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VEUD.L vs. VUKG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEUD.L vs. VUKG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Europe UCITS ETF (VEUD.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L). The values are adjusted to include any dividend payments, if applicable.

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VEUD.L vs. VUKG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VEUD.L
Vanguard FTSE Developed Europe UCITS ETF
-2.84%35.25%2.71%20.11%-14.44%15.42%6.42%11.94%
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating
1.56%35.64%7.57%12.85%-5.77%16.32%-8.86%10.60%
Different Trading Currencies

VEUD.L is traded in USD, while VUKG.L is traded in GBP. To make them comparable, the VUKG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VEUD.L achieves a -2.84% return, which is significantly lower than VUKG.L's 1.56% return.


VEUD.L

1D
1.12%
1M
-10.19%
YTD
-2.84%
6M
3.48%
1Y
19.41%
3Y*
13.83%
5Y*
8.84%
10Y*

VUKG.L

1D
0.74%
1M
-7.97%
YTD
1.56%
6M
8.75%
1Y
25.71%
3Y*
16.72%
5Y*
11.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEUD.L vs. VUKG.L - Expense Ratio Comparison

VEUD.L has a 0.10% expense ratio, which is higher than VUKG.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VEUD.L vs. VUKG.L — Risk / Return Rank

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

VEUD.L
VEUD.L Risk / Return Rank: 6060
Overall Rank
VEUD.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VEUD.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
VEUD.L Omega Ratio Rank: 6262
Omega Ratio Rank
VEUD.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
VEUD.L Martin Ratio Rank: 5656
Martin Ratio Rank

VUKG.L
VUKG.L Risk / Return Rank: 8585
Overall Rank
VUKG.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VUKG.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
VUKG.L Omega Ratio Rank: 9090
Omega Ratio Rank
VUKG.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
VUKG.L Martin Ratio Rank: 8383
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.

VEUD.L vs. VUKG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (VEUD.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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.


VEUD.LVUKG.LDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.56

-0.40

Sortino ratio

Return per unit of downside risk

1.56

1.97

-0.40

Omega ratio

Gain probability vs. loss probability

1.24

1.32

-0.09

Calmar ratio

Return relative to maximum drawdown

1.58

1.96

-0.38

Martin ratio

Return relative to average drawdown

5.77

9.06

-3.29

VEUD.L vs. VUKG.L - Sharpe Ratio Comparison

The current VEUD.L Sharpe Ratio is 1.16, which is comparable to the VUKG.L Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of VEUD.L and VUKG.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.


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Sharpe Ratios by Period


VEUD.LVUKG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.56

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.70

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.48

0.00

Correlation

The correlation between VEUD.L and VUKG.L is 0.85, 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.


Dividends

VEUD.L vs. VUKG.L - Dividend Comparison

VEUD.L's dividend yield for the trailing twelve months is around 2.83%, while VUKG.L has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
VEUD.L
Vanguard FTSE Developed Europe UCITS ETF
2.83%2.73%3.17%2.93%3.25%2.77%2.10%3.25%3.70%2.86%2.79%
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VEUD.L vs. VUKG.L - Drawdown Comparison

The maximum VEUD.L drawdown since its inception was -36.05%, smaller than the maximum VUKG.L drawdown of -42.13%. Use the drawdown chart below to compare losses from any high point for VEUD.L and VUKG.L.


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Drawdown Indicators


VEUD.LVUKG.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.05%

-34.32%

-1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-11.17%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-31.31%

-13.03%

-18.28%

Current Drawdown

Current decline from peak

-10.19%

-6.24%

-3.95%

Average Drawdown

Average peak-to-trough decline

-6.39%

-4.75%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.48%

+0.69%

Volatility

VEUD.L vs. VUKG.L - Volatility Comparison

Vanguard FTSE Developed Europe UCITS ETF (VEUD.L) has a higher volatility of 7.23% compared to Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) at 6.08%. This indicates that VEUD.L's price experiences larger fluctuations and is considered to be riskier than VUKG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEUD.LVUKG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

6.08%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

9.41%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

16.41%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

16.38%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

19.39%

-1.57%