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VEUPX vs. VEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEUPX vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard European Stock Index Fund Institutional Plus Shares (VEUPX) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEUPX achieves a 7.09% return, which is significantly lower than VEU's 14.60% return. Over the past 10 years, VEUPX has underperformed VEU with an annualized return of 9.41%, while VEU has yielded a comparatively higher 9.94% annualized return.


VEUPX

1D
0.41%
1M
3.96%
YTD
7.09%
6M
10.14%
1Y
19.65%
3Y*
16.90%
5Y*
8.72%
10Y*
9.41%

VEU

1D
-0.98%
1M
5.07%
YTD
14.60%
6M
17.34%
1Y
32.37%
3Y*
19.62%
5Y*
8.67%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEUPX vs. VEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEUPX
Vanguard European Stock Index Fund Institutional Plus Shares
7.09%35.46%2.04%20.01%-16.03%16.31%6.46%24.25%-14.77%27.12%
VEU
Vanguard FTSE All-World ex-US ETF
14.60%32.35%5.56%15.84%-15.58%8.27%11.10%21.83%-14.18%27.40%

Correlation

The correlation between VEUPX and VEU is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2010

0.93

The correlation between VEUPX and VEU has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

VEUPX vs. VEU — Risk / Return Rank

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

VEUPX
VEUPX Risk / Return Rank: 1919
Overall Rank
VEUPX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VEUPX Sortino Ratio Rank: 1818
Sortino Ratio Rank
VEUPX Omega Ratio Rank: 1818
Omega Ratio Rank
VEUPX Calmar Ratio Rank: 1919
Calmar Ratio Rank
VEUPX Martin Ratio Rank: 2323
Martin Ratio Rank

VEU
VEU Risk / Return Rank: 6060
Overall Rank
VEU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 6161
Sortino Ratio Rank
VEU Omega Ratio Rank: 6262
Omega Ratio Rank
VEU Calmar Ratio Rank: 5656
Calmar Ratio Rank
VEU Martin Ratio Rank: 6161
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.

VEUPX vs. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund Institutional Plus Shares (VEUPX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.


VEUPXVEUDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.22

1.39

-0.16

Calmar ratioReturn relative to maximum drawdown

1.57

2.85

-1.27

Martin ratioReturn relative to average drawdown

5.81

11.06

-5.25

VEUPX vs. VEU - Sharpe Ratio Comparison

The current VEUPX Sharpe Ratio is 1.24, which is lower than the VEU Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of VEUPX and VEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VEUPXVEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

2.13

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.54

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.58

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.25

+0.14

Drawdowns

VEUPX vs. VEU - Drawdown Comparison

The maximum VEUPX drawdown since its inception was -36.83%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VEUPX and VEU.


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Drawdown Indicators


VEUPXVEUDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-61.52%

+24.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-11.43%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-13.96%

-13.69%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-32.69%

-29.31%

-3.38%

Max Drawdown (10Y)

Largest decline over 10 years

-36.83%

-34.98%

-1.85%

Current Drawdown

Current decline from peak

-1.14%

-0.98%

-0.16%

Average Drawdown

Average peak-to-trough decline

-8.38%

-13.13%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.93%

+0.30%

Volatility

VEUPX vs. VEU - Volatility Comparison

Vanguard European Stock Index Fund Institutional Plus Shares (VEUPX) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 5.48% and 5.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEUPXVEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

5.59%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

13.04%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.21%

15.29%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

16.07%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

17.21%

+1.03%

VEUPX vs. VEU - Expense Ratio Comparison

VEUPX has a 0.07% expense ratio, which is higher than VEU's 0.04% 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%.


Dividends

VEUPX vs. VEU - Dividend Comparison

VEUPX's dividend yield for the trailing twelve months is around 2.79%, more than VEU's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
VEU
Vanguard FTSE All-World ex-US ETF
2.61%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%
VEUPX
Vanguard European Stock Index Fund Institutional Plus Shares
2.79%2.87%3.61%3.15%3.26%3.05%2.11%3.29%3.96%2.73%3.54%3.29%

Frequently Asked Questions


With a correlation of 0.91, VEUPX and VEU move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VEU has higher volatility (5.59%) compared to VEUPX (5.48%). In terms of maximum drawdown, VEUPX dropped -36.83% vs VEU's -61.52%.

VEU currently has the higher Sharpe Ratio (2.13 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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