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ERO.L vs. VEUA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ERO.L and VEUA.L is 0.99, 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.


-0.50.00.51.01.0

Performance

ERO.L vs. VEUA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI Europe UCITS ETF (ERO.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%55.00%SeptemberOctoberNovemberDecember2025February
52.54%
54.39%
ERO.L
VEUA.L

Key characteristics

Sharpe Ratio

ERO.L:

1.21

VEUA.L:

1.28

Sortino Ratio

ERO.L:

1.76

VEUA.L:

1.84

Omega Ratio

ERO.L:

1.21

VEUA.L:

1.22

Calmar Ratio

ERO.L:

1.91

VEUA.L:

2.01

Martin Ratio

ERO.L:

4.30

VEUA.L:

4.55

Ulcer Index

ERO.L:

2.93%

VEUA.L:

2.88%

Daily Std Dev

ERO.L:

10.41%

VEUA.L:

10.21%

Max Drawdown

ERO.L:

-28.41%

VEUA.L:

-28.45%

Current Drawdown

ERO.L:

-0.27%

VEUA.L:

-0.23%

Returns By Period

The year-to-date returns for both stocks are quite close, with ERO.L having a 9.72% return and VEUA.L slightly lower at 9.58%.


ERO.L

YTD

9.72%

1M

6.15%

6M

6.11%

1Y

13.63%

5Y*

7.99%

10Y*

7.92%

VEUA.L

YTD

9.58%

1M

6.26%

6M

6.57%

1Y

13.89%

5Y*

8.18%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ERO.L vs. VEUA.L - Expense Ratio Comparison

ERO.L has a 0.25% expense ratio, which is higher than VEUA.L's 0.10% 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%.


ERO.L
SPDR MSCI Europe UCITS ETF
Expense ratio chart for ERO.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VEUA.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

ERO.L vs. VEUA.L — Risk-Adjusted Performance Rank

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

ERO.L
The Risk-Adjusted Performance Rank of ERO.L is 4949
Overall Rank
The Sharpe Ratio Rank of ERO.L is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ERO.L is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ERO.L is 4444
Omega Ratio Rank
The Calmar Ratio Rank of ERO.L is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ERO.L is 4343
Martin Ratio Rank

VEUA.L
The Risk-Adjusted Performance Rank of VEUA.L is 5050
Overall Rank
The Sharpe Ratio Rank of VEUA.L is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VEUA.L is 4949
Sortino Ratio Rank
The Omega Ratio Rank of VEUA.L is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VEUA.L is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VEUA.L is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ERO.L vs. VEUA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe UCITS ETF (ERO.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.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.


Sharpe ratio
The chart of Sharpe ratio for ERO.L, currently valued at 0.97, compared to the broader market0.002.004.000.971.02
The chart of Sortino ratio for ERO.L, currently valued at 1.42, compared to the broader market0.005.0010.001.421.48
The chart of Omega ratio for ERO.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.18
The chart of Calmar ratio for ERO.L, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.121.20
The chart of Martin ratio for ERO.L, currently valued at 2.56, compared to the broader market0.0020.0040.0060.0080.00100.002.562.78
ERO.L
VEUA.L

The current ERO.L Sharpe Ratio is 1.21, which is comparable to the VEUA.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of ERO.L and VEUA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.97
1.02
ERO.L
VEUA.L

Dividends

ERO.L vs. VEUA.L - Dividend Comparison

Neither ERO.L nor VEUA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ERO.L vs. VEUA.L - Drawdown Comparison

The maximum ERO.L drawdown since its inception was -28.41%, roughly equal to the maximum VEUA.L drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for ERO.L and VEUA.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.18%
-0.80%
ERO.L
VEUA.L

Volatility

ERO.L vs. VEUA.L - Volatility Comparison

SPDR MSCI Europe UCITS ETF (ERO.L) has a higher volatility of 3.44% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) at 3.27%. This indicates that ERO.L's price experiences larger fluctuations and is considered to be riskier than VEUA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2025February
3.44%
3.27%
ERO.L
VEUA.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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