VEUA.L vs. NASL.L
Compare and contrast key facts about Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) and Lyxor UCITS Nasdaq-100 D-EUR (NASL.L).
VEUA.L and NASL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEUA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 23, 2019. NASL.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Jan 17, 2019. Both VEUA.L and NASL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEUA.L or NASL.L.
Performance
VEUA.L vs. NASL.L - Performance Comparison
Returns By Period
In the year-to-date period, VEUA.L achieves a 4.05% return, which is significantly lower than NASL.L's 22.81% return.
VEUA.L
4.05%
-3.10%
-5.04%
9.83%
6.80%
N/A
NASL.L
22.81%
4.71%
11.17%
28.52%
20.95%
N/A
Key characteristics
| VEUA.L | NASL.L | |
|---|---|---|
| Sharpe Ratio | 0.86 | 1.77 |
| Sortino Ratio | 1.26 | 2.42 |
| Omega Ratio | 1.15 | 1.32 |
| Calmar Ratio | 1.32 | 2.31 |
| Martin Ratio | 3.63 | 7.02 |
| Ulcer Index | 2.36% | 4.01% |
| Daily Std Dev | 10.02% | 15.90% |
| Max Drawdown | -28.45% | -27.49% |
| Current Drawdown | -5.50% | -2.02% |
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VEUA.L vs. NASL.L - Expense Ratio Comparison
VEUA.L has a 0.10% expense ratio, which is lower than NASL.L's 0.30% expense ratio.
Correlation
The correlation between VEUA.L and NASL.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VEUA.L vs. NASL.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 UCITS Nasdaq-100 D-EUR (NASL.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.
Dividends
VEUA.L vs. NASL.L - Dividend Comparison
Neither VEUA.L nor NASL.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VEUA.L Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NASL.L Lyxor UCITS Nasdaq-100 D-EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.69% | 0.68% |
Drawdowns
VEUA.L vs. NASL.L - Drawdown Comparison
The maximum VEUA.L drawdown since its inception was -28.45%, roughly equal to the maximum NASL.L drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for VEUA.L and NASL.L. For additional features, visit the drawdowns tool.
Volatility
VEUA.L vs. NASL.L - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) is 4.60%, while Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) has a volatility of 4.88%. This indicates that VEUA.L experiences smaller price fluctuations and is considered to be less risky than NASL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.