EVAL.L vs. VT

Last updated Apr 1, 2026

Compare and contrast key facts about SPDR MSCI Europe Value UCITS ETF (EVAL.L) and Vanguard Total World Stock ETF (VT).

EVAL.L and VT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EVAL.L is a passively managed fund by State Street that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Feb 18, 2015. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both EVAL.L and VT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EVAL.L vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI Europe Value UCITS ETF (EVAL.L) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

EVAL.L vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EVAL.L SPDR MSCI Europe Value UCITS ETF	1.06%	41.81%	4.36%	11.02%	1.33%	19.13%	-2.54%	16.22%	-13.77%	15.54%
VT Vanguard Total World Stock ETF	0.15%	13.71%	18.53%	15.92%	-8.25%	19.39%	13.16%	21.99%	-4.41%	13.73%

Different Trading Currencies

EVAL.L is traded in GBP, while VT is traded in USD. To make them comparable, the VT values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EVAL.L achieves a 1.06% return, which is significantly higher than VT's 0.15% return. Over the past 10 years, EVAL.L has underperformed VT with an annualized return of 11.09%, while VT has yielded a comparatively higher 12.36% annualized return.

EVAL.L

• 1D: 0.92%
• 1M: -7.54%
• YTD: 1.06%
• 6M: 13.00%
• 1Y: 28.77%
• 3Y*: 16.48%
• 5Y*: 13.33%
• 10Y*: 11.09%

VT

• 1D: 2.78%
• 1M: -4.37%
• YTD: 0.15%
• 6M: 3.15%
• 1Y: 18.73%
• 3Y*: 14.18%
• 5Y*: 10.20%
• 10Y*: 12.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EVAL.L vs. VT - Expense Ratio Comparison

EVAL.L has a 0.20% expense ratio, which is higher than VT's 0.06% 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%.

EVAL.L

SPDR MSCI Europe Value UCITS ETF

VT

Vanguard Total World Stock ETF

Return for Risk

EVAL.L vs. VT — Risk / Return Rank

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

EVAL.L

EVAL.L Risk / Return Rank: 87
EVAL.L Sharpe Ratio Rank: 90
EVAL.L Sortino Ratio Rank: 89
EVAL.L Omega Ratio Rank: 89
EVAL.L Calmar Ratio Rank: 86
EVAL.L Martin Ratio Rank: 84

VT

VT Risk / Return Rank: 77
VT Sharpe Ratio Rank: 74
VT Sortino Ratio Rank: 76
VT Omega Ratio Rank: 77
VT Calmar Ratio Rank: 75
VT Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EVAL.L vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Value UCITS ETF (EVAL.L) and Vanguard Total World Stock ETF (VT). 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.

	EVAL.L	VT	Difference
Sharpe ratio Return per unit of total volatility	1.96	1.12	+0.84
Sortino ratio Return per unit of downside risk	2.48	1.64	+0.83
Omega ratio Gain probability vs. loss probability	1.37	1.26	+0.12
Calmar ratio Return relative to maximum drawdown	2.61	1.84	+0.77
Martin ratio Return relative to average drawdown	9.52	7.66	+1.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EVAL.L vs. VT - Sharpe Ratio Comparison

The current EVAL.L Sharpe Ratio is 1.96, which is higher than the VT Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of EVAL.L and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EVAL.L	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	1.12	+0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.73	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.75	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.57	-0.24

Correlation

The correlation between EVAL.L and VT is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EVAL.L vs. VT - Dividend Comparison

EVAL.L has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.82%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EVAL.L SPDR MSCI Europe Value UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VT Vanguard Total World Stock ETF	1.82%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Drawdowns

EVAL.L vs. VT - Drawdown Comparison

The maximum EVAL.L drawdown since its inception was -40.72%, which is greater than VT's maximum drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for EVAL.L and VT.

Drawdown Indicators

	EVAL.L	VT	Difference
Max Drawdown Largest peak-to-trough decline	-40.72%	-50.27%	+9.55%
Max Drawdown (1Y) Largest decline over 1 year	-11.26%	-11.84%	+0.58%
Max Drawdown (5Y) Largest decline over 5 years	-14.61%	-26.38%	+11.77%
Max Drawdown (10Y) Largest decline over 10 years	-37.77%	-34.24%	-3.53%
Current Drawdown Current decline from peak	-7.54%	-6.89%	-0.65%
Average Drawdown Average peak-to-trough decline	-11.24%	-7.08%	-4.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	2.55%	+0.35%

Volatility

EVAL.L vs. VT - Volatility Comparison

SPDR MSCI Europe Value UCITS ETF (EVAL.L) has a higher volatility of 6.34% compared to Vanguard Total World Stock ETF (VT) at 5.34%. This indicates that EVAL.L's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EVAL.L	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.34%	5.34%	+1.00%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	9.32%	+0.32%
Volatility (1Y) Calculated over the trailing 1-year period	14.72%	16.80%	-2.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.36%	14.11%	+0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.95%	16.55%	+0.40%