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 -5.33%/yr vs 9.88%/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 -39.66% return, which is significantly lower than VEA's 12.88% return.
FUTU
- 1D
- -1.86%
- 1M
- 1.57%
- 6M
- -43.86%
- YTD
- -39.66%
- 1Y
- -31.00%
- 3Y*
- 29.63%
- 5Y*
- -5.33%
- 10Y*
- —
VEA
- 1D
- -1.12%
- 1M
- -2.66%
- 6M
- 8.56%
- YTD
- 12.88%
- 1Y
- 27.21%
- 3Y*
- 17.68%
- 5Y*
- 9.88%
- 10Y*
- 10.02%
FUTU vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | -39.66% | 105.29% | 49.87% | 34.39% | -6.12% | -5.36% | 343.31% | -30.08% |
VEA Vanguard FTSE Developed Markets ETF | 12.88% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 12.94% |
Correlation
The correlation between FUTU and VEA is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
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 | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.29 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 2.35 | -2.93 |
| Martin ratioReturn relative to average drawdown | -1.22 | 8.89 | -10.11 |
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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 | -83.23% | -29.71% | -53.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.73% | — |
Current DrawdownCurrent decline from peak | -50.22% | -3.26% | -46.96% |
Average DrawdownAverage peak-to-trough decline | -47.57% | -13.22% | -34.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.41% | 3.07% | +22.34% |
Volatility
FUTU vs. VEA - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 12.93% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.28%. 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 | 12.93% | 5.28% | +7.65% |
Volatility (6M)Calculated over the trailing 6-month period | 51.06% | 15.12% | +35.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.37% | 17.03% | +44.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.37% | 16.80% | +55.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.86% | 17.17% | +57.69% |
Dividends
FUTU vs. VEA - Dividend Comparison
FUTU's dividend yield for the trailing twelve months is around 2.67%, more than VEA's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | 2.67% | 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 | 2.59% | 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 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTU has higher volatility (12.93%) compared to VEA (5.28%). In terms of maximum drawdown, FUTU dropped -87.23% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.61 vs -0.51), 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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