VEUR.L vs. EXSA.DE
Compare and contrast key facts about Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L) and iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE).
VEUR.L and EXSA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEUR.L is a passively managed fund by Vanguard that tracks the performance of the MSCI Europe NR EUR. It was launched on May 21, 2013. EXSA.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600. It was launched on Feb 13, 2004. Both VEUR.L and EXSA.DE 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.L or EXSA.DE.
Key characteristics
| VEUR.L | EXSA.DE | |
|---|---|---|
| YTD Return | 6.40% | 10.34% |
| 1Y Return | 12.23% | 15.18% |
| 3Y Return (Ann) | 6.43% | 6.18% |
| 5Y Return (Ann) | 7.58% | 8.35% |
| 10Y Return (Ann) | 8.14% | 7.09% |
| Sharpe Ratio | 1.17 | 1.54 |
| Daily Std Dev | 10.53% | 10.58% |
| Max Drawdown | -28.59% | -58.34% |
| Current Drawdown | -3.42% | -1.76% |
Correlation
The correlation between VEUR.L and EXSA.DE is 0.92, 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.L vs. EXSA.DE - Performance Comparison
In the year-to-date period, VEUR.L achieves a 6.40% return, which is significantly lower than EXSA.DE's 10.34% return. Over the past 10 years, VEUR.L has outperformed EXSA.DE with an annualized return of 8.14%, while EXSA.DE has yielded a comparatively lower 7.09% 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.L vs. EXSA.DE - Expense Ratio Comparison
VEUR.L has a 0.10% expense ratio, which is lower than EXSA.DE's 0.20% 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%.
Risk-Adjusted Performance
VEUR.L vs. EXSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L) and iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.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.
Dividends
VEUR.L vs. EXSA.DE - Dividend Comparison
VEUR.L's dividend yield for the trailing twelve months is around 2.59%, which matches EXSA.DE's 2.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEUR.L Vanguard FTSE Developed Europe UCITS ETF Distributing | 2.59% | 2.96% | 3.22% | 2.73% | 2.30% | 3.34% | 3.53% | 3.05% | 3.03% | 3.05% | 3.92% | 0.76% |
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 1.76% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% | 3.14% | 3.40% |
Drawdowns
VEUR.L vs. EXSA.DE - Drawdown Comparison
The maximum VEUR.L drawdown since its inception was -28.59%, smaller than the maximum EXSA.DE drawdown of -58.34%. Use the drawdown chart below to compare losses from any high point for VEUR.L and EXSA.DE. For additional features, visit the drawdowns tool.
Volatility
VEUR.L vs. EXSA.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L) is 2.98%, while iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) has a volatility of 3.38%. This indicates that VEUR.L experiences smaller price fluctuations and is considered to be less risky than EXSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.