ISEU.L vs. VEUR.L
Compare and contrast key facts about iShares MSCI Europe UCITS Dist (ISEU.L) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L).
ISEU.L and VEUR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007. VEUR.L is a passively managed fund by Vanguard that tracks the performance of the MSCI Europe NR EUR. It was launched on May 21, 2013. Both ISEU.L and VEUR.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: ISEU.L or VEUR.L.
Key characteristics
| ISEU.L | VEUR.L | |
|---|---|---|
| YTD Return | 5.00% | 4.88% |
| 1Y Return | 16.19% | 11.85% |
| 3Y Return (Ann) | 2.44% | 4.61% |
| 5Y Return (Ann) | 6.78% | 7.17% |
| Sharpe Ratio | 1.37 | 1.19 |
| Sortino Ratio | 2.02 | 1.73 |
| Omega Ratio | 1.24 | 1.20 |
| Calmar Ratio | 2.06 | 1.92 |
| Martin Ratio | 7.11 | 5.59 |
| Ulcer Index | 2.51% | 2.12% |
| Daily Std Dev | 13.03% | 9.95% |
| Max Drawdown | -36.02% | -28.59% |
| Current Drawdown | -7.94% | -4.80% |
Correlation
The correlation between ISEU.L and VEUR.L is 0.87, 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
ISEU.L vs. VEUR.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with ISEU.L having a 5.00% return and VEUR.L slightly lower at 4.88%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ISEU.L vs. VEUR.L - Expense Ratio Comparison
ISEU.L has a 1.00% expense ratio, which is higher than VEUR.L's 0.10% expense ratio.
Risk-Adjusted Performance
ISEU.L vs. VEUR.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (ISEU.L) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.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
ISEU.L vs. VEUR.L - Dividend Comparison
ISEU.L's dividend yield for the trailing twelve months is around 2.92%, more than VEUR.L's 2.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISEU.L iShares MSCI Europe UCITS Dist | 2.92% | 2.81% | 2.86% | 2.36% | 1.91% | 3.03% | 3.31% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% |
VEUR.L Vanguard FTSE Developed Europe UCITS ETF Distributing | 2.62% | 2.96% | 3.22% | 2.73% | 2.30% | 3.34% | 3.53% | 3.05% | 3.03% | 3.05% | 3.92% | 0.76% |
Drawdowns
ISEU.L vs. VEUR.L - Drawdown Comparison
The maximum ISEU.L drawdown since its inception was -36.02%, which is greater than VEUR.L's maximum drawdown of -28.59%. Use the drawdown chart below to compare losses from any high point for ISEU.L and VEUR.L. For additional features, visit the drawdowns tool.
Volatility
ISEU.L vs. VEUR.L - Volatility Comparison
iShares MSCI Europe UCITS Dist (ISEU.L) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L) have volatilities of 4.03% and 4.01%, 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.