PortfoliosLab logo
VEA vs. VEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEA and VEU is 0.83, 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

VEA vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Markets ETF (VEA) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%December2025FebruaryMarchAprilMay
90.84%
85.24%
VEA
VEU

Key characteristics

Sharpe Ratio

VEA:

0.59

VEU:

0.63

Sortino Ratio

VEA:

0.95

VEU:

0.98

Omega Ratio

VEA:

1.13

VEU:

1.13

Calmar Ratio

VEA:

0.76

VEU:

0.75

Martin Ratio

VEA:

2.29

VEU:

2.36

Ulcer Index

VEA:

4.45%

VEU:

4.37%

Daily Std Dev

VEA:

17.23%

VEU:

16.89%

Max Drawdown

VEA:

-60.69%

VEU:

-61.52%

Current Drawdown

VEA:

-0.71%

VEU:

-0.99%

Returns By Period

In the year-to-date period, VEA achieves a 12.04% return, which is significantly higher than VEU's 10.16% return. Over the past 10 years, VEA has outperformed VEU with an annualized return of 5.66%, while VEU has yielded a comparatively lower 5.22% annualized return.


VEA

YTD

12.04%

1M

16.82%

6M

6.79%

1Y

10.14%

5Y*

11.59%

10Y*

5.66%

VEU

YTD

10.16%

1M

16.35%

6M

4.75%

1Y

10.51%

5Y*

10.78%

10Y*

5.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEA vs. VEU - Expense Ratio Comparison

VEA has a 0.05% expense ratio, which is lower than VEU's 0.07% 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%.


Risk-Adjusted Performance

VEA vs. VEU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEA
The Risk-Adjusted Performance Rank of VEA is 6666
Overall Rank
The Sharpe Ratio Rank of VEA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 6565
Martin Ratio Rank

VEU
The Risk-Adjusted Performance Rank of VEU is 6767
Overall Rank
The Sharpe Ratio Rank of VEU is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VEU is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VEU is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEU is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEA vs. VEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) 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.


The current VEA Sharpe Ratio is 0.59, which is comparable to the VEU Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VEA and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.59
0.63
VEA
VEU

Dividends

VEA vs. VEU - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 2.93%, which matches VEU's 2.91% yield.


TTM20242023202220212020201920182017201620152014
VEA
Vanguard FTSE Developed Markets ETF
2.93%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%
VEU
Vanguard FTSE All-World ex-US ETF
2.91%3.24%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%

Drawdowns

VEA vs. VEU - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.69%, roughly equal to the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VEA and VEU. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.71%
-0.99%
VEA
VEU

Volatility

VEA vs. VEU - Volatility Comparison

Vanguard FTSE Developed Markets ETF (VEA) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 8.24% and 7.95%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.24%
7.95%
VEA
VEU