PortfoliosLab logoPortfoliosLab logo
VEU vs. VTEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEU vs. VTEX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VEU achieves a 13.01% return, which is significantly higher than VTEX's -6.91% return.


VEU

1D
-3.06%
1M
0.69%
YTD
13.01%
6M
12.81%
1Y
30.08%
3Y*
19.26%
5Y*
8.60%
10Y*
10.40%

VTEX

1D
-2.23%
1M
-2.23%
YTD
-6.91%
6M
-5.91%
1Y
-46.15%
3Y*
-8.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEU vs. VTEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VEU
Vanguard FTSE All-World ex-US ETF
13.01%32.35%5.56%15.84%-15.58%1.15%
VTEX
VTEX
-6.91%-36.16%-14.39%83.47%-65.02%-57.29%

Correlation

The correlation between VEU and VTEX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2021

0.37

Compare stocks, funds, or ETFs

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


Return for Risk

VEU vs. VTEX — Risk / Return Rank

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

VEU
VEU Risk / Return Rank: 5656
Overall Rank
VEU Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 5454
Sortino Ratio Rank
VEU Omega Ratio Rank: 5757
Omega Ratio Rank
VEU Calmar Ratio Rank: 5555
Calmar Ratio Rank
VEU Martin Ratio Rank: 5959
Martin Ratio Rank

VTEX
VTEX Risk / Return Rank: 1111
Overall Rank
VTEX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VTEX Sortino Ratio Rank: 1010
Sortino Ratio Rank
VTEX Omega Ratio Rank: 99
Omega Ratio Rank
VTEX Calmar Ratio Rank: 1111
Calmar Ratio Rank
VTEX Martin Ratio Rank: 1717
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. 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.


VEUVTEXDifference
Sharpe ratioReturn per unit of total volatility

+2.73

Sortino ratioReturn per unit of downside risk

+3.65

Omega ratioGain probability vs. loss probability

1.34

0.84

+0.50

Calmar ratioReturn relative to maximum drawdown

2.64

-0.80

+3.45

Martin ratioReturn relative to average drawdown

10.12

-1.15

+11.27

VEU vs. VTEX - Sharpe Ratio Comparison

The current VEU Sharpe Ratio is 1.84, which is higher than the VTEX Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of VEU and VTEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


VEUVTEXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.06%

-89.15%

+86.09%

Average Drawdown

Average peak-to-trough decline

-13.10%

-79.09%

+65.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

40.30%

-37.32%

Volatility

VEU vs. VTEX - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US ETF (VEU) is 7.10%, while VTEX (VTEX) has a volatility of 14.48%. 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.


Loading charts...

Volatility by Period


VEUVTEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

14.48%

-7.38%

Volatility (6M)

Calculated over the trailing 6-month period

14.47%

33.08%

-18.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.44%

51.84%

-35.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

61.01%

-44.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

61.01%

-43.93%

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.


PositionTTM20252024202320222021202020192018201720162015
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 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTEX has higher volatility (14.48%) compared to VEU (7.10%). In terms of maximum drawdown, VEU dropped -61.52% vs VTEX's -91.38%.

VEU currently has the higher Sharpe Ratio (1.84 vs -0.89), 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.

Portfolio Optimizer

Find the right allocation for VEU and VTEX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer