JIDE vs. VEU
JIDE (JPMorgan International Dynamic ETF) and VEU (Vanguard FTSE All-World ex-US ETF) are both Foreign Large Cap Equities funds. JIDE is actively managed, while VEU is passively managed. Their correlation of 0.93 suggests significant overlap in exposure. JIDE charges 0.55%/yr vs 0.04%/yr for VEU.
Performance
JIDE vs. VEU - Performance Comparison
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Returns By Period
JIDE
- 1D
- -1.37%
- 1M
- 4.11%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VEU
- 1D
- -1.62%
- 1M
- 2.71%
- 6M
- 10.16%
- YTD
- 13.45%
- 1Y
- 27.83%
- 3Y*
- 19.29%
- 5Y*
- 9.29%
- 10Y*
- 10.07%
JIDE vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
JIDE JPMorgan International Dynamic ETF | 2.33% |
VEU Vanguard FTSE All-World ex-US ETF | 5.64% |
Correlation
The correlation between JIDE and VEU is 0.93, 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 Jan 28, 2026 | 0.93 |
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Return for Risk
JIDE vs. VEU — Risk / Return Rank
JIDE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VEU
JIDE vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Dynamic ETF (JIDE) 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.
| JIDE | VEU | Difference | |
|---|---|---|---|
| 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 | — | 2.45 | — |
| Martin ratioReturn relative to average drawdown | — | 9.25 | — |
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Drawdowns
JIDE vs. VEU - Drawdown Comparison
The maximum JIDE drawdown since its inception was -12.69%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for JIDE and VEU.
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Drawdown Indicators
| JIDE | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.69% | -61.52% | +48.83% |
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 DrawdownCurrent decline from peak | -3.11% | -2.69% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -13.08% | +8.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.02% | — |
Volatility
JIDE vs. VEU - Volatility Comparison
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Volatility by Period
| JIDE | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.34% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.67% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.03% | 16.61% | +4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.03% | 16.33% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 17.04% | +3.99% |
JIDE vs. VEU - Expense Ratio Comparison
JIDE has a 0.55% expense ratio, which is higher than VEU's 0.04% expense ratio.
Dividends
JIDE vs. VEU - Dividend Comparison
JIDE has not paid dividends to shareholders, while VEU's dividend yield for the trailing twelve months is around 2.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIDE JPMorgan International Dynamic 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 | 2.55% | 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
With a correlation of 0.93, JIDE and VEU 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, 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 JIDE.
VEU has the higher dividend yield at 2.55%, compared with 0.00% for JIDE.
They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.55% for JIDE and 0.04% for VEU.
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