EXSA.DE vs. VEUR.L
Compare and contrast key facts about iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L).
EXSA.DE and VEUR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXSA.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600. It was launched on Feb 13, 2004. VEUR.L is a passively managed fund by Vanguard that tracks the performance of the MSCI Europe NR EUR. It was launched on May 21, 2013. Both EXSA.DE and VEUR.L 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: EXSA.DE or VEUR.L.
Key characteristics
| EXSA.DE | VEUR.L | |
|---|---|---|
| YTD Return | 9.71% | 4.83% |
| 1Y Return | 18.79% | 12.69% |
| 3Y Return (Ann) | 4.54% | 4.36% |
| 5Y Return (Ann) | 7.43% | 7.27% |
| 10Y Return (Ann) | 7.23% | 8.20% |
| Sharpe Ratio | 1.57 | 1.21 |
| Sortino Ratio | 2.18 | 1.76 |
| Omega Ratio | 1.27 | 1.21 |
| Calmar Ratio | 2.20 | 1.96 |
| Martin Ratio | 8.97 | 5.55 |
| Ulcer Index | 1.78% | 2.17% |
| Daily Std Dev | 10.20% | 9.94% |
| Max Drawdown | -58.34% | -28.59% |
| Current Drawdown | -2.91% | -4.84% |
Correlation
The correlation between EXSA.DE and VEUR.L is 0.93, 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
EXSA.DE vs. VEUR.L - Performance Comparison
In the year-to-date period, EXSA.DE achieves a 9.71% return, which is significantly higher than VEUR.L's 4.83% return. Over the past 10 years, EXSA.DE has underperformed VEUR.L with an annualized return of 7.23%, while VEUR.L has yielded a comparatively higher 8.20% 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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EXSA.DE vs. VEUR.L - Expense Ratio Comparison
EXSA.DE has a 0.20% expense ratio, which is higher than VEUR.L's 0.10% 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
EXSA.DE vs. VEUR.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L). 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
EXSA.DE vs. VEUR.L - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.71%, more than VEUR.L's 2.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 2.71% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% | 3.14% | 3.40% |
VEUR.L Vanguard FTSE Developed Europe UCITS ETF Distributing | 2.62% | 2.96% | 3.22% | 2.73% | 2.30% | 3.34% | 3.53% | 3.05% | 3.03% | 3.05% | 3.92% | 0.76% |
Drawdowns
EXSA.DE vs. VEUR.L - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, which is greater than VEUR.L's maximum drawdown of -28.59%. Use the drawdown chart below to compare losses from any high point for EXSA.DE and VEUR.L. For additional features, visit the drawdowns tool.
Volatility
EXSA.DE vs. VEUR.L - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L) have volatilities of 4.00% and 4.16%, 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.