DUE.DE vs. VEUR.MI

Last updated Jun 5, 2026

DUE.DE (Dürr Aktiengesellschaft) is a stock, while VEUR.MI (Vanguard FTSE Developed Europe UCITS ETF) is Europe Equities fund tracking the FTSE Developed Europe Index. Over the past 5 years, DUE.DE returned -7.05%/yr vs 9.89%/yr for VEUR.MI. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

DUE.DE vs. VEUR.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Dürr Aktiengesellschaft (DUE.DE) and Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUE.DE achieves a -4.66% return, which is significantly lower than VEUR.MI's 7.10% return.

DUE.DE

• 1D: 0.24%
• 1M: -0.24%
• YTD: -4.66%
• 6M: 7.60%
• 1Y: -5.92%
• 3Y*: -7.02%
• 5Y*: -7.05%
• 10Y*: -1.94%

VEUR.MI

• 1D: 0.40%
• 1M: 3.04%
• YTD: 7.10%
• 6M: 9.73%
• 1Y: 16.16%
• 3Y*: 14.02%
• 5Y*: 9.89%
• 10Y*: —

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

DUE.DE vs. VEUR.MI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DUE.DE Dürr Aktiengesellschaft	-4.66%	8.48%	3.19%	-30.49%	-19.86%	21.16%	13.91%	-12.27%
VEUR.MI Vanguard FTSE Developed Europe UCITS ETF	7.10%	20.77%	9.08%	16.29%	-10.22%	25.16%	-2.48%	19.93%

Correlation

The correlation between DUE.DE and VEUR.MI is 0.58, 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Jan 22, 2019	0.58

The correlation between DUE.DE and VEUR.MI has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.

Return for Risk

DUE.DE vs. VEUR.MI — Risk / Return Rank

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

DUE.DE

DUE.DE Risk / Return Rank: 33
DUE.DE Sharpe Ratio Rank: 35
DUE.DE Sortino Ratio Rank: 31
DUE.DE Omega Ratio Rank: 31
DUE.DE Calmar Ratio Rank: 35
DUE.DE Martin Ratio Rank: 34

VEUR.MI

VEUR.MI Risk / Return Rank: 36
VEUR.MI Sharpe Ratio Rank: 36
VEUR.MI Sortino Ratio Rank: 35
VEUR.MI Omega Ratio Rank: 37
VEUR.MI Calmar Ratio Rank: 35
VEUR.MI Martin Ratio Rank: 40

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.

DUE.DE vs. VEUR.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dürr Aktiengesellschaft (DUE.DE) and Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI). 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.

	DUE.DE	VEUR.MI	Difference
Sharpe ratio: Return per unit of total volatility	-0.16	1.26	-1.43
Sortino ratio: Return per unit of downside risk	0.03	1.83	-1.81
Omega ratio: Gain probability vs. loss probability	1.00	1.24	-0.23
Calmar ratio: Return relative to maximum drawdown	-0.21	1.69	-1.90
Martin ratio: Return relative to average drawdown	-0.43	6.24	-6.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DUE.DE vs. VEUR.MI - Sharpe Ratio Comparison

The current DUE.DE Sharpe Ratio is -0.16, which is lower than the VEUR.MI Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of DUE.DE and VEUR.MI, 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

	DUE.DE	VEUR.MI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.16	1.26	-1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	0.70	-0.90
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.68	-0.50

Drawdowns

DUE.DE vs. VEUR.MI - Drawdown Comparison

The maximum DUE.DE drawdown since its inception was -78.78%, which is greater than VEUR.MI's maximum drawdown of -35.22%. Use the drawdown chart below to compare losses from any high point for DUE.DE and VEUR.MI.

Drawdown Indicators

	DUE.DE	VEUR.MI	Difference
Max Drawdown Largest peak-to-trough decline	-78.78%	-35.22%	-43.56%
Max Drawdown (1Y) Largest decline over 1 year	-28.21%	-9.58%	-18.63%
Max Drawdown (3Y) Largest decline over 3 years	-42.81%	-16.36%	-26.45%
Max Drawdown (5Y) Largest decline over 5 years	-56.88%	-20.32%	-36.56%
Max Drawdown (10Y) Largest decline over 10 years	-69.05%	—	—
Current Drawdown Current decline from peak	-53.57%	-1.73%	-51.84%
Average Drawdown Average peak-to-trough decline	-33.02%	-4.80%	-28.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.74%	2.59%	+11.15%

Volatility

DUE.DE vs. VEUR.MI - Volatility Comparison

Dürr Aktiengesellschaft (DUE.DE) has a higher volatility of 9.74% compared to Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI) at 4.40%. This indicates that DUE.DE's price experiences larger fluctuations and is considered to be riskier than VEUR.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUE.DE	VEUR.MI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.74%	4.40%	+5.34%
Volatility (6M) Calculated over the trailing 6-month period	29.77%	10.56%	+19.21%
Volatility (1Y) Calculated over the trailing 1-year period	36.75%	12.79%	+23.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.66%	14.37%	+20.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.18%	16.46%	+19.72%

Dividends

DUE.DE vs. VEUR.MI - Dividend Comparison

DUE.DE's dividend yield for the trailing twelve months is around 3.86%, more than VEUR.MI's 2.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DUE.DE Dürr Aktiengesellschaft	3.86%	3.10%	3.26%	3.27%	1.59%	0.75%	2.40%	3.29%	9.88%	1.97%	7.14%	6.73%
VEUR.MI Vanguard FTSE Developed Europe UCITS ETF	2.61%	2.79%	3.07%	3.00%	3.32%	2.66%	2.23%	3.24%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DUE.DE and VEUR.MI in my portfolio?

DUE.DE and VEUR.MI have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.