Correlation
The correlation between IEDL.L and VEUR.L is 0.48, 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.
IEDL.L vs. VEUR.L
Compare and contrast key facts about iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L).
IEDL.L 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. IEDL.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Feb 23, 2018. 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 IEDL.L 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: IEDL.L or VEUR.L.
Performance
IEDL.L vs. VEUR.L - Performance Comparison
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Key characteristics
IEDL.L:
0.98
VEUR.L:
0.48
IEDL.L:
1.26
VEUR.L:
0.85
IEDL.L:
1.19
VEUR.L:
1.11
IEDL.L:
0.87
VEUR.L:
0.59
IEDL.L:
4.05
VEUR.L:
2.25
IEDL.L:
3.78%
VEUR.L:
3.44%
IEDL.L:
16.68%
VEUR.L:
13.50%
IEDL.L:
-39.74%
VEUR.L:
-28.59%
IEDL.L:
-0.73%
VEUR.L:
-1.33%
Returns By Period
In the year-to-date period, IEDL.L achieves a 15.89% return, which is significantly higher than VEUR.L's 11.01% return.
IEDL.L
15.89%
5.93%
17.14%
16.34%
11.00%
15.83%
N/A
VEUR.L
11.01%
4.06%
10.27%
7.73%
10.20%
11.32%
8.31%
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IEDL.L vs. VEUR.L - Expense Ratio Comparison
IEDL.L has a 0.25% 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
IEDL.L vs. VEUR.L — Risk-Adjusted Performance Rank
IEDL.L
VEUR.L
IEDL.L vs. VEUR.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) 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.
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Dividends
IEDL.L vs. VEUR.L - Dividend Comparison
IEDL.L's dividend yield for the trailing twelve months is around 3.64%, more than VEUR.L's 1.72% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 3.64% | 4.22% | 4.76% | 4.23% | 3.56% | 2.32% | 3.86% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% |
VEUR.L Vanguard FTSE Developed Europe UCITS ETF Distributing | 1.72% | 2.30% | 2.96% | 3.22% | 2.73% | 2.29% | 3.34% | 3.54% | 3.05% | 3.05% | 3.06% | 3.93% |
Drawdowns
IEDL.L vs. VEUR.L - Drawdown Comparison
The maximum IEDL.L drawdown since its inception was -39.74%, 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 IEDL.L and VEUR.L.
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Volatility
IEDL.L vs. VEUR.L - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) has a higher volatility of 3.46% compared to Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L) at 3.07%. This indicates that IEDL.L's price experiences larger fluctuations and is considered to be riskier than VEUR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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