IEUX.L vs. VUSA.AS
Compare and contrast key facts about iShares MSCI Europe ex-UK UCITS (IEUX.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
IEUX.L and VUSA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEUX.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe ex-UK NR EUR. It was launched on Jun 2, 2006. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both IEUX.L and VUSA.AS 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: IEUX.L or VUSA.AS.
Key characteristics
| IEUX.L | VUSA.AS | |
|---|---|---|
| YTD Return | 1.29% | 32.39% |
| 1Y Return | 9.13% | 38.50% |
| 3Y Return (Ann) | 2.08% | 12.52% |
| 5Y Return (Ann) | 6.58% | 16.22% |
| 10Y Return (Ann) | 7.84% | 14.66% |
| Sharpe Ratio | 0.74 | 3.19 |
| Sortino Ratio | 1.08 | 4.29 |
| Omega Ratio | 1.13 | 1.66 |
| Calmar Ratio | 1.04 | 4.59 |
| Martin Ratio | 2.83 | 20.53 |
| Ulcer Index | 2.77% | 1.86% |
| Daily Std Dev | 10.65% | 11.89% |
| Max Drawdown | -45.67% | -33.64% |
| Current Drawdown | -7.53% | 0.00% |
Correlation
The correlation between IEUX.L and VUSA.AS is 0.70, 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.
Performance
IEUX.L vs. VUSA.AS - Performance Comparison
In the year-to-date period, IEUX.L achieves a 1.29% return, which is significantly lower than VUSA.AS's 32.39% return. Over the past 10 years, IEUX.L has underperformed VUSA.AS with an annualized return of 7.84%, while VUSA.AS has yielded a comparatively higher 14.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IEUX.L vs. VUSA.AS - Expense Ratio Comparison
IEUX.L has a 0.40% expense ratio, which is higher than VUSA.AS's 0.07% expense ratio.
Risk-Adjusted Performance
IEUX.L vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ex-UK UCITS (IEUX.L) and Vanguard S&P 500 UCITS ETF (VUSA.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.
Dividends
IEUX.L vs. VUSA.AS - Dividend Comparison
IEUX.L's dividend yield for the trailing twelve months is around 2.38%, more than VUSA.AS's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUX.L iShares MSCI Europe ex-UK UCITS | 2.38% | 2.33% | 2.25% | 1.65% | 1.44% | 2.42% | 2.60% | 2.23% | 2.17% | 2.11% | 2.13% | 2.14% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
IEUX.L vs. VUSA.AS - Drawdown Comparison
The maximum IEUX.L drawdown since its inception was -45.67%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for IEUX.L and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
IEUX.L vs. VUSA.AS - Volatility Comparison
iShares MSCI Europe ex-UK UCITS (IEUX.L) has a higher volatility of 4.88% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.54%. This indicates that IEUX.L's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.