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

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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember
-5.92%
-5.60%
VEUA.L
MEUD.L

Returns By Period

In the year-to-date period, VEUA.L achieves a 4.05% return, which is significantly higher than MEUD.L's 3.41% return.


VEUA.L

YTD

4.05%

1M

-3.10%

6M

-5.04%

1Y

9.83%

5Y (annualized)

6.80%

10Y (annualized)

N/A

MEUD.L

YTD

3.41%

1M

-3.67%

6M

-5.02%

1Y

8.14%

5Y (annualized)

6.68%

10Y (annualized)

7.48%

Key characteristics


VEUA.LMEUD.L
Sharpe Ratio0.860.79
Sortino Ratio1.261.17
Omega Ratio1.151.14
Calmar Ratio1.321.26
Martin Ratio3.633.36
Ulcer Index2.36%2.40%
Daily Std Dev10.02%10.20%
Max Drawdown-28.45%-28.57%
Current Drawdown-5.50%-5.56%

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 at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VEUA.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.01.0

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.

Risk-Adjusted Performance

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 0.76, compared to the broader market0.002.004.000.760.75
The chart of Sortino ratio for VEUA.L, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.0010.001.121.11
The chart of Omega ratio for VEUA.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.13
The chart of Calmar ratio for VEUA.L, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.970.96
The chart of Martin ratio for VEUA.L, currently valued at 3.33, compared to the broader market0.0020.0040.0060.0080.00100.003.333.28
VEUA.L
MEUD.L

The current VEUA.L Sharpe Ratio is 0.86, which is comparable to the MEUD.L Sharpe Ratio of 0.79. 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 Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.76
0.75
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.61%
-9.37%
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 4.53%, while Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) has a volatility of 4.77%. 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.


3.00%3.50%4.00%4.50%5.00%JuneJulyAugustSeptemberOctoberNovember
4.53%
4.77%
VEUA.L
MEUD.L