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VEUR.L vs. VERX.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VEUR.LVERX.DE
YTD Return6.40%6.61%
1Y Return12.23%12.28%
3Y Return (Ann)6.43%3.60%
5Y Return (Ann)7.58%7.58%
Sharpe Ratio1.171.19
Daily Std Dev10.53%11.24%
Max Drawdown-28.59%-34.46%
Current Drawdown-3.42%-4.50%

Correlation

-0.50.00.51.00.9

The correlation between VEUR.L and VERX.DE is 0.93, 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. VERX.DE - Performance Comparison

The year-to-date returns for both investments are quite close, with VEUR.L having a 6.40% return and VERX.DE slightly higher at 6.61%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%45.00%50.00%55.00%60.00%AprilMayJuneJulyAugustSeptember
54.21%
45.70%
VEUR.L
VERX.DE

Compare stocks, funds, or ETFs

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


VEUR.L vs. VERX.DE - Expense Ratio Comparison

Both VEUR.L and VERX.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VEUR.L
Vanguard FTSE Developed Europe UCITS ETF Distributing
Expense ratio chart for VEUR.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VERX.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VEUR.L vs. VERX.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 Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.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.L
Sharpe ratio
The chart of Sharpe ratio for VEUR.L, currently valued at 1.43, compared to the broader market0.002.004.001.43
Sortino ratio
The chart of Sortino ratio for VEUR.L, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.0012.002.13
Omega ratio
The chart of Omega ratio for VEUR.L, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for VEUR.L, currently valued at 1.47, compared to the broader market0.005.0010.0015.001.47
Martin ratio
The chart of Martin ratio for VEUR.L, currently valued at 8.01, compared to the broader market0.0020.0040.0060.0080.00100.008.01
VERX.DE
Sharpe ratio
The chart of Sharpe ratio for VERX.DE, currently valued at 1.22, compared to the broader market0.002.004.001.22
Sortino ratio
The chart of Sortino ratio for VERX.DE, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.0010.0012.001.74
Omega ratio
The chart of Omega ratio for VERX.DE, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for VERX.DE, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.88
Martin ratio
The chart of Martin ratio for VERX.DE, currently valued at 5.15, compared to the broader market0.0020.0040.0060.0080.00100.005.15

VEUR.L vs. VERX.DE - Sharpe Ratio Comparison

The current VEUR.L Sharpe Ratio is 1.17, which roughly equals the VERX.DE Sharpe Ratio of 1.19. The chart below compares the 12-month rolling Sharpe Ratio of VEUR.L and VERX.DE.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
1.43
1.22
VEUR.L
VERX.DE

Dividends

VEUR.L vs. VERX.DE - Dividend Comparison

VEUR.L's dividend yield for the trailing twelve months is around 2.59%, while VERX.DE has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
VERX.DE
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
0.00%0.00%3.02%2.28%1.95%2.80%3.23%0.23%0.00%0.00%0.00%0.00%

Drawdowns

VEUR.L vs. VERX.DE - Drawdown Comparison

The maximum VEUR.L drawdown since its inception was -28.59%, smaller than the maximum VERX.DE drawdown of -34.46%. Use the drawdown chart below to compare losses from any high point for VEUR.L and VERX.DE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.95%
-2.89%
VEUR.L
VERX.DE

Volatility

VEUR.L vs. VERX.DE - Volatility Comparison

The current volatility for Vanguard FTSE Developed Europe UCITS ETF Distributing (VEUR.L) is 2.98%, while Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.DE) has a volatility of 3.40%. This indicates that VEUR.L experiences smaller price fluctuations and is considered to be less risky than VERX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.98%
3.40%
VEUR.L
VERX.DE