PortfoliosLab logoPortfoliosLab logo
IEUX.AS vs. VEUR.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEUX.AS vs. VEUR.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS) and Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with IEUX.AS having a 6.39% return and VEUR.AS slightly higher at 6.55%. Both investments have delivered pretty close results over the past 10 years, with IEUX.AS having a 9.33% annualized return and VEUR.AS not far behind at 9.20%.


IEUX.AS

1D
-0.82%
1M
4.66%
YTD
6.39%
6M
9.74%
1Y
14.70%
3Y*
12.75%
5Y*
8.88%
10Y*
9.33%

VEUR.AS

1D
-0.71%
1M
3.66%
YTD
6.55%
6M
9.83%
1Y
16.22%
3Y*
13.65%
5Y*
9.80%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEUX.AS vs. VEUR.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEUX.AS
iShares MSCI Europe ex-UK UCITS ETF
6.39%19.55%7.52%17.22%-12.30%25.00%1.67%26.50%-10.21%11.50%
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
6.55%19.69%10.27%16.15%-10.11%25.55%-2.72%25.95%-10.04%10.80%

Correlation

The correlation between IEUX.AS and VEUR.AS is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since May 22, 2013

0.97

The correlation between IEUX.AS and VEUR.AS has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IEUX.AS vs. VEUR.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEUX.AS
IEUX.AS Risk / Return Rank: 3131
Overall Rank
IEUX.AS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IEUX.AS Sortino Ratio Rank: 3030
Sortino Ratio Rank
IEUX.AS Omega Ratio Rank: 3030
Omega Ratio Rank
IEUX.AS Calmar Ratio Rank: 3030
Calmar Ratio Rank
IEUX.AS Martin Ratio Rank: 3636
Martin Ratio Rank

VEUR.AS
VEUR.AS Risk / Return Rank: 3535
Overall Rank
VEUR.AS Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VEUR.AS Sortino Ratio Rank: 3434
Sortino Ratio Rank
VEUR.AS Omega Ratio Rank: 3535
Omega Ratio Rank
VEUR.AS Calmar Ratio Rank: 3333
Calmar Ratio Rank
VEUR.AS Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IEUX.AS vs. VEUR.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS) and Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS). 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.


IEUX.ASVEUR.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratioReturn relative to maximum drawdown

1.46

1.67

-0.21

Martin ratioReturn relative to average drawdown

5.39

6.30

-0.91

IEUX.AS vs. VEUR.AS - Sharpe Ratio Comparison

The current IEUX.AS Sharpe Ratio is 1.07, which is comparable to the VEUR.AS Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IEUX.AS and VEUR.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IEUX.ASVEUR.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.25

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.68

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.58

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.52

-0.23

Drawdowns

IEUX.AS vs. VEUR.AS - Drawdown Comparison

The maximum IEUX.AS drawdown since its inception was -60.28%, which is greater than VEUR.AS's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for IEUX.AS and VEUR.AS.


Loading charts...

Drawdown Indicators


IEUX.ASVEUR.ASDifference

Max Drawdown

Largest peak-to-trough decline

-60.28%

-35.63%

-24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-9.59%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-16.22%

-16.41%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

-20.19%

-2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-34.79%

-35.63%

+0.84%

Current Drawdown

Current decline from peak

-2.02%

-2.18%

+0.16%

Average Drawdown

Average peak-to-trough decline

-14.68%

-5.29%

-9.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.55%

+0.15%

Volatility

IEUX.AS vs. VEUR.AS - Volatility Comparison

iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS) and Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) have volatilities of 4.86% and 4.91%, 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.


Loading charts...

Volatility by Period


IEUX.ASVEUR.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.91%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.18%

10.61%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

12.80%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

14.22%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

15.51%

+0.21%

IEUX.AS vs. VEUR.AS - Expense Ratio Comparison

IEUX.AS has a 0.40% expense ratio, which is higher than VEUR.AS's 0.10% expense ratio.


Dividends

IEUX.AS vs. VEUR.AS - Dividend Comparison

IEUX.AS's dividend yield for the trailing twelve months is around 2.00%, less than VEUR.AS's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
IEUX.AS
iShares MSCI Europe ex-UK UCITS ETF
2.00%2.15%2.36%2.37%2.34%1.62%1.43%2.33%2.65%2.27%2.31%2.16%
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
2.62%2.79%3.04%3.00%3.32%2.66%2.24%3.24%3.62%3.05%3.19%3.10%

Frequently Asked Questions


With a correlation of 0.97, IEUX.AS and VEUR.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VEUR.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEUR.AS is cheaper with a 0.10% expense ratio, compared with 0.40% for IEUX.AS.

IEUX.AS tracks MSCI Europe Ex UK NR EUR, while VEUR.AS tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IEUX.AS and 0.10% for VEUR.AS.

Portfolio Optimizer

Find the right allocation for IEUX.AS and VEUR.AS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer