45%). In terms of maximum drawdown, DASH dropped -82.49% vs VEU's -61.52%.

Which has better risk-adjusted returns?

VEU currently has the higher Sharpe Ratio (2.09 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.