EUEA.AS vs. VGK
Compare and contrast key facts about iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and Vanguard FTSE Europe ETF (VGK).
EUEA.AS and VGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUEA.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Apr 3, 2000. 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 EUEA.AS 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUEA.AS or VGK.
Key characteristics
| EUEA.AS | VGK | |
|---|---|---|
| YTD Return | 6.50% | 3.37% |
| 1Y Return | 13.91% | 14.80% |
| 3Y Return (Ann) | 5.31% | 1.17% |
| 5Y Return (Ann) | 7.67% | 6.25% |
| 10Y Return (Ann) | 7.43% | 5.23% |
| Sharpe Ratio | 0.91 | 1.12 |
| Sortino Ratio | 1.33 | 1.61 |
| Omega Ratio | 1.16 | 1.19 |
| Calmar Ratio | 1.23 | 1.42 |
| Martin Ratio | 3.74 | 5.81 |
| Ulcer Index | 3.22% | 2.60% |
| Daily Std Dev | 13.18% | 13.50% |
| Max Drawdown | -61.19% | -63.61% |
| Current Drawdown | -7.39% | -9.19% |
Correlation
The correlation between EUEA.AS and VGK is 0.77, 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.
Performance
EUEA.AS vs. VGK - Performance Comparison
In the year-to-date period, EUEA.AS achieves a 6.50% return, which is significantly higher than VGK's 3.37% return. Over the past 10 years, EUEA.AS has outperformed VGK with an annualized return of 7.43%, while VGK has yielded a comparatively lower 5.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EUEA.AS vs. VGK - Expense Ratio Comparison
EUEA.AS has a 0.10% expense ratio, which is higher than VGK's 0.08% 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%.
Risk-Adjusted Performance
EUEA.AS vs. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (EUEA.AS) 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.
Dividends
EUEA.AS vs. VGK - Dividend Comparison
EUEA.AS's dividend yield for the trailing twelve months is around 1.74%, less than VGK's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 1.74% | 3.03% | 2.94% | 2.06% | 2.17% | 3.09% | 3.66% | 2.84% | 3.39% | 2.96% | 2.86% | 2.51% |
VGK Vanguard FTSE Europe ETF | 3.12% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Drawdowns
EUEA.AS vs. VGK - Drawdown Comparison
The maximum EUEA.AS drawdown since its inception was -61.19%, roughly equal to the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and VGK. For additional features, visit the drawdowns tool.
Volatility
EUEA.AS vs. VGK - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a higher volatility of 5.95% compared to Vanguard FTSE Europe ETF (VGK) at 4.54%. This indicates that EUEA.AS'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.