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VEU vs. VPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEU and VPL is 0.78, 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

VEU vs. VPL - Performance Comparison

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

60.00%70.00%80.00%90.00%100.00%110.00%December2025FebruaryMarchAprilMay
104.75%
85.35%
VEU
VPL

Key characteristics

Sharpe Ratio

VEU:

0.63

VPL:

0.31

Sortino Ratio

VEU:

0.98

VPL:

0.48

Omega Ratio

VEU:

1.13

VPL:

1.06

Calmar Ratio

VEU:

0.75

VPL:

0.28

Martin Ratio

VEU:

2.36

VPL:

0.84

Ulcer Index

VEU:

4.37%

VPL:

5.53%

Daily Std Dev

VEU:

16.89%

VPL:

19.13%

Max Drawdown

VEU:

-61.52%

VPL:

-55.49%

Current Drawdown

VEU:

-0.99%

VPL:

-2.06%

Returns By Period

In the year-to-date period, VEU achieves a 10.16% return, which is significantly higher than VPL's 7.79% return. Over the past 10 years, VEU has outperformed VPL with an annualized return of 5.22%, while VPL has yielded a comparatively lower 4.84% annualized return.


VEU

YTD

10.16%

1M

16.35%

6M

4.75%

1Y

10.51%

5Y*

10.78%

10Y*

5.22%

VPL

YTD

7.79%

1M

17.08%

6M

2.36%

1Y

5.98%

5Y*

8.34%

10Y*

4.84%

*Annualized

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VEU vs. VPL - Expense Ratio Comparison

VEU has a 0.07% expense ratio, which is lower than VPL's 0.08% 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%.


Risk-Adjusted Performance

VEU vs. VPL — Risk-Adjusted Performance Rank

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

VEU
The Risk-Adjusted Performance Rank of VEU is 6767
Overall Rank
The Sharpe Ratio Rank of VEU is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VEU is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VEU is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEU is 6666
Martin Ratio Rank

VPL
The Risk-Adjusted Performance Rank of VPL is 4040
Overall Rank
The Sharpe Ratio Rank of VPL is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VPL is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VPL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VPL is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VPL is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEU vs. VPL - Risk-Adjusted Performance Comparison

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


The current VEU Sharpe Ratio is 0.63, which is higher than the VPL Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of VEU and VPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.63
0.31
VEU
VPL

Dividends

VEU vs. VPL - Dividend Comparison

VEU's dividend yield for the trailing twelve months is around 2.91%, less than VPL's 3.11% yield.


TTM20242023202220212020201920182017201620152014
VEU
Vanguard FTSE All-World ex-US ETF
2.91%3.24%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%
VPL
Vanguard FTSE Pacific ETF
3.11%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%2.69%

Drawdowns

VEU vs. VPL - Drawdown Comparison

The maximum VEU drawdown since its inception was -61.52%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for VEU and VPL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.99%
-2.06%
VEU
VPL

Volatility

VEU vs. VPL - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US ETF (VEU) is 7.95%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 8.84%. This indicates that VEU experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
7.95%
8.84%
VEU
VPL