RFEU vs. VEUR.L
Compare and contrast key facts about First Trust RiverFront Dynamic Europe ETF (RFEU) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L).
RFEU 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. RFEU is an actively managed fund by First Trust. It was launched on Apr 14, 2016. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RFEU or VEUR.L.
Key characteristics
| RFEU | VEUR.L | |
|---|---|---|
| YTD Return | 3.27% | 5.73% |
| 1Y Return | 14.30% | 14.35% |
| 3Y Return (Ann) | -2.93% | 4.73% |
| 5Y Return (Ann) | 4.73% | 7.37% |
| Sharpe Ratio | 0.94 | 1.44 |
| Sortino Ratio | 1.41 | 2.09 |
| Omega Ratio | 1.17 | 1.25 |
| Calmar Ratio | 0.54 | 2.32 |
| Martin Ratio | 5.72 | 6.96 |
| Ulcer Index | 2.36% | 2.06% |
| Daily Std Dev | 14.13% | 9.88% |
| Max Drawdown | -39.74% | -28.59% |
| Current Drawdown | -10.13% | -4.03% |
Correlation
The correlation between RFEU and VEUR.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
RFEU vs. VEUR.L - Performance Comparison
In the year-to-date period, RFEU achieves a 3.27% return, which is significantly lower than VEUR.L's 5.73% return. 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.
RFEU vs. VEUR.L - Expense Ratio Comparison
RFEU has a 0.83% expense ratio, which is higher than VEUR.L's 0.10% expense ratio.
Risk-Adjusted Performance
RFEU vs. VEUR.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Europe ETF (RFEU) 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
RFEU vs. VEUR.L - Dividend Comparison
RFEU's dividend yield for the trailing twelve months is around 2.49%, less than VEUR.L's 2.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFEU First Trust RiverFront Dynamic Europe ETF | 2.49% | 3.37% | 4.98% | 1.82% | 2.32% | 3.08% | 2.84% | 1.35% | 3.16% | 0.00% | 0.00% | 0.00% |
VEUR.L Vanguard FTSE Developed Europe UCITS ETF Distributing | 2.60% | 2.96% | 3.22% | 2.73% | 2.30% | 3.34% | 3.53% | 3.05% | 3.03% | 3.05% | 3.92% | 0.76% |
Drawdowns
RFEU vs. VEUR.L - Drawdown Comparison
The maximum RFEU drawdown since its inception was -39.74%, 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 RFEU and VEUR.L. For additional features, visit the drawdowns tool.
Volatility
RFEU vs. VEUR.L - Volatility Comparison
First Trust RiverFront Dynamic Europe ETF (RFEU) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L) have volatilities of 2.91% and 2.80%, 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.