VEUR.AS vs. CUKX.L
Compare and contrast key facts about Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) and iShares FTSE 100 UCITS ETF (CUKX.L).
VEUR.AS and CUKX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEUR.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI Europe NR EUR. It was launched on May 21, 2013. CUKX.L is a passively managed fund by iShares that tracks the performance of the FTSE 100 Index. It was launched on Jan 26, 2010. Both VEUR.AS and CUKX.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: VEUR.AS or CUKX.L.
Key characteristics
| VEUR.AS | CUKX.L | |
|---|---|---|
| YTD Return | 8.29% | 6.94% |
| 1Y Return | 15.82% | 11.83% |
| 3Y Return (Ann) | 4.27% | 6.84% |
| 5Y Return (Ann) | 7.12% | 5.49% |
| 10Y Return (Ann) | 6.95% | 5.72% |
| Sharpe Ratio | 1.43 | 1.19 |
| Sortino Ratio | 1.97 | 1.78 |
| Omega Ratio | 1.25 | 1.21 |
| Calmar Ratio | 2.09 | 2.43 |
| Martin Ratio | 8.58 | 6.92 |
| Ulcer Index | 1.71% | 1.69% |
| Daily Std Dev | 10.31% | 9.86% |
| Max Drawdown | -35.63% | -34.50% |
| Current Drawdown | -4.66% | -4.23% |
Correlation
The correlation between VEUR.AS and CUKX.L is 0.87, 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.
Performance
VEUR.AS vs. CUKX.L - Performance Comparison
In the year-to-date period, VEUR.AS achieves a 8.29% return, which is significantly higher than CUKX.L's 6.94% return. Over the past 10 years, VEUR.AS has outperformed CUKX.L with an annualized return of 6.95%, while CUKX.L has yielded a comparatively lower 5.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VEUR.AS vs. CUKX.L - Expense Ratio Comparison
VEUR.AS has a 0.10% expense ratio, which is higher than CUKX.L's 0.07% 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%.
Risk-Adjusted Performance
VEUR.AS vs. CUKX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) and iShares FTSE 100 UCITS ETF (CUKX.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
VEUR.AS vs. CUKX.L - Dividend Comparison
VEUR.AS's dividend yield for the trailing twelve months is around 3.03%, while CUKX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEUR.AS Vanguard FTSE Developed Europe UCITS ETF | 3.03% | 3.00% | 3.32% | 2.66% | 2.24% | 3.24% | 3.62% | 3.05% | 3.19% | 3.13% | 3.79% | 0.94% |
CUKX.L iShares FTSE 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VEUR.AS vs. CUKX.L - Drawdown Comparison
The maximum VEUR.AS drawdown since its inception was -35.63%, roughly equal to the maximum CUKX.L drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for VEUR.AS and CUKX.L. For additional features, visit the drawdowns tool.
Volatility
VEUR.AS vs. CUKX.L - Volatility Comparison
Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) has a higher volatility of 4.45% compared to iShares FTSE 100 UCITS ETF (CUKX.L) at 4.18%. This indicates that VEUR.AS's price experiences larger fluctuations and is considered to be riskier than CUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.