PortfoliosLab logoPortfoliosLab logo
VEUR.AS vs. SPYW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEUR.AS vs. SPYW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VEUR.AS achieves a 7.16% return, which is significantly higher than SPYW.DE's 5.36% return. Over the past 10 years, VEUR.AS has outperformed SPYW.DE with an annualized return of 9.23%, while SPYW.DE has yielded a comparatively lower 6.79% 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%

SPYW.DE

1D
0.09%
1M
-0.36%
YTD
5.36%
6M
7.28%
1Y
7.88%
3Y*
13.21%
5Y*
8.07%
10Y*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEUR.AS vs. SPYW.DE - 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%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
5.36%20.24%8.29%17.93%-11.23%14.36%-11.84%23.34%-8.58%11.23%

Correlation

The correlation between VEUR.AS and SPYW.DE is 0.81, 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

0.81

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

0.81

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

0.86

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

0.87

Correlation (All Time)
Calculated using the full available price history since May 22, 2013

0.88

The correlation between VEUR.AS and SPYW.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VEUR.AS vs. SPYW.DE — 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

SPYW.DE
SPYW.DE Risk / Return Rank: 2222
Overall Rank
SPYW.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 2424
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. SPYW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.


VEUR.ASSPYW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.24

1.14

+0.10

Calmar ratioReturn relative to maximum drawdown

1.68

0.98

+0.70

Martin ratioReturn relative to average drawdown

6.34

3.14

+3.20

VEUR.AS vs. SPYW.DE - Sharpe Ratio Comparison

The current VEUR.AS Sharpe Ratio is 1.26, which is higher than the SPYW.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VEUR.AS and SPYW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VEUR.ASSPYW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.74

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.60

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.45

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.53

0.00

Drawdowns

VEUR.AS vs. SPYW.DE - Drawdown Comparison

The maximum VEUR.AS drawdown since its inception was -35.63%, smaller than the maximum SPYW.DE drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for VEUR.AS and SPYW.DE.


Loading charts...

Drawdown Indicators


VEUR.ASSPYW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.63%

-38.68%

+3.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-7.99%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-16.41%

-11.64%

-4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-20.19%

-23.97%

+3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-35.63%

-38.68%

+3.05%

Current Drawdown

Current decline from peak

-1.62%

-2.54%

+0.92%

Average Drawdown

Average peak-to-trough decline

-5.29%

-5.62%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.50%

+0.05%

Volatility

VEUR.AS vs. SPYW.DE - Volatility Comparison

Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) has a higher volatility of 4.38% compared to SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) at 2.92%. This indicates that VEUR.AS's price experiences larger fluctuations and is considered to be riskier than SPYW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VEUR.ASSPYW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

2.92%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

8.76%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

10.65%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

13.27%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

14.88%

+0.63%

VEUR.AS vs. SPYW.DE - Expense Ratio Comparison

VEUR.AS has a 0.10% expense ratio, which is lower than SPYW.DE's 0.30% expense ratio.


Dividends

VEUR.AS vs. SPYW.DE - Dividend Comparison

VEUR.AS's dividend yield for the trailing twelve months is around 2.60%, less than SPYW.DE's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.60%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%
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


VEUR.AS and SPYW.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.30% for SPYW.DE.

VEUR.AS tracks MSCI Europe NR EUR, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.10% for VEUR.AS and 0.30% for SPYW.DE.

Portfolio Optimizer

Find the right allocation for VEUR.AS and SPYW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer