EIRL vs. VGK
Compare and contrast key facts about iShares MSCI Ireland ETF (EIRL) and Vanguard FTSE Europe ETF (VGK).
EIRL and VGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EIRL is a passively managed fund by iShares that tracks the performance of the MSCI Ireland Investable Market 25/50 Index. It was launched on May 5, 2010. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both EIRL and VGK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EIRL vs. VGK - Performance Comparison
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EIRL vs. VGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIRL iShares MSCI Ireland ETF | -6.33% | 28.82% | -1.64% | 35.13% | -18.83% | 13.72% | 9.63% | 28.15% | -21.92% | 29.82% |
VGK Vanguard FTSE Europe ETF | -0.95% | 35.83% | 1.88% | 20.19% | -15.98% | 16.89% | 5.43% | 24.85% | -14.89% | 26.98% |
Returns By Period
In the year-to-date period, EIRL achieves a -6.33% return, which is significantly lower than VGK's -0.95% return. Over the past 10 years, EIRL has underperformed VGK with an annualized return of 7.06%, while VGK has yielded a comparatively higher 8.96% annualized return.
EIRL
- 1D
- 3.83%
- 1M
- -8.44%
- YTD
- -6.33%
- 6M
- 3.09%
- 1Y
- 19.87%
- 3Y*
- 10.14%
- 5Y*
- 6.03%
- 10Y*
- 7.06%
VGK
- 1D
- 3.21%
- 1M
- -8.16%
- YTD
- -0.95%
- 6M
- 4.76%
- 1Y
- 21.14%
- 3Y*
- 14.29%
- 5Y*
- 8.68%
- 10Y*
- 8.96%
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EIRL vs. VGK - Expense Ratio Comparison
EIRL has a 0.49% expense ratio, which is higher than VGK's 0.08% expense ratio.
Return for Risk
EIRL vs. VGK — Risk / Return Rank
EIRL
VGK
EIRL vs. VGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Ireland ETF (EIRL) and Vanguard FTSE Europe ETF (VGK). 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.
| EIRL | VGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.21 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.73 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.64 | -0.40 |
Martin ratioReturn relative to average drawdown | 4.56 | 6.32 | -1.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EIRL | VGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.21 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.49 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.48 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.26 | +0.14 |
Correlation
The correlation between EIRL and VGK is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EIRL vs. VGK - Dividend Comparison
EIRL's dividend yield for the trailing twelve months is around 2.89%, less than VGK's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIRL iShares MSCI Ireland ETF | 2.89% | 2.71% | 2.56% | 1.00% | 1.13% | 0.82% | 0.50% | 2.11% | 1.52% | 1.44% | 1.34% | 1.70% |
VGK Vanguard FTSE Europe ETF | 3.00% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Drawdowns
EIRL vs. VGK - Drawdown Comparison
The maximum EIRL drawdown since its inception was -46.48%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for EIRL and VGK.
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Drawdown Indicators
| EIRL | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.48% | -63.61% | +17.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -12.09% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -40.14% | -32.74% | -7.40% |
Max Drawdown (10Y)Largest decline over 10 years | -46.48% | -37.24% | -9.24% |
Current DrawdownCurrent decline from peak | -10.70% | -8.48% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -13.43% | +4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 3.14% | +0.74% |
Volatility
EIRL vs. VGK - Volatility Comparison
iShares MSCI Ireland ETF (EIRL) has a higher volatility of 8.24% compared to Vanguard FTSE Europe ETF (VGK) at 7.72%. This indicates that EIRL's price experiences larger fluctuations and is considered to be riskier than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIRL | VGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.24% | 7.72% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.33% | 10.96% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.78% | 17.62% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 17.72% | +3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.64% | 18.88% | +2.76% |