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

Performance

VERX.AS vs. IEI - 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 3-7 Year Treasury Bond ETF (IEI). 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 IEI is traded in USD. To make them comparable, the IEI 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 10.88% return, which is significantly higher than IEI's 2.41% return. Over the past 10 years, VERX.AS has outperformed IEI with an annualized return of 10.11%, while IEI has yielded a comparatively lower 0.90% annualized return.


VERX.AS

1D
-0.10%
1M
0.93%
6M
6.79%
YTD
10.88%
1Y
21.51%
3Y*
14.69%
5Y*
9.70%
10Y*
10.11%

IEI

1D
0.12%
1M
1.26%
6M
1.27%
YTD
2.41%
1Y
4.52%
3Y*
3.05%
5Y*
0.84%
10Y*
0.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VERX.AS vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
10.88%20.66%7.06%18.51%-12.99%24.90%2.64%26.45%-10.03%12.01%
IEI
iShares 3-7 Year Treasury Bond ETF
2.41%-5.73%8.54%1.29%-3.90%4.75%-1.87%8.09%6.12%-11.22%

Correlation

The correlation between VERX.AS and IEI is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

-0.06

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

-0.16

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2014

-0.03

The correlation between VERX.AS and IEI shifts across timeframes, from -0.16 (5 years) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VERX.AS vs. IEI — 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: 5656
Overall Rank
VERX.AS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VERX.AS Sortino Ratio Rank: 5959
Sortino Ratio Rank
VERX.AS Omega Ratio Rank: 5757
Omega Ratio Rank
VERX.AS Calmar Ratio Rank: 5151
Calmar Ratio Rank
VERX.AS Martin Ratio Rank: 5757
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 2828
Overall Rank
IEI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3030
Sortino Ratio Rank
IEI Omega Ratio Rank: 2727
Omega Ratio Rank
IEI Calmar Ratio Rank: 2828
Calmar Ratio Rank
IEI Martin Ratio Rank: 2626
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. IEI - 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 3-7 Year Treasury Bond ETF (IEI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VERX.ASIEIDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.28

1.15

+0.13

Calmar ratioReturn relative to maximum drawdown

2.08

1.00

+1.08

Martin ratioReturn relative to average drawdown

7.86

2.83

+5.03

VERX.AS vs. IEI - Sharpe Ratio Comparison

The current VERX.AS Sharpe Ratio is 1.54, which is higher than the IEI Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of VERX.AS and IEI, 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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Drawdowns

VERX.AS vs. IEI - Drawdown Comparison

The maximum VERX.AS drawdown since its inception was -34.57%, which is greater than IEI's maximum drawdown of -17.29%. Use the drawdown chart below to compare losses from any high point for VERX.AS and IEI.


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Drawdown Indicators


VERX.ASIEIDifference

Max Drawdown

Largest peak-to-trough decline

-34.57%

-17.29%

-17.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-4.53%

-5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.21%

-10.34%

-5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-22.90%

-12.16%

-10.74%

Max Drawdown (10Y)

Largest decline over 10 years

-34.57%

-17.20%

-17.37%

Current Drawdown

Current decline from peak

-1.99%

-5.37%

+3.38%

Average Drawdown

Average peak-to-trough decline

-5.70%

-6.95%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

1.60%

+1.12%

Volatility

VERX.AS vs. IEI - Volatility Comparison

Vanguard FTSE Developed Europe ex-UK UCITS ETF (VERX.AS) has a higher volatility of 3.55% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 1.25%. This indicates that VERX.AS's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VERX.ASIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

1.25%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

4.17%

+7.64%

Volatility (1Y)

Calculated over the trailing 1-year period

13.85%

5.56%

+8.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

7.59%

+7.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

7.29%

+8.07%

VERX.AS vs. IEI - Expense Ratio Comparison

VERX.AS has a 0.10% expense ratio, which is lower than IEI's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VERX.AS vs. IEI - Dividend Comparison

VERX.AS's dividend yield for the trailing twelve months is around 2.47%, less than IEI's 3.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IEI
iShares 3-7 Year Treasury Bond ETF
3.66%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
2.47%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 IEI have a correlation of -0.10, 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 0.15% for IEI.

VERX.AS is categorized as Europe Equities, while IEI is Government Bonds. VERX.AS tracks MSCI Europe Ex UK NR EUR, while IEI tracks ICE U.S. Treasury 3-7 Year Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VERX.AS and 0.15% for IEI.

Portfolio Optimizer

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