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IMAE.AS vs. VERX.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMAE.AS vs. VERX.AS - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with IMAE.AS having a 6.95% return and VERX.AS slightly higher at 7.03%. Over the past 10 years, IMAE.AS has underperformed VERX.AS with an annualized return of 9.14%, while VERX.AS has yielded a comparatively higher 9.66% annualized return.


IMAE.AS

1D
-0.71%
1M
3.95%
YTD
6.95%
6M
9.74%
1Y
16.05%
3Y*
13.28%
5Y*
9.84%
10Y*
9.14%

VERX.AS

1D
-0.77%
1M
4.70%
YTD
7.03%
6M
10.04%
1Y
15.83%
3Y*
13.28%
5Y*
9.16%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMAE.AS vs. VERX.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)
6.95%19.74%8.89%15.99%-9.31%25.66%-3.06%25.45%-9.65%10.15%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
7.03%20.65%7.05%18.49%-12.99%24.93%2.62%26.48%-10.05%12.01%

Correlation

The correlation between IMAE.AS and VERX.AS is 0.98 - 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

0.98

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

0.98

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2014

0.94

The correlation between IMAE.AS and VERX.AS has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

IMAE.AS vs. VERX.AS — Risk / Return Rank

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

IMAE.AS
IMAE.AS Risk / Return Rank: 3535
Overall Rank
IMAE.AS Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IMAE.AS Sortino Ratio Rank: 3434
Sortino Ratio Rank
IMAE.AS Omega Ratio Rank: 3535
Omega Ratio Rank
IMAE.AS Calmar Ratio Rank: 3434
Calmar Ratio Rank
IMAE.AS Martin Ratio Rank: 3939
Martin Ratio Rank

VERX.AS
VERX.AS Risk / Return Rank: 3232
Overall Rank
VERX.AS Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VERX.AS Sortino Ratio Rank: 3232
Sortino Ratio Rank
VERX.AS Omega Ratio Rank: 3131
Omega Ratio Rank
VERX.AS Calmar Ratio Rank: 3131
Calmar Ratio Rank
VERX.AS Martin Ratio Rank: 3636
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.

IMAE.AS vs. VERX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and Vanguard FTSE Developed Europe ex-UK UCITS ETF (VERX.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.


IMAE.ASVERX.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.24

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

1.67

1.53

+0.14

Martin ratioReturn relative to average drawdown

6.19

5.62

+0.57

IMAE.AS vs. VERX.AS - Sharpe Ratio Comparison

The current IMAE.AS Sharpe Ratio is 1.24, which is comparable to the VERX.AS Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of IMAE.AS and VERX.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.


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Sharpe Ratios by Period


IMAE.ASVERX.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.16

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.61

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.61

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.59

-0.06

Drawdowns

IMAE.AS vs. VERX.AS - Drawdown Comparison

The maximum IMAE.AS drawdown since its inception was -35.60%, roughly equal to the maximum VERX.AS drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for IMAE.AS and VERX.AS.


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Drawdown Indicators


IMAE.ASVERX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-35.60%

-34.59%

-1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-10.21%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-16.22%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-22.89%

+3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-35.60%

-34.59%

-1.01%

Current Drawdown

Current decline from peak

-2.20%

-2.03%

-0.17%

Average Drawdown

Average peak-to-trough decline

-5.32%

-5.73%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.79%

-0.23%

Volatility

IMAE.AS vs. VERX.AS - Volatility Comparison

iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and Vanguard FTSE Developed Europe ex-UK UCITS ETF (VERX.AS) have volatilities of 4.85% and 4.92%, 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.


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Volatility by Period


IMAE.ASVERX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

4.92%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

11.04%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

13.48%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

14.86%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

15.73%

-0.19%

IMAE.AS vs. VERX.AS - Expense Ratio Comparison

IMAE.AS has a 0.20% expense ratio, which is higher than VERX.AS'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%.


Dividends

IMAE.AS vs. VERX.AS - Dividend Comparison

IMAE.AS has not paid dividends to shareholders, while VERX.AS's dividend yield for the trailing twelve months is around 2.50%.


PositionTTM20252024202320222021202020192018201720162015
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
2.50%2.67%2.91%2.75%3.05%2.29%1.96%2.83%3.20%2.71%2.81%2.61%

Frequently Asked Questions


With a correlation of 0.98, IMAE.AS and VERX.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, VERX.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VERX.AS is cheaper with a 0.10% expense ratio, compared with 0.20% for IMAE.AS.

IMAE.AS tracks MSCI Europe NR EUR, while VERX.AS tracks MSCI Europe Ex UK NR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IMAE.AS and 0.10% for VERX.AS.

Portfolio Optimizer

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