ESIM vs. VEU
ESIM (Eventide International ETF) and VEU (Vanguard FTSE All-World ex-US ETF) are both Foreign Large Cap Equities funds. ESIM is actively managed, while VEU is passively managed. Their correlation of 0.91 suggests significant overlap in exposure. ESIM charges 0.59%/yr vs 0.04%/yr for VEU.
Performance
ESIM vs. VEU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESIM achieves a 15.60% return, which is significantly higher than VEU's 12.88% return.
ESIM
- 1D
- -0.47%
- 1M
- 2.21%
- YTD
- 15.60%
- 6M
- 15.29%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VEU
- 1D
- -0.12%
- 1M
- 0.57%
- YTD
- 12.88%
- 6M
- 12.60%
- 1Y
- 27.99%
- 3Y*
- 19.21%
- 5Y*
- 8.49%
- 10Y*
- 10.38%
ESIM vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESIM Eventide International ETF | 15.60% | 1.26% |
VEU Vanguard FTSE All-World ex-US ETF | 12.88% | 1.80% |
Correlation
The correlation between ESIM and VEU 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 Dec 17, 2025 | 0.91 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESIM vs. VEU — Risk / Return Rank
ESIM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VEU
ESIM vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eventide International ETF (ESIM) 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.
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.
| ESIM | VEU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.46 | — |
| Martin ratioReturn relative to average drawdown | — | 9.40 | — |
Loading charts...
Drawdowns
ESIM vs. VEU - Drawdown Comparison
The maximum ESIM drawdown since its inception was -11.26%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for ESIM and VEU.
Loading charts...
Drawdown Indicators
| ESIM | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.26% | -61.52% | +50.26% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.43% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.98% | — |
Current DrawdownCurrent decline from peak | -3.29% | -3.18% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -13.10% | +10.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.99% | — |
Volatility
ESIM vs. VEU - Volatility Comparison
Loading charts...
Volatility by Period
| ESIM | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.10% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.46% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 16.43% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 16.29% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 17.08% | +0.06% |
ESIM vs. VEU - Expense Ratio Comparison
ESIM has a 0.59% expense ratio, which is higher than VEU's 0.04% expense ratio.
Dividends
ESIM vs. VEU - Dividend Comparison
ESIM's dividend yield for the trailing twelve months is around 0.19%, less than VEU's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESIM Eventide International ETF | 0.19% | 0.03% | 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 | 2.57% | 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
With a correlation of 0.91, ESIM and VEU 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, VEU is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEU is cheaper with a 0.04% expense ratio, compared with 0.59% for ESIM.
VEU has the higher dividend yield at 2.57%, compared with 0.19% for ESIM.
They also come from different issuers: Eventide and Vanguard. Their fees differ too: 0.59% for ESIM and 0.04% for VEU.
Find the right allocation for ESIM and VEU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer