VERE.DE vs. VEA

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) and Vanguard FTSE Developed Markets ETF (VEA).

VERE.DE and VEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007. Both VERE.DE and VEA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VERE.DE vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

VERE.DE vs. VEA - 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%
VEA Vanguard FTSE Developed Markets ETF	6.06%	19.12%	9.96%	14.40%	-10.10%	20.02%	0.67%	7.45%

Different Trading Currencies

VERE.DE is traded in EUR, while VEA is traded in USD. To make them comparable, the VEA 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 lower than VEA's 6.06% 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*: —

VEA

• 1D: 1.55%
• 1M: -4.45%
• YTD: 6.06%
• 6M: 11.47%
• 1Y: 22.92%
• 3Y*: 14.22%
• 5Y*: 9.32%
• 10Y*: 9.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VERE.DE vs. VEA - Expense Ratio Comparison

VERE.DE has a 0.10% expense ratio, which is higher than VEA's 0.03% 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%.

VERE.DE

Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

VERE.DE vs. VEA — Risk / Return Rank

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

VERE.DE

VERE.DE Risk / Return Rank: 41
VERE.DE Sharpe Ratio Rank: 41
VERE.DE Sortino Ratio Rank: 37
VERE.DE Omega Ratio Rank: 40
VERE.DE Calmar Ratio Rank: 44
VERE.DE Martin Ratio Rank: 43

VEA

VEA Risk / Return Rank: 87
VEA Sharpe Ratio Rank: 86
VEA Sortino Ratio Rank: 88
VEA Omega Ratio Rank: 87
VEA Calmar Ratio Rank: 87
VEA Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VERE.DE vs. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). 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	VEA	Difference
Sharpe ratio Return per unit of total volatility	0.80	1.33	-0.53
Sortino ratio Return per unit of downside risk	1.13	1.85	-0.72
Omega ratio Gain probability vs. loss probability	1.17	1.29	-0.12
Calmar ratio Return relative to maximum drawdown	1.28	2.00	-0.72
Martin ratio Return relative to average drawdown	4.48	8.46	-3.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VERE.DE vs. VEA - Sharpe Ratio Comparison

The current VERE.DE Sharpe Ratio is 0.80, which is lower than the VEA Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of VERE.DE and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VERE.DE	VEA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	1.33	-0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.68	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.30	+0.25

Correlation

The correlation between VERE.DE and VEA is 0.69, 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. VEA - Dividend Comparison

VERE.DE has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.88%.

	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%
VEA Vanguard FTSE Developed Markets ETF	2.88%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%

Drawdowns

VERE.DE vs. VEA - Drawdown Comparison

The maximum VERE.DE drawdown since its inception was -34.75%, smaller than the maximum VEA drawdown of -55.05%. Use the drawdown chart below to compare losses from any high point for VERE.DE and VEA.

Drawdown Indicators

	VERE.DE	VEA	Difference
Max Drawdown Largest peak-to-trough decline	-34.75%	-60.68%	+25.93%
Max Drawdown (1Y) Largest decline over 1 year	-12.17%	-11.63%	-0.54%
Max Drawdown (5Y) Largest decline over 5 years	-22.81%	-29.71%	+6.90%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.73%	—
Current Drawdown Current decline from peak	-5.99%	-7.20%	+1.21%
Average Drawdown Average peak-to-trough decline	-5.35%	-13.39%	+8.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	2.99%	-0.05%

Volatility

VERE.DE vs. VEA - Volatility Comparison

The current volatility for Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) is 6.25%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 6.91%. This indicates that VERE.DE experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VERE.DE	VEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.25%	6.91%	-0.66%
Volatility (6M) Calculated over the trailing 6-month period	9.84%	10.53%	-0.69%
Volatility (1Y) Calculated over the trailing 1-year period	15.84%	17.30%	-1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.83%	13.80%	+1.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.04%	16.07%	+0.97%