VEU vs. VTEX
VEU (Vanguard FTSE All-World ex-US ETF) is Foreign Large Cap Equities fund tracking the FTSE All-World ex US Index, while VTEX (VTEX) is a stock. Over the past 3 years, VEU returned 17.68%/yr vs -7.06%/yr for VTEX. At a 0.36 correlation, their price movements are largely independent.
Performance
VEU vs. VTEX - Performance Comparison
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Returns By Period
In the year-to-date period, VEU achieves a 13.33% return, which is significantly higher than VTEX's 8.24% return.
VEU
- 1D
- 1.04%
- 1M
- -0.66%
- 6M
- 9.33%
- YTD
- 13.33%
- 1Y
- 26.91%
- 3Y*
- 17.68%
- 5Y*
- 8.97%
- 10Y*
- 9.73%
VTEX
- 1D
- -1.21%
- 1M
- 12.43%
- 6M
- 11.51%
- YTD
- 8.24%
- 1Y
- -34.14%
- 3Y*
- -7.06%
- 5Y*
- —
- 10Y*
- —
VEU vs. VTEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 13.33% | 32.35% | 5.56% | 15.84% | -15.58% | 1.15% |
VTEX VTEX | 8.24% | -36.16% | -14.39% | 83.47% | -65.02% | -57.29% |
Correlation
The correlation between VEU and VTEX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2021 | 0.36 |
The correlation between VEU and VTEX shifts across timeframes, from 0.22 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VEU vs. VTEX — Risk / Return Rank
VEU
VTEX
VEU vs. VTEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) and VTEX (VTEX). 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.
| VEU | VTEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.26 | ||
| Sortino ratioReturn per unit of downside risk | +2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.91 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | -0.60 | +2.96 |
| Martin ratioReturn relative to average drawdown | 8.87 | -0.83 | +9.70 |
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Drawdowns
VEU vs. VTEX - Drawdown Comparison
The maximum VEU drawdown since its inception was -61.52%, smaller than the maximum VTEX drawdown of -91.38%. Use the drawdown chart below to compare losses from any high point for VEU and VTEX.
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Drawdown Indicators
| VEU | VTEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.52% | -91.38% | +29.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -57.54% | +46.11% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -69.50% | +55.81% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | — | — |
Current DrawdownCurrent decline from peak | -2.79% | -87.38% | +84.59% |
Average DrawdownAverage peak-to-trough decline | -13.07% | -79.18% | +66.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 41.41% | -38.37% |
Volatility
VEU vs. VTEX - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US ETF (VEU) is 5.41%, while VTEX (VTEX) has a volatility of 14.84%. This indicates that VEU experiences smaller price fluctuations and is considered to be less risky than VTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEU | VTEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 14.84% | -9.43% |
Volatility (6M)Calculated over the trailing 6-month period | 14.78% | 35.64% | -20.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 53.32% | -36.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 61.03% | -44.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 61.03% | -43.98% |
Dividends
VEU vs. VTEX - Dividend Comparison
VEU's dividend yield for the trailing twelve months is around 2.56%, while VTEX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 2.56% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
VTEX VTEX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VEU and VTEX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTEX has higher volatility (14.84%) compared to VEU (5.41%). In terms of maximum drawdown, VEU dropped -61.52% vs VTEX's -91.38%.
VEU currently has the higher Sharpe Ratio (1.62 vs -0.64), 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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