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VERG.L vs. VEUA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VERG.LVEUA.L
YTD Return5.98%7.76%
1Y Return16.51%16.21%
3Y Return (Ann)5.66%6.62%
5Y Return (Ann)8.29%8.11%
Sharpe Ratio1.591.69
Sortino Ratio2.262.42
Omega Ratio1.271.29
Calmar Ratio1.992.19
Martin Ratio7.198.46
Ulcer Index2.38%2.02%
Daily Std Dev10.80%10.18%
Max Drawdown-27.55%-28.45%
Current Drawdown-3.24%-2.13%

Correlation

-0.50.00.51.01.0

The correlation between VERG.L and VEUA.L is 0.98, 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

VERG.L vs. VEUA.L - Performance Comparison

In the year-to-date period, VERG.L achieves a 5.98% return, which is significantly lower than VEUA.L's 7.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
7.23%
8.75%
VERG.L
VEUA.L

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


VERG.L vs. VEUA.L - Expense Ratio Comparison

Both VERG.L and VEUA.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VERG.L
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating
Expense ratio chart for VERG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VEUA.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VERG.L vs. VEUA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.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.


VERG.L
Sharpe ratio
The chart of Sharpe ratio for VERG.L, currently valued at 1.95, compared to the broader market0.002.004.001.95
Sortino ratio
The chart of Sortino ratio for VERG.L, currently valued at 2.83, compared to the broader market0.005.0010.002.83
Omega ratio
The chart of Omega ratio for VERG.L, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for VERG.L, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.54
Martin ratio
The chart of Martin ratio for VERG.L, currently valued at 10.70, compared to the broader market0.0020.0040.0060.0080.00100.0010.70
VEUA.L
Sharpe ratio
The chart of Sharpe ratio for VEUA.L, currently valued at 2.05, compared to the broader market0.002.004.002.05
Sortino ratio
The chart of Sortino ratio for VEUA.L, currently valued at 3.00, compared to the broader market0.005.0010.003.00
Omega ratio
The chart of Omega ratio for VEUA.L, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for VEUA.L, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.88
Martin ratio
The chart of Martin ratio for VEUA.L, currently valued at 12.39, compared to the broader market0.0020.0040.0060.0080.00100.0012.39

VERG.L vs. VEUA.L - Sharpe Ratio Comparison

The current VERG.L Sharpe Ratio is 1.59, which is comparable to the VEUA.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of VERG.L and VEUA.L, 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 Ratio0.501.001.502.00MayJuneJulyAugustSeptemberOctober
1.95
2.05
VERG.L
VEUA.L

Dividends

VERG.L vs. VEUA.L - Dividend Comparison

Neither VERG.L nor VEUA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VERG.L vs. VEUA.L - Drawdown Comparison

The maximum VERG.L drawdown since its inception was -27.55%, roughly equal to the maximum VEUA.L drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for VERG.L and VEUA.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-4.09%
-3.48%
VERG.L
VEUA.L

Volatility

VERG.L vs. VEUA.L - Volatility Comparison

Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.L) has a higher volatility of 4.17% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) at 3.82%. This indicates that VERG.L's price experiences larger fluctuations and is considered to be riskier than VEUA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%MayJuneJulyAugustSeptemberOctober
4.17%
3.82%
VERG.L
VEUA.L