FUTU vs. VEA
FUTU (Futu Holdings Limited) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 5 years, FUTU returned -9.56%/yr vs 9.47%/yr for VEA. At a 0.39 correlation, their price movements are largely independent.
Performance
FUTU vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, FUTU achieves a -39.18% return, which is significantly lower than VEA's 13.29% return.
FUTU
- 1D
- 0.41%
- 1M
- 9.51%
- YTD
- -39.18%
- 6M
- -39.35%
- 1Y
- -14.85%
- 3Y*
- 37.89%
- 5Y*
- -9.56%
- 10Y*
- —
VEA
- 1D
- 0.16%
- 1M
- 0.27%
- YTD
- 13.29%
- 6M
- 12.91%
- 1Y
- 28.78%
- 3Y*
- 19.54%
- 5Y*
- 9.47%
- 10Y*
- 10.74%
FUTU vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | -39.18% | 105.29% | 49.87% | 34.39% | -6.12% | -5.36% | 343.31% | -30.08% |
VEA Vanguard FTSE Developed Markets ETF | 13.29% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 12.94% |
Correlation
The correlation between FUTU and VEA is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.39 |
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Return for Risk
FUTU vs. VEA — Risk / Return Rank
FUTU
VEA
FUTU vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FUTU | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.32 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.49 | -2.76 |
| Martin ratioReturn relative to average drawdown | -0.67 | 9.55 | -10.22 |
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Drawdowns
FUTU vs. VEA - Drawdown Comparison
The maximum FUTU drawdown since its inception was -87.23%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for FUTU and VEA.
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Drawdown Indicators
| FUTU | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.23% | -60.68% | -26.55% |
Max Drawdown (1Y)Largest decline over 1 year | -54.18% | -11.63% | -42.55% |
Max Drawdown (3Y)Largest decline over 3 years | -54.18% | -13.45% | -40.73% |
Max Drawdown (5Y)Largest decline over 5 years | -86.42% | -29.71% | -56.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.73% | — |
Current DrawdownCurrent decline from peak | -49.82% | -2.91% | -46.91% |
Average DrawdownAverage peak-to-trough decline | -47.54% | -13.26% | -34.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.22% | 3.02% | +19.20% |
Volatility
FUTU vs. VEA - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 22.11% compared to Vanguard FTSE Developed Markets ETF (VEA) at 7.08%. This indicates that FUTU's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUTU | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.11% | 7.08% | +15.03% |
Volatility (6M)Calculated over the trailing 6-month period | 51.03% | 14.73% | +36.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.07% | 16.78% | +45.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.58% | 16.76% | +55.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.05% | 17.20% | +57.85% |
Dividends
FUTU vs. VEA - Dividend Comparison
FUTU's dividend yield for the trailing twelve months is around 2.64%, more than VEA's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | 2.64% | 0.00% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.58% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
FUTU and VEA have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTU has higher volatility (22.11%) compared to VEA (7.08%). In terms of maximum drawdown, FUTU dropped -87.23% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.73 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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