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VERX.AS vs. EEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VERX.AS vs. EEM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Europe ex-UK UCITS ETF (VERX.AS) and iShares MSCI Emerging Markets ETF (EEM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VERX.AS is traded in EUR, while EEM is traded in USD. To make them comparable, the EEM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VERX.AS achieves a 7.73% return, which is significantly lower than EEM's 27.74% return. Both investments have delivered pretty close results over the past 10 years, with VERX.AS having a 9.69% annualized return and EEM not far behind at 9.44%.


VERX.AS

1D
0.65%
1M
3.79%
YTD
7.73%
6M
10.13%
1Y
15.93%
3Y*
13.68%
5Y*
9.30%
10Y*
9.69%

EEM

1D
-1.31%
1M
6.36%
YTD
27.74%
6M
29.35%
1Y
49.54%
3Y*
20.19%
5Y*
7.75%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VERX.AS vs. EEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
7.73%20.65%7.05%18.49%-12.99%24.93%2.62%26.48%-10.05%12.01%
EEM
iShares MSCI Emerging Markets ETF
27.74%18.08%13.52%5.68%-15.64%3.58%7.38%20.90%-11.34%20.39%

Correlation

The correlation between VERX.AS and EEM is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2014

0.48

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Return for Risk

VERX.AS vs. EEM — Risk / Return Rank

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

VERX.AS
VERX.AS Risk / Return Rank: 3333
Overall Rank
VERX.AS Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
VERX.AS Sortino Ratio Rank: 3333
Sortino Ratio Rank
VERX.AS Omega Ratio Rank: 3333
Omega Ratio Rank
VERX.AS Calmar Ratio Rank: 3232
Calmar Ratio Rank
VERX.AS Martin Ratio Rank: 3737
Martin Ratio Rank

EEM
EEM Risk / Return Rank: 7979
Overall Rank
EEM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 7777
Sortino Ratio Rank
EEM Omega Ratio Rank: 8181
Omega Ratio Rank
EEM Calmar Ratio Rank: 7878
Calmar Ratio Rank
EEM Martin Ratio Rank: 7878
Martin Ratio Rank
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.

VERX.AS vs. EEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex-UK UCITS ETF (VERX.AS) and iShares MSCI Emerging Markets ETF (EEM). 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.


VERX.ASEEMDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.22

1.49

-0.28

Calmar ratioReturn relative to maximum drawdown

1.54

4.57

-3.03

Martin ratioReturn relative to average drawdown

5.65

16.84

-11.19

VERX.AS vs. EEM - Sharpe Ratio Comparison

The current VERX.AS Sharpe Ratio is 1.17, which is lower than the EEM Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of VERX.AS and EEM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VERX.ASEEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

2.67

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.45

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.48

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.21

+0.38

Drawdowns

VERX.AS vs. EEM - Drawdown Comparison

The maximum VERX.AS drawdown since its inception was -34.59%, smaller than the maximum EEM drawdown of -61.01%. Use the drawdown chart below to compare losses from any high point for VERX.AS and EEM.


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Drawdown Indicators


VERX.ASEEMDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-61.01%

+26.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-10.90%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-16.22%

-18.07%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.89%

-24.70%

+1.81%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

-32.11%

-2.48%

Current Drawdown

Current decline from peak

-1.39%

-2.26%

+0.87%

Average Drawdown

Average peak-to-trough decline

-5.73%

-13.57%

+7.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.95%

-0.16%

Volatility

VERX.AS vs. EEM - Volatility Comparison

The current volatility for Vanguard FTSE Developed Europe ex-UK UCITS ETF (VERX.AS) is 4.34%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 7.75%. This indicates that VERX.AS experiences smaller price fluctuations and is considered to be less risky than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VERX.ASEEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

7.75%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.06%

15.94%

-4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.49%

18.66%

-5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

17.19%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

19.65%

-3.92%

VERX.AS vs. EEM - Expense Ratio Comparison

VERX.AS has a 0.10% expense ratio, which is lower than EEM's 0.72% expense ratio.


Dividends

VERX.AS vs. EEM - Dividend Comparison

VERX.AS's dividend yield for the trailing twelve months is around 2.48%, more than EEM's 1.76% yield.


PositionTTM20252024202320222021202020192018201720162015
EEM
iShares MSCI Emerging Markets ETF
1.76%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
2.48%2.67%2.91%2.75%3.05%2.29%1.96%2.83%3.20%2.71%2.81%2.61%

Frequently Asked Questions


VERX.AS and EEM have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VERX.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VERX.AS is cheaper with a 0.10% expense ratio, compared with 0.72% for EEM.

VERX.AS is categorized as Europe Equities, while EEM is Emerging Markets Diversified. VERX.AS tracks MSCI Europe Ex UK NR EUR, while EEM tracks MSCI Emerging Markets Index (Net). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VERX.AS and 0.72% for EEM.

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