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VERX.DE vs. VEUR.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VERX.DEVEUR.L
YTD Return6.26%6.76%
1Y Return12.98%13.32%
3Y Return (Ann)3.99%6.97%
5Y Return (Ann)7.48%7.81%
Sharpe Ratio1.241.14
Daily Std Dev11.17%10.42%
Max Drawdown-34.46%-28.59%
Current Drawdown-4.81%-3.10%

Correlation

-0.50.00.51.00.9

The correlation between VERX.DE and VEUR.L is 0.93, 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

VERX.DE vs. VEUR.L - Performance Comparison

In the year-to-date period, VERX.DE achieves a 6.26% return, which is significantly lower than VEUR.L's 6.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
1.88%
6.16%
VERX.DE
VEUR.L

Compare stocks, funds, or ETFs

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


VERX.DE vs. VEUR.L - Expense Ratio Comparison

Both VERX.DE and VEUR.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%.


VERX.DE
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
Expense ratio chart for VERX.DE: 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 VEUR.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

VERX.DE vs. VEUR.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.DE) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.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.


VERX.DE
Sharpe ratio
The chart of Sharpe ratio for VERX.DE, currently valued at 1.50, compared to the broader market0.002.004.001.50
Sortino ratio
The chart of Sortino ratio for VERX.DE, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.0012.002.12
Omega ratio
The chart of Omega ratio for VERX.DE, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.26
Calmar ratio
The chart of Calmar ratio for VERX.DE, currently valued at 1.08, compared to the broader market0.005.0010.0015.001.08
Martin ratio
The chart of Martin ratio for VERX.DE, currently valued at 6.52, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.52
VEUR.L
Sharpe ratio
The chart of Sharpe ratio for VEUR.L, currently valued at 1.77, compared to the broader market0.002.004.001.77
Sortino ratio
The chart of Sortino ratio for VEUR.L, currently valued at 2.60, compared to the broader market-2.000.002.004.006.008.0010.0012.002.60
Omega ratio
The chart of Omega ratio for VEUR.L, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.30
Calmar ratio
The chart of Calmar ratio for VEUR.L, currently valued at 1.83, compared to the broader market0.005.0010.0015.001.83
Martin ratio
The chart of Martin ratio for VEUR.L, currently valued at 10.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.45

VERX.DE vs. VEUR.L - Sharpe Ratio Comparison

The current VERX.DE Sharpe Ratio is 1.24, which roughly equals the VEUR.L Sharpe Ratio of 1.14. The chart below compares the 12-month rolling Sharpe Ratio of VERX.DE and VEUR.L.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
1.50
1.77
VERX.DE
VEUR.L

Dividends

VERX.DE vs. VEUR.L - Dividend Comparison

VERX.DE has not paid dividends to shareholders, while VEUR.L's dividend yield for the trailing twelve months is around 2.58%.


TTM20232022202120202019201820172016201520142013
VERX.DE
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
0.00%0.00%3.02%2.28%1.95%2.80%3.23%0.23%0.00%0.00%0.00%0.00%
VEUR.L
Vanguard FTSE Developed Europe UCITS ETF Distributing
2.58%2.96%3.22%2.73%2.30%3.34%3.53%3.05%3.03%3.05%3.92%0.76%

Drawdowns

VERX.DE vs. VEUR.L - Drawdown Comparison

The maximum VERX.DE drawdown since its inception was -34.46%, which is greater than VEUR.L's maximum drawdown of -28.59%. Use the drawdown chart below to compare losses from any high point for VERX.DE and VEUR.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.79%
-2.29%
VERX.DE
VEUR.L

Volatility

VERX.DE vs. VEUR.L - Volatility Comparison

The current volatility for Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.DE) is 3.15%, while Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L) has a volatility of 3.60%. This indicates that VERX.DE experiences smaller price fluctuations and is considered to be less risky than VEUR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.15%
3.60%
VERX.DE
VEUR.L