UMC vs. VEU
Compare and contrast key facts about United Microelectronics Corporation (UMC) and Vanguard FTSE All-World ex-US ETF (VEU).
VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
UMC vs. VEU - Performance Comparison
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UMC vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UMC United Microelectronics Corporation | 14.12% | 28.65% | -19.01% | 39.20% | -40.32% | 43.16% | 230.69% | 56.10% | -21.85% | 39.99% |
VEU Vanguard FTSE All-World ex-US ETF | 3.60% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
In the year-to-date period, UMC achieves a 14.12% return, which is significantly higher than VEU's 3.60% return. Over the past 10 years, UMC has outperformed VEU with an annualized return of 21.07%, while VEU has yielded a comparatively lower 9.16% annualized return.
UMC
- 1D
- -0.11%
- 1M
- -14.65%
- YTD
- 14.12%
- 6M
- 21.05%
- 1Y
- 36.51%
- 3Y*
- 7.26%
- 5Y*
- 5.18%
- 10Y*
- 21.07%
VEU
- 1D
- 1.32%
- 1M
- -5.22%
- YTD
- 3.60%
- 6M
- 7.76%
- 1Y
- 28.98%
- 3Y*
- 16.19%
- 5Y*
- 7.74%
- 10Y*
- 9.16%
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Return for Risk
UMC vs. VEU — Risk / Return Rank
UMC
VEU
UMC vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United Microelectronics Corporation (UMC) 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.
| UMC | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.69 | -0.79 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.32 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 2.57 | -1.50 |
Martin ratioReturn relative to average drawdown | 2.95 | 9.83 | -6.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UMC | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.69 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.49 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.54 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.23 | -0.13 |
Correlation
The correlation between UMC and VEU is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
UMC vs. VEU - Dividend Comparison
UMC's dividend yield for the trailing twelve months is around 5.31%, more than VEU's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMC United Microelectronics Corporation | 5.31% | 6.06% | 7.14% | 6.93% | 7.92% | 2.44% | 1.62% | 3.51% | 6.59% | 2.41% | 3.61% | 3.15% |
VEU Vanguard FTSE All-World ex-US ETF | 2.88% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
UMC vs. VEU - Drawdown Comparison
The maximum UMC drawdown since its inception was -72.52%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for UMC and VEU.
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Drawdown Indicators
| UMC | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.52% | -61.52% | -11.00% |
Max Drawdown (1Y)Largest decline over 1 year | -31.01% | -11.43% | -19.58% |
Max Drawdown (5Y)Largest decline over 5 years | -54.30% | -29.31% | -24.99% |
Max Drawdown (10Y)Largest decline over 10 years | -54.30% | -34.98% | -19.32% |
Current DrawdownCurrent decline from peak | -28.13% | -7.36% | -20.77% |
Average DrawdownAverage peak-to-trough decline | -42.81% | -13.23% | -29.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.29% | 2.99% | +8.30% |
Volatility
UMC vs. VEU - Volatility Comparison
United Microelectronics Corporation (UMC) has a higher volatility of 9.62% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 7.65%. This indicates that UMC's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UMC | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.62% | 7.65% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 34.25% | 11.61% | +22.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.98% | 17.25% | +23.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.13% | 15.83% | +22.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.39% | 17.13% | +21.26% |