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VEU vs. SDZNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEU vs. SDZNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US ETF (VEU) and Sandoz Group AG (SDZNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEU achieves a 14.08% return, which is significantly lower than SDZNY's 17.28% return.


VEU

1D
0.40%
1M
3.43%
YTD
14.08%
6M
15.91%
1Y
30.59%
3Y*
18.67%
5Y*
8.56%
10Y*
10.41%

SDZNY

1D
0.12%
1M
1.44%
YTD
17.28%
6M
17.96%
1Y
62.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEU vs. SDZNY - Yearly Performance Comparison


2026 (YTD)202520242023
VEU
Vanguard FTSE All-World ex-US ETF
14.08%32.35%5.56%12.64%
SDZNY
Sandoz Group AG
17.28%83.00%28.40%19.80%

Correlation

The correlation between VEU and SDZNY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2023

0.31

The correlation between VEU and SDZNY shifts across timeframes, from 0.31 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VEU vs. SDZNY — Risk / Return Rank

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

VEU
VEU Risk / Return Rank: 6161
Overall Rank
VEU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 6161
Sortino Ratio Rank
VEU Omega Ratio Rank: 6363
Omega Ratio Rank
VEU Calmar Ratio Rank: 5858
Calmar Ratio Rank
VEU Martin Ratio Rank: 6262
Martin Ratio Rank

SDZNY
SDZNY Risk / Return Rank: 8787
Overall Rank
SDZNY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SDZNY Sortino Ratio Rank: 8888
Sortino Ratio Rank
SDZNY Omega Ratio Rank: 8686
Omega Ratio Rank
SDZNY Calmar Ratio Rank: 8585
Calmar Ratio Rank
SDZNY Martin Ratio Rank: 8686
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.

VEU vs. SDZNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) and Sandoz Group AG (SDZNY). 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.


VEUSDZNYDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

2.53

3.16

-0.62

Martin ratioReturn relative to average drawdown

9.70

8.41

+1.30

VEU vs. SDZNY - Sharpe Ratio Comparison

The current VEU Sharpe Ratio is 1.79, which is comparable to the SDZNY Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VEU and SDZNY, 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

VEU vs. SDZNY - Drawdown Comparison

The maximum VEU drawdown since its inception was -61.52%, which is greater than SDZNY's maximum drawdown of -25.34%. Use the drawdown chart below to compare losses from any high point for VEU and SDZNY.


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Drawdown Indicators


VEUSDZNYDifference

Max Drawdown

Largest peak-to-trough decline

-61.52%

-25.34%

-36.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-19.09%

+7.66%

Max Drawdown (3Y)

Largest decline over 3 years

-13.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

-1.42%

-8.57%

+7.15%

Average Drawdown

Average peak-to-trough decline

-13.12%

-5.80%

-7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

7.16%

-4.17%

Volatility

VEU vs. SDZNY - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US ETF (VEU) is 6.77%, while Sandoz Group AG (SDZNY) has a volatility of 7.35%. This indicates that VEU experiences smaller price fluctuations and is considered to be less risky than SDZNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEUSDZNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

7.35%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

23.43%

-9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

31.56%

-15.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

30.66%

-14.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

30.66%

-13.41%

Dividends

VEU vs. SDZNY - Dividend Comparison

VEU's dividend yield for the trailing twelve months is around 2.62%, more than SDZNY's 1.22% yield.


PositionTTM20252024202320222021202020192018201720162015
SDZNY
Sandoz Group AG
1.22%1.00%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
2.62%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%

Frequently Asked Questions


VEU and SDZNY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDZNY has higher volatility (7.35%) compared to VEU (6.77%). In terms of maximum drawdown, VEU dropped -61.52% vs SDZNY's -25.34%.

SDZNY currently has the higher Sharpe Ratio (1.91 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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