SDUE.L vs. VGK
Compare and contrast key facts about iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) and Vanguard FTSE Europe ETF (VGK).
SDUE.L and VGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDUE.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Oct 19, 2018. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both SDUE.L and VGK 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: SDUE.L or VGK.
Correlation
The correlation between SDUE.L and VGK is 0.81, 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
SDUE.L vs. VGK - Performance Comparison
Key characteristics
SDUE.L:
1.32
VGK:
1.01
SDUE.L:
1.90
VGK:
1.45
SDUE.L:
1.23
VGK:
1.17
SDUE.L:
2.20
VGK:
1.22
SDUE.L:
5.24
VGK:
2.85
SDUE.L:
2.65%
VGK:
4.73%
SDUE.L:
10.59%
VGK:
13.22%
SDUE.L:
-27.99%
VGK:
-63.61%
SDUE.L:
0.00%
VGK:
-1.19%
Returns By Period
In the year-to-date period, SDUE.L achieves a 8.52% return, which is significantly lower than VGK's 10.40% return.
SDUE.L
8.52%
6.38%
5.44%
13.90%
8.44%
N/A
VGK
10.40%
10.59%
3.78%
14.13%
7.04%
5.83%
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SDUE.L vs. VGK - Expense Ratio Comparison
SDUE.L has a 0.12% expense ratio, which is higher than VGK's 0.08% 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%.
Risk-Adjusted Performance
SDUE.L vs. VGK — Risk-Adjusted Performance Rank
SDUE.L
VGK
SDUE.L vs. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) and Vanguard FTSE Europe ETF (VGK). 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
SDUE.L vs. VGK - Dividend Comparison
SDUE.L's dividend yield for the trailing twelve months is around 3.20%, less than VGK's 3.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDUE.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) | 3.20% | 3.47% | 3.16% | 3.24% | 2.54% | 2.03% | 3.43% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% |
VGK Vanguard FTSE Europe ETF | 3.27% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
Drawdowns
SDUE.L vs. VGK - Drawdown Comparison
The maximum SDUE.L drawdown since its inception was -27.99%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for SDUE.L and VGK. For additional features, visit the drawdowns tool.
Volatility
SDUE.L vs. VGK - Volatility Comparison
The current volatility for iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) is 3.04%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 3.91%. This indicates that SDUE.L experiences smaller price fluctuations and is considered to be less risky than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.