IEUS vs. VGK
Compare and contrast key facts about iShares MSCI Europe Small-Cap ETF (IEUS) and Vanguard FTSE Europe ETF (VGK).
IEUS and VGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEUS is a passively managed fund by iShares that tracks the performance of the MSCI Europe Small Cap Index. It was launched on Nov 12, 2007. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both IEUS and VGK 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: IEUS or VGK.
Performance
IEUS vs. VGK - Performance Comparison
Returns By Period
In the year-to-date period, IEUS achieves a -0.70% return, which is significantly lower than VGK's 3.19% return. Over the past 10 years, IEUS has outperformed VGK with an annualized return of 5.44%, while VGK has yielded a comparatively lower 5.01% annualized return.
IEUS
-0.70%
-7.37%
-6.71%
8.51%
3.53%
5.44%
VGK
3.19%
-6.53%
-5.55%
10.05%
6.21%
5.01%
Key characteristics
| IEUS | VGK | |
|---|---|---|
| Sharpe Ratio | 0.64 | 0.88 |
| Sortino Ratio | 0.98 | 1.27 |
| Omega Ratio | 1.12 | 1.15 |
| Calmar Ratio | 0.39 | 1.19 |
| Martin Ratio | 3.02 | 4.04 |
| Ulcer Index | 3.49% | 2.86% |
| Daily Std Dev | 16.39% | 13.16% |
| Max Drawdown | -62.12% | -63.61% |
| Current Drawdown | -19.94% | -9.34% |
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IEUS vs. VGK - Expense Ratio Comparison
IEUS has a 0.40% expense ratio, which is higher than VGK's 0.08% expense ratio.
Correlation
The correlation between IEUS and VGK is 0.84, 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.
Risk-Adjusted Performance
IEUS vs. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Small-Cap ETF (IEUS) and Vanguard FTSE Europe ETF (VGK). 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
IEUS vs. VGK - Dividend Comparison
IEUS's dividend yield for the trailing twelve months is around 3.30%, more than VGK's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUS iShares MSCI Europe Small-Cap ETF | 3.30% | 2.97% | 3.00% | 2.63% | 1.21% | 4.03% | 3.20% | 2.13% | 2.48% | 2.06% | 2.38% | 2.50% |
VGK Vanguard FTSE Europe ETF | 3.12% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Drawdowns
IEUS vs. VGK - Drawdown Comparison
The maximum IEUS drawdown since its inception was -62.12%, roughly equal to the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for IEUS and VGK. For additional features, visit the drawdowns tool.
Volatility
IEUS vs. VGK - Volatility Comparison
iShares MSCI Europe Small-Cap ETF (IEUS) has a higher volatility of 5.03% compared to Vanguard FTSE Europe ETF (VGK) at 4.31%. This indicates that IEUS's price experiences larger fluctuations and is considered to be riskier than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.