VERG.L vs. XUEK.L
Compare and contrast key facts about Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.L) and Xtrackers S&P Europe ex UK UCITS ETF (XUEK.L).
VERG.L and XUEK.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VERG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI Europe Ex UK NR EUR. It was launched on Jul 23, 2019. XUEK.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Ex UK NR EUR. It was launched on Jan 14, 2019. Both VERG.L and XUEK.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VERG.L or XUEK.L.
Performance
VERG.L vs. XUEK.L - Performance Comparison
Returns By Period
In the year-to-date period, VERG.L achieves a 1.99% return, which is significantly lower than XUEK.L's 2.74% return.
VERG.L
1.99%
-3.44%
-6.12%
8.13%
6.89%
N/A
XUEK.L
2.74%
-3.40%
-6.17%
9.06%
7.00%
N/A
Key characteristics
| VERG.L | XUEK.L | |
|---|---|---|
| Sharpe Ratio | 0.65 | 0.71 |
| Sortino Ratio | 0.96 | 1.05 |
| Omega Ratio | 1.11 | 1.12 |
| Calmar Ratio | 0.91 | 1.03 |
| Martin Ratio | 2.45 | 2.69 |
| Ulcer Index | 2.83% | 2.89% |
| Daily Std Dev | 10.69% | 10.90% |
| Max Drawdown | -27.55% | -27.36% |
| Current Drawdown | -6.88% | -6.82% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VERG.L vs. XUEK.L - Expense Ratio Comparison
VERG.L has a 0.10% expense ratio, which is higher than XUEK.L's 0.09% 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%.
Correlation
The correlation between VERG.L and XUEK.L is 0.99, 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.
Risk-Adjusted Performance
VERG.L vs. XUEK.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 Xtrackers S&P Europe ex UK UCITS ETF (XUEK.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.
Dividends
VERG.L vs. XUEK.L - Dividend Comparison
VERG.L has not paid dividends to shareholders, while XUEK.L's dividend yield for the trailing twelve months is around 2.87%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
VERG.L Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUEK.L Xtrackers S&P Europe ex UK UCITS ETF | 2.87% | 2.55% | 4.50% | 1.45% | 2.51% |
Drawdowns
VERG.L vs. XUEK.L - Drawdown Comparison
The maximum VERG.L drawdown since its inception was -27.55%, roughly equal to the maximum XUEK.L drawdown of -27.36%. Use the drawdown chart below to compare losses from any high point for VERG.L and XUEK.L. For additional features, visit the drawdowns tool.
Volatility
VERG.L vs. XUEK.L - Volatility Comparison
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.L) and Xtrackers S&P Europe ex UK UCITS ETF (XUEK.L) have volatilities of 4.91% and 5.00%, 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.