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VEUR.AS vs. CEMU.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEUR.AS vs. CEMU.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) and iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEUR.AS achieves a 7.16% return, which is significantly lower than CEMU.AS's 8.68% return. Over the past 10 years, VEUR.AS has underperformed CEMU.AS with an annualized return of 9.23%, while CEMU.AS has yielded a comparatively higher 10.03% annualized return.


VEUR.AS

1D
0.57%
1M
3.20%
YTD
7.16%
6M
9.88%
1Y
16.32%
3Y*
14.06%
5Y*
9.93%
10Y*
9.23%

CEMU.AS

1D
0.60%
1M
4.75%
YTD
8.68%
6M
10.69%
1Y
17.98%
3Y*
16.12%
5Y*
10.62%
10Y*
10.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEUR.AS vs. CEMU.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
7.16%19.69%10.27%16.15%-10.11%25.55%-2.72%25.95%-10.04%10.80%
CEMU.AS
iShares Core MSCI EMU UCITS ETF EUR (Acc)
8.68%24.42%10.08%18.65%-11.71%23.11%-0.54%25.09%-11.82%12.65%

Correlation

The correlation between VEUR.AS and CEMU.AS is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.95

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.96

The correlation between VEUR.AS and CEMU.AS has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

VEUR.AS vs. CEMU.AS — Risk / Return Rank

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

VEUR.AS
VEUR.AS Risk / Return Rank: 3737
Overall Rank
VEUR.AS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VEUR.AS Sortino Ratio Rank: 3636
Sortino Ratio Rank
VEUR.AS Omega Ratio Rank: 3636
Omega Ratio Rank
VEUR.AS Calmar Ratio Rank: 3535
Calmar Ratio Rank
VEUR.AS Martin Ratio Rank: 4141
Martin Ratio Rank

CEMU.AS
CEMU.AS Risk / Return Rank: 3737
Overall Rank
CEMU.AS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CEMU.AS Sortino Ratio Rank: 3636
Sortino Ratio Rank
CEMU.AS Omega Ratio Rank: 3636
Omega Ratio Rank
CEMU.AS Calmar Ratio Rank: 3636
Calmar Ratio Rank
CEMU.AS Martin Ratio Rank: 4141
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.

VEUR.AS vs. CEMU.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) and iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS). 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.


VEUR.ASCEMU.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

1.68

1.74

-0.06

Martin ratioReturn relative to average drawdown

6.34

6.36

-0.03

VEUR.AS vs. CEMU.AS - Sharpe Ratio Comparison

The current VEUR.AS Sharpe Ratio is 1.26, which is comparable to the CEMU.AS Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of VEUR.AS and CEMU.AS, 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


VEUR.ASCEMU.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.23

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.65

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.58

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.50

+0.03

Drawdowns

VEUR.AS vs. CEMU.AS - Drawdown Comparison

The maximum VEUR.AS drawdown since its inception was -35.63%, smaller than the maximum CEMU.AS drawdown of -38.38%. Use the drawdown chart below to compare losses from any high point for VEUR.AS and CEMU.AS.


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Drawdown Indicators


VEUR.ASCEMU.ASDifference

Max Drawdown

Largest peak-to-trough decline

-35.63%

-38.38%

+2.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-10.17%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-16.41%

-15.40%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-20.19%

-24.51%

+4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.63%

-38.38%

+2.75%

Current Drawdown

Current decline from peak

-1.62%

-0.56%

-1.06%

Average Drawdown

Average peak-to-trough decline

-5.29%

-6.24%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.79%

-0.24%

Volatility

VEUR.AS vs. CEMU.AS - Volatility Comparison

Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) and iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) have volatilities of 4.38% and 4.60%, 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


VEUR.ASCEMU.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

4.60%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

11.95%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

14.49%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

16.16%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

17.08%

-1.57%

VEUR.AS vs. CEMU.AS - Expense Ratio Comparison

VEUR.AS has a 0.10% expense ratio, which is lower than CEMU.AS's 0.12% 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%.


Dividends

VEUR.AS vs. CEMU.AS - Dividend Comparison

VEUR.AS's dividend yield for the trailing twelve months is around 2.60%, while CEMU.AS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CEMU.AS
iShares Core MSCI EMU UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
2.60%2.79%3.04%3.00%3.32%2.66%2.24%3.24%3.62%3.05%3.19%3.10%

Frequently Asked Questions


With a correlation of 0.95, VEUR.AS and CEMU.AS 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.

On fees, VEUR.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEUR.AS is cheaper with a 0.10% expense ratio, compared with 0.12% for CEMU.AS.

VEUR.AS tracks MSCI Europe NR EUR, while CEMU.AS tracks MSCI EMU NR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VEUR.AS and 0.12% for CEMU.AS.

Portfolio Optimizer

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