IMEU.AS vs. VUAA.L
Compare and contrast key facts about iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) and Vanguard S&P 500 UCITS ETF (VUAA.L).
IMEU.AS and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMEU.AS is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both IMEU.AS and VUAA.L 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: IMEU.AS or VUAA.L.
Key characteristics
| IMEU.AS | VUAA.L | |
|---|---|---|
| YTD Return | 7.65% | 26.27% |
| 1Y Return | 15.23% | 37.24% |
| 3Y Return (Ann) | 4.32% | 9.97% |
| 5Y Return (Ann) | 7.05% | 15.65% |
| Sharpe Ratio | 1.37 | 2.99 |
| Sortino Ratio | 1.89 | 4.13 |
| Omega Ratio | 1.24 | 1.57 |
| Calmar Ratio | 1.95 | 4.46 |
| Martin Ratio | 7.92 | 19.26 |
| Ulcer Index | 1.77% | 1.79% |
| Daily Std Dev | 10.26% | 11.67% |
| Max Drawdown | -57.85% | -34.05% |
| Current Drawdown | -5.06% | -0.35% |
Correlation
The correlation between IMEU.AS and VUAA.L is 0.74, 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
IMEU.AS vs. VUAA.L - Performance Comparison
In the year-to-date period, IMEU.AS achieves a 7.65% return, which is significantly lower than VUAA.L's 26.27% 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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IMEU.AS vs. VUAA.L - Expense Ratio Comparison
IMEU.AS has a 1.00% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Risk-Adjusted Performance
IMEU.AS vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) and Vanguard S&P 500 UCITS ETF (VUAA.L). 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
IMEU.AS vs. VUAA.L - Dividend Comparison
IMEU.AS's dividend yield for the trailing twelve months is around 2.90%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMEU.AS iShares Core MSCI Europe UCITS ETF EUR (Dist) | 2.90% | 2.88% | 2.93% | 2.25% | 2.08% | 3.06% | 3.23% | 2.64% | 2.85% | 2.67% | 2.50% | 2.46% |
VUAA.L Vanguard S&P 500 UCITS 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% |
Drawdowns
IMEU.AS vs. VUAA.L - Drawdown Comparison
The maximum IMEU.AS drawdown since its inception was -57.85%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for IMEU.AS and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
IMEU.AS vs. VUAA.L - Volatility Comparison
iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) has a higher volatility of 4.51% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 3.79%. This indicates that IMEU.AS's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.