EUEA.AS vs. VNQ
Compare and contrast key facts about iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and Vanguard Real Estate ETF (VNQ).
EUEA.AS and VNQ 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. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004. Both EUEA.AS and VNQ 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 VNQ.
Key characteristics
| EUEA.AS | VNQ | |
|---|---|---|
| YTD Return | 8.91% | 11.17% |
| 1Y Return | 17.44% | 31.56% |
| 3Y Return (Ann) | 6.09% | -0.70% |
| 5Y Return (Ann) | 8.10% | 4.76% |
| 10Y Return (Ann) | 7.67% | 6.18% |
| Sharpe Ratio | 1.09 | 1.92 |
| Sortino Ratio | 1.58 | 2.75 |
| Omega Ratio | 1.19 | 1.35 |
| Calmar Ratio | 1.45 | 1.06 |
| Martin Ratio | 4.46 | 7.36 |
| Ulcer Index | 3.19% | 4.46% |
| Daily Std Dev | 13.02% | 17.07% |
| Max Drawdown | -61.19% | -73.07% |
| Current Drawdown | -5.29% | -8.30% |
Correlation
The correlation between EUEA.AS and VNQ is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EUEA.AS vs. VNQ - Performance Comparison
In the year-to-date period, EUEA.AS achieves a 8.91% return, which is significantly lower than VNQ's 11.17% return. Over the past 10 years, EUEA.AS has outperformed VNQ with an annualized return of 7.67%, while VNQ has yielded a comparatively lower 6.18% 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. VNQ - Expense Ratio Comparison
EUEA.AS has a 0.10% expense ratio, which is lower than VNQ's 0.12% expense ratio. Despite the difference, 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. VNQ - 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 Real Estate ETF (VNQ). 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. VNQ - Dividend Comparison
EUEA.AS's dividend yield for the trailing twelve months is around 1.70%, less than VNQ's 3.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 1.70% | 3.03% | 2.94% | 2.06% | 2.17% | 3.09% | 3.66% | 2.84% | 3.39% | 2.96% | 2.86% | 2.51% |
VNQ Vanguard Real Estate ETF | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
EUEA.AS vs. VNQ - Drawdown Comparison
The maximum EUEA.AS drawdown since its inception was -61.19%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and VNQ. For additional features, visit the drawdowns tool.
Volatility
EUEA.AS vs. VNQ - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a higher volatility of 5.56% compared to Vanguard Real Estate ETF (VNQ) at 5.22%. This indicates that EUEA.AS's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.