URTH vs. VEURX
URTH (iShares MSCI World ETF) and VEURX (Vanguard European Stock Index Fund) are both funds - URTH is a Global Equities fund tracking the MSCI World Index (Net), while VEURX is a Europe Equities fund managed by Vanguard. Over the past 10 years, URTH returned 13.38%/yr vs 9.81%/yr for VEURX. A 0.75 correlation means they provide meaningful diversification when combined. URTH charges 0.24%/yr vs 0.25%/yr for VEURX.
Performance
URTH vs. VEURX - Performance Comparison
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Returns By Period
In the year-to-date period, URTH achieves a 8.91% return, which is significantly higher than VEURX's 7.18% return. Over the past 10 years, URTH has outperformed VEURX with an annualized return of 13.38%, while VEURX has yielded a comparatively lower 9.81% annualized return.
URTH
- 1D
- 0.39%
- 1M
- 1.20%
- YTD
- 8.91%
- 6M
- 9.60%
- 1Y
- 24.56%
- 3Y*
- 19.60%
- 5Y*
- 11.45%
- 10Y*
- 13.38%
VEURX
- 1D
- 2.88%
- 1M
- 3.81%
- YTD
- 7.18%
- 6M
- 9.34%
- 1Y
- 19.02%
- 3Y*
- 16.61%
- 5Y*
- 8.26%
- 10Y*
- 9.81%
URTH vs. VEURX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 8.91% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
VEURX Vanguard European Stock Index Fund | 7.18% | 35.20% | 1.88% | 19.83% | -16.16% | 16.14% | 6.29% | 24.02% | -14.88% | 26.81% |
Correlation
The correlation between URTH and VEURX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2012 | 0.75 |
The correlation between URTH and VEURX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
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Return for Risk
URTH vs. VEURX — Risk / Return Rank
URTH
VEURX
URTH vs. VEURX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) and Vanguard European Stock Index Fund (VEURX). 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.
| URTH | VEURX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.53 | +1.03 |
| Martin ratioReturn relative to average drawdown | 11.37 | 5.58 | +5.79 |
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Drawdowns
URTH vs. VEURX - Drawdown Comparison
The maximum URTH drawdown since its inception was -34.01%, smaller than the maximum VEURX drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for URTH and VEURX.
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Drawdown Indicators
| URTH | VEURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -63.33% | +29.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.06% | -11.97% | +2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -16.94% | -13.97% | -2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -32.81% | +6.76% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -37.03% | +3.02% |
Current DrawdownCurrent decline from peak | -1.87% | -1.05% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -12.66% | +8.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 3.27% | -1.23% |
Volatility
URTH vs. VEURX - Volatility Comparison
The current volatility for iShares MSCI World ETF (URTH) is 4.55%, while Vanguard European Stock Index Fund (VEURX) has a volatility of 5.60%. This indicates that URTH experiences smaller price fluctuations and is considered to be less risky than VEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| URTH | VEURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 5.60% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 13.14% | -3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 15.70% | -3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 17.47% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 18.23% | -0.94% |
URTH vs. VEURX - Expense Ratio Comparison
URTH has a 0.24% expense ratio, which is lower than VEURX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
URTH vs. VEURX - Dividend Comparison
URTH's dividend yield for the trailing twelve months is around 1.36%, less than VEURX's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.36% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
VEURX Vanguard European Stock Index Fund | 2.62% | 2.70% | 3.44% | 3.00% | 3.07% | 2.90% | 1.97% | 3.14% | 3.77% | 2.55% | 3.35% | 3.09% |
Frequently Asked Questions
URTH and VEURX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEURX has higher volatility (5.60%) compared to URTH (4.55%). In terms of maximum drawdown, URTH dropped -34.01% vs VEURX's -63.33%.
URTH currently has the higher Sharpe Ratio (1.85 vs 1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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