PortfoliosLab logoPortfoliosLab logo
IGGY vs. VEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGGY vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB International Growth ETF (IGGY) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGGY achieves a -2.55% return, which is significantly lower than VEU's 13.08% return.


IGGY

1D
-0.41%
1M
-0.36%
YTD
-2.55%
6M
-3.36%
1Y
3Y*
5Y*
10Y*

VEU

1D
-0.74%
1M
-0.91%
YTD
13.08%
6M
12.44%
1Y
27.39%
3Y*
18.82%
5Y*
8.53%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGGY vs. VEU - Yearly Performance Comparison


2026 (YTD)2025
IGGY
AB International Growth ETF
-2.55%-3.42%
VEU
Vanguard FTSE All-World ex-US ETF
13.08%4.98%

Correlation

The correlation between IGGY and VEU is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 17, 2025

0.88

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

IGGY vs. VEU — Risk / Return Rank

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

IGGY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VEU
VEU Risk / Return Rank: 5656
Overall Rank
VEU Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 5353
Sortino Ratio Rank
VEU Omega Ratio Rank: 5656
Omega Ratio Rank
VEU Calmar Ratio Rank: 5555
Calmar Ratio Rank
VEU Martin Ratio Rank: 5858
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.

IGGY vs. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Growth ETF (IGGY) and Vanguard FTSE All-World ex-US ETF (VEU). 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.


IGGYVEUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.41

Martin ratioReturn relative to average drawdown

9.17

IGGY vs. VEU - Sharpe Ratio Comparison


Loading charts...

Drawdowns

IGGY vs. VEU - Drawdown Comparison

The maximum IGGY drawdown since its inception was -19.69%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for IGGY and VEU.


Loading charts...

Drawdown Indicators


IGGYVEUDifference

Max Drawdown

Largest peak-to-trough decline

-19.69%

-61.52%

+41.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

Max Drawdown (3Y)

Largest decline over 3 years

-13.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

-8.63%

-3.00%

-5.63%

Average Drawdown

Average peak-to-trough decline

-7.39%

-13.09%

+5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

Volatility

IGGY vs. VEU - Volatility Comparison


Loading charts...

Volatility by Period


IGGYVEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

Volatility (1Y)

Calculated over the trailing 1-year period

20.04%

16.40%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

16.29%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

17.07%

+2.97%

IGGY vs. VEU - Expense Ratio Comparison

IGGY has a 0.55% expense ratio, which is higher than VEU's 0.04% expense ratio.


Dividends

IGGY vs. VEU - Dividend Comparison

IGGY has not paid dividends to shareholders, while VEU's dividend yield for the trailing twelve months is around 2.56%.


PositionTTM20252024202320222021202020192018201720162015
IGGY
AB International Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
2.56%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%

Frequently Asked Questions


IGGY and VEU have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEU is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEU is cheaper with a 0.04% expense ratio, compared with 0.55% for IGGY.

VEU has the higher dividend yield at 2.56%, compared with 0.00% for IGGY.

They also come from different issuers: AllianceBernstein and Vanguard. Their fees differ too: 0.55% for IGGY and 0.04% for VEU.

Portfolio Optimizer

Find the right allocation for IGGY and VEU

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