VERX.L vs. JPM
Compare and contrast key facts about Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.L) and JPMorgan Chase & Co. (JPM).
VERX.L is a passively managed fund by Vanguard that tracks the performance of the MSCI Europe Ex UK NR EUR. It was launched on Sep 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VERX.L or JPM.
Key characteristics
| VERX.L | JPM | |
|---|---|---|
| YTD Return | 2.48% | 42.64% |
| 1Y Return | 10.15% | 68.16% |
| 3Y Return (Ann) | 2.91% | 15.43% |
| 5Y Return (Ann) | 7.18% | 16.03% |
| 10Y Return (Ann) | 8.79% | 17.71% |
| Sharpe Ratio | 1.04 | 2.94 |
| Sortino Ratio | 1.51 | 3.75 |
| Omega Ratio | 1.18 | 1.59 |
| Calmar Ratio | 1.60 | 6.28 |
| Martin Ratio | 4.33 | 20.43 |
| Ulcer Index | 2.53% | 3.31% |
| Daily Std Dev | 10.55% | 23.04% |
| Max Drawdown | -27.64% | -74.02% |
| Current Drawdown | -6.63% | -4.08% |
Correlation
The correlation between VERX.L and JPM is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VERX.L vs. JPM - Performance Comparison
In the year-to-date period, VERX.L achieves a 2.48% return, which is significantly lower than JPM's 42.64% return. Over the past 10 years, VERX.L has underperformed JPM with an annualized return of 8.79%, while JPM has yielded a comparatively higher 17.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VERX.L vs. JPM - 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.L) and JPMorgan Chase & Co. (JPM). 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
VERX.L vs. JPM - Dividend Comparison
VERX.L's dividend yield for the trailing twelve months is around 2.61%, more than JPM's 1.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VERX.L Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing | 2.61% | 2.75% | 2.93% | 2.32% | 2.01% | 2.97% | 3.13% | 2.65% | 2.63% | 2.52% | 0.09% | 0.00% |
JPM JPMorgan Chase & Co. | 1.94% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
VERX.L vs. JPM - Drawdown Comparison
The maximum VERX.L drawdown since its inception was -27.64%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for VERX.L and JPM. For additional features, visit the drawdowns tool.
Volatility
VERX.L vs. JPM - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.L) is 4.46%, while JPMorgan Chase & Co. (JPM) has a volatility of 13.14%. This indicates that VERX.L experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.