VERE.DE vs. JAM.L
Compare and contrast key facts about Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) and JPMorgan American Investment Trust (JAM.L).
VERE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe ex UK. It was launched on Jul 23, 2019.
Performance
VERE.DE vs. JAM.L - Performance Comparison
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VERE.DE vs. JAM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VERE.DE Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating | 0.26% | 21.22% | 6.82% | 17.62% | -12.44% | 24.56% | 2.46% | 7.56% |
JAM.L JPMorgan American Investment Trust | -2.82% | -4.80% | 39.05% | 29.32% | -14.52% | 43.04% | 14.61% | 5.96% |
Different Trading Currencies
VERE.DE is traded in EUR, while JAM.L is traded in GBp. To make them comparable, the JAM.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VERE.DE achieves a 0.26% return, which is significantly higher than JAM.L's -2.82% return.
VERE.DE
- 1D
- 2.76%
- 1M
- -4.06%
- YTD
- 0.26%
- 6M
- 5.59%
- 1Y
- 12.77%
- 3Y*
- 11.81%
- 5Y*
- 9.07%
- 10Y*
- —
JAM.L
- 1D
- 2.25%
- 1M
- -3.61%
- YTD
- -2.82%
- 6M
- -0.78%
- 1Y
- 6.17%
- 3Y*
- 16.80%
- 5Y*
- 12.97%
- 10Y*
- 14.40%
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Return for Risk
VERE.DE vs. JAM.L — Risk / Return Rank
VERE.DE
JAM.L
VERE.DE vs. JAM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) and JPMorgan American Investment Trust (JAM.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.
| VERE.DE | JAM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.31 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.13 | 0.56 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.08 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.63 | +0.66 |
Martin ratioReturn relative to average drawdown | 4.48 | 2.58 | +1.90 |
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
| VERE.DE | JAM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.31 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.69 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.53 | +0.02 |
Correlation
The correlation between VERE.DE and JAM.L is 0.66, 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
VERE.DE vs. JAM.L - Dividend Comparison
VERE.DE has not paid dividends to shareholders, while JAM.L's dividend yield for the trailing twelve months is around 1.01%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VERE.DE Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JAM.L JPMorgan American Investment Trust | 1.01% | 0.98% | 0.71% | 0.84% | 1.02% | 0.88% | 1.13% | 1.35% | 1.44% | 1.23% | 1.29% | 1.35% |
Drawdowns
VERE.DE vs. JAM.L - Drawdown Comparison
The maximum VERE.DE drawdown since its inception was -34.75%, smaller than the maximum JAM.L drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for VERE.DE and JAM.L.
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Drawdown Indicators
| VERE.DE | JAM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.75% | -58.93% | +24.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -12.66% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -22.81% | -26.73% | +3.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.50% | — |
Current DrawdownCurrent decline from peak | -5.99% | -7.37% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -13.38% | +8.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.34% | +0.60% |
Volatility
VERE.DE vs. JAM.L - Volatility Comparison
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) has a higher volatility of 6.25% compared to JPMorgan American Investment Trust (JAM.L) at 5.45%. This indicates that VERE.DE's price experiences larger fluctuations and is considered to be riskier than JAM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VERE.DE | JAM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 5.45% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 10.48% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 19.75% | -3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 18.93% | -4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 20.08% | -3.04% |