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VEUA.L vs. MEUD.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEUA.L and MEUD.L is 0.99, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VEUA.L vs. MEUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%55.00%60.00%NovemberDecember2025FebruaryMarchApril
54.24%
53.92%
VEUA.L
MEUD.L

Key characteristics

Sharpe Ratio

VEUA.L:

0.24

MEUD.L:

0.23

Sortino Ratio

VEUA.L:

0.41

MEUD.L:

0.40

Omega Ratio

VEUA.L:

1.05

MEUD.L:

1.05

Calmar Ratio

VEUA.L:

0.25

MEUD.L:

0.25

Martin Ratio

VEUA.L:

0.90

MEUD.L:

0.90

Ulcer Index

VEUA.L:

3.46%

MEUD.L:

3.51%

Daily Std Dev

VEUA.L:

12.86%

MEUD.L:

13.49%

Max Drawdown

VEUA.L:

-28.45%

MEUD.L:

-28.57%

Current Drawdown

VEUA.L:

-6.56%

MEUD.L:

-6.43%

Returns By Period

In the year-to-date period, VEUA.L achieves a 3.86% return, which is significantly lower than MEUD.L's 4.16% return.


VEUA.L

YTD

3.86%

1M

-5.80%

6M

0.49%

1Y

4.41%

5Y*

11.43%

10Y*

N/A

MEUD.L

YTD

4.16%

1M

-5.61%

6M

0.58%

1Y

4.43%

5Y*

11.21%

10Y*

7.04%

*Annualized

Compare stocks, funds, or ETFs

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


VEUA.L vs. MEUD.L - Expense Ratio Comparison

VEUA.L has a 0.10% expense ratio, which is lower than MEUD.L's 0.15% 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%.


MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
Expense ratio chart for MEUD.L: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MEUD.L: 0.15%
Expense ratio chart for VEUA.L: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEUA.L: 0.10%

Risk-Adjusted Performance

VEUA.L vs. MEUD.L — Risk-Adjusted Performance Rank

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

VEUA.L
The Risk-Adjusted Performance Rank of VEUA.L is 4848
Overall Rank
The Sharpe Ratio Rank of VEUA.L is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VEUA.L is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VEUA.L is 4444
Omega Ratio Rank
The Calmar Ratio Rank of VEUA.L is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VEUA.L is 4949
Martin Ratio Rank

MEUD.L
The Risk-Adjusted Performance Rank of MEUD.L is 4848
Overall Rank
The Sharpe Ratio Rank of MEUD.L is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of MEUD.L is 4545
Sortino Ratio Rank
The Omega Ratio Rank of MEUD.L is 4343
Omega Ratio Rank
The Calmar Ratio Rank of MEUD.L is 5353
Calmar Ratio Rank
The Martin Ratio Rank of MEUD.L is 5050
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.

VEUA.L vs. MEUD.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). 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.


Sharpe ratio
The chart of Sharpe ratio for VEUA.L, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.00
VEUA.L: 0.66
MEUD.L: 0.64
The chart of Sortino ratio for VEUA.L, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
VEUA.L: 1.00
MEUD.L: 0.96
The chart of Omega ratio for VEUA.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
VEUA.L: 1.13
MEUD.L: 1.13
The chart of Calmar ratio for VEUA.L, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.00
VEUA.L: 0.77
MEUD.L: 0.75
The chart of Martin ratio for VEUA.L, currently valued at 2.14, compared to the broader market0.0020.0040.0060.00
VEUA.L: 2.14
MEUD.L: 2.09

The current VEUA.L Sharpe Ratio is 0.24, which is comparable to the MEUD.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of VEUA.L and MEUD.L, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.66
0.64
VEUA.L
MEUD.L

Dividends

VEUA.L vs. MEUD.L - Dividend Comparison

Neither VEUA.L nor MEUD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VEUA.L vs. MEUD.L - Drawdown Comparison

The maximum VEUA.L drawdown since its inception was -28.45%, roughly equal to the maximum MEUD.L drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for VEUA.L and MEUD.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.66%
-4.52%
VEUA.L
MEUD.L

Volatility

VEUA.L vs. MEUD.L - Volatility Comparison

The current volatility for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) is 9.82%, while Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) has a volatility of 10.86%. This indicates that VEUA.L experiences smaller price fluctuations and is considered to be less risky than MEUD.L 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%NovemberDecember2025FebruaryMarchApril
9.82%
10.86%
VEUA.L
MEUD.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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