ENHI vs. VEA
ENHI (iShares Enhanced International Active ETF) and VEA (Vanguard FTSE Developed Markets ETF) are both Foreign Large Cap Equities funds. ENHI is actively managed, while VEA is passively managed. Their correlation of 0.91 suggests significant overlap in exposure. ENHI charges 0.27%/yr vs 0.03%/yr for VEA.
Performance
ENHI vs. VEA - Performance Comparison
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Returns By Period
ENHI
- 1D
- 0.98%
- 1M
- -0.35%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VEA
- 1D
- 1.25%
- 1M
- -0.34%
- YTD
- 14.71%
- 6M
- 14.32%
- 1Y
- 31.05%
- 3Y*
- 19.91%
- 5Y*
- 9.74%
- 10Y*
- 11.09%
ENHI vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ENHI iShares Enhanced International Active ETF | 8.32% |
VEA Vanguard FTSE Developed Markets ETF | 8.80% |
Correlation
The correlation between ENHI and VEA is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026 | 0.91 |
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Return for Risk
ENHI vs. VEA — Risk / Return Rank
ENHI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VEA
ENHI vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Enhanced International Active ETF (ENHI) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| ENHI | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.68 | — |
| Martin ratioReturn relative to average drawdown | — | 10.30 | — |
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Drawdowns
ENHI vs. VEA - Drawdown Comparison
The maximum ENHI drawdown since its inception was -5.63%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for ENHI and VEA.
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Drawdown Indicators
| ENHI | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -60.68% | +55.05% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.63% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.45% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.73% | — |
Current DrawdownCurrent decline from peak | -1.32% | -1.70% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -13.25% | +11.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.02% | — |
Volatility
ENHI vs. VEA - Volatility Comparison
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Volatility by Period
| ENHI | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.94% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.77% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.04% | 16.78% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.04% | 16.77% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 17.20% | +4.84% |
ENHI vs. VEA - Expense Ratio Comparison
ENHI has a 0.27% expense ratio, which is higher than VEA's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ENHI vs. VEA - Dividend Comparison
ENHI's dividend yield for the trailing twelve months is around 1.20%, less than VEA's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENHI iShares Enhanced International Active ETF | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.55% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
With a correlation of 0.91, ENHI and VEA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VEA is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEA is cheaper with a 0.03% expense ratio, compared with 0.27% for ENHI.
VEA has the higher dividend yield at 2.55%, compared with 1.20% for ENHI.
They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.27% for ENHI and 0.03% for VEA.
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