EWU vs. VEA
Compare and contrast key facts about iShares MSCI United Kingdom ETF (EWU) and Vanguard FTSE Developed Markets ETF (VEA).
EWU and VEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWU is a passively managed fund by iShares that tracks the performance of the MSCI United Kingdom Index. It was launched on Mar 12, 1996. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both EWU and VEA 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: EWU or VEA.
Key characteristics
| EWU | VEA | |
|---|---|---|
| YTD Return | 6.81% | 5.01% |
| 1Y Return | 15.47% | 16.10% |
| 3Y Return (Ann) | 5.27% | 1.05% |
| 5Y Return (Ann) | 5.00% | 5.95% |
| 10Y Return (Ann) | 3.04% | 5.38% |
| Sharpe Ratio | 1.32 | 1.24 |
| Sortino Ratio | 1.84 | 1.78 |
| Omega Ratio | 1.22 | 1.22 |
| Calmar Ratio | 2.02 | 1.35 |
| Martin Ratio | 7.68 | 6.72 |
| Ulcer Index | 2.13% | 2.42% |
| Daily Std Dev | 12.37% | 13.09% |
| Max Drawdown | -63.99% | -60.70% |
| Current Drawdown | -8.07% | -7.32% |
Correlation
The correlation between EWU and VEA is 0.90, 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
EWU vs. VEA - Performance Comparison
In the year-to-date period, EWU achieves a 6.81% return, which is significantly higher than VEA's 5.01% return. Over the past 10 years, EWU has underperformed VEA with an annualized return of 3.04%, while VEA has yielded a comparatively higher 5.38% 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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EWU vs. VEA - Expense Ratio Comparison
EWU has a 0.50% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
EWU vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom ETF (EWU) and Vanguard FTSE Developed Markets ETF (VEA). 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
EWU vs. VEA - Dividend Comparison
EWU's dividend yield for the trailing twelve months is around 4.13%, more than VEA's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWU iShares MSCI United Kingdom ETF | 4.13% | 4.14% | 3.42% | 4.35% | 2.48% | 4.13% | 4.98% | 3.91% | 3.97% | 4.11% | 7.59% | 2.39% |
VEA Vanguard FTSE Developed Markets ETF | 3.04% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
EWU vs. VEA - Drawdown Comparison
The maximum EWU drawdown since its inception was -63.99%, which is greater than VEA's maximum drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for EWU and VEA. For additional features, visit the drawdowns tool.
Volatility
EWU vs. VEA - Volatility Comparison
iShares MSCI United Kingdom ETF (EWU) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 3.91% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.