VEUA.L vs. ZPRX.DE
Compare and contrast key facts about Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE).
VEUA.L and ZPRX.DE 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. ZPRX.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Small Cap Value Weighted. It was launched on Feb 18, 2015. Both VEUA.L and ZPRX.DE 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 ZPRX.DE.
Performance
VEUA.L vs. ZPRX.DE - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VEUA.L having a 4.05% return and ZPRX.DE slightly lower at 3.87%.
VEUA.L
4.05%
-3.10%
-5.04%
9.83%
6.80%
N/A
ZPRX.DE
3.87%
-3.41%
-4.71%
12.42%
6.12%
N/A
Key characteristics
| VEUA.L | ZPRX.DE | |
|---|---|---|
| Sharpe Ratio | 0.86 | 0.87 |
| Sortino Ratio | 1.26 | 1.24 |
| Omega Ratio | 1.15 | 1.16 |
| Calmar Ratio | 1.32 | 1.28 |
| Martin Ratio | 3.63 | 3.73 |
| Ulcer Index | 2.36% | 3.16% |
| Daily Std Dev | 10.02% | 13.68% |
| Max Drawdown | -28.45% | -43.93% |
| Current Drawdown | -5.50% | -5.74% |
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VEUA.L vs. ZPRX.DE - Expense Ratio Comparison
VEUA.L has a 0.10% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Correlation
The correlation between VEUA.L and ZPRX.DE is 0.84, 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. ZPRX.DE - 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 SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE). 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. ZPRX.DE - Dividend Comparison
Neither VEUA.L nor ZPRX.DE has paid dividends to shareholders.
Drawdowns
VEUA.L vs. ZPRX.DE - Drawdown Comparison
The maximum VEUA.L drawdown since its inception was -28.45%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for VEUA.L and ZPRX.DE. For additional features, visit the drawdowns tool.
Volatility
VEUA.L vs. ZPRX.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) is 4.60%, while SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a volatility of 5.44%. This indicates that VEUA.L experiences smaller price fluctuations and is considered to be less risky than ZPRX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.