VEUR.MI vs. DUE.DE
VEUR.MI (Vanguard FTSE Developed Europe UCITS ETF) is Europe Equities fund tracking the FTSE Developed Europe Index, while DUE.DE (Dürr Aktiengesellschaft) is a stock. Over the past 5 years, VEUR.MI returned 10.20%/yr vs -9.24%/yr for DUE.DE. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
VEUR.MI vs. DUE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VEUR.MI achieves a 10.06% return, which is significantly higher than DUE.DE's -18.02% return.
VEUR.MI
- 1D
- 0.00%
- 1M
- 2.11%
- YTD
- 10.06%
- 6M
- 10.90%
- 1Y
- 22.36%
- 3Y*
- 15.55%
- 5Y*
- 10.20%
- 10Y*
- —
DUE.DE
- 1D
- -2.20%
- 1M
- -16.63%
- YTD
- -18.02%
- 6M
- -17.29%
- 1Y
- -17.10%
- 3Y*
- -12.75%
- 5Y*
- -9.24%
- 10Y*
- 4.14%
VEUR.MI vs. DUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VEUR.MI Vanguard FTSE Developed Europe UCITS ETF | 10.06% | 20.77% | 9.08% | 16.29% | -10.23% | 25.16% | -2.48% | 19.57% |
DUE.DE Dürr Aktiengesellschaft | -18.02% | 8.48% | 3.19% | -30.49% | -19.86% | 21.16% | 13.91% | -11.33% |
Correlation
The correlation between VEUR.MI and DUE.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2019 | 0.58 |
The correlation between VEUR.MI and DUE.DE has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.
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Return for Risk
VEUR.MI vs. DUE.DE — Risk / Return Rank
VEUR.MI
DUE.DE
VEUR.MI vs. DUE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI) and Dürr Aktiengesellschaft (DUE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VEUR.MI | DUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.22 | ||
| Sortino ratioReturn per unit of downside risk | +2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.95 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | -0.60 | +2.96 |
| Martin ratioReturn relative to average drawdown | 8.97 | -1.17 | +10.14 |
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Drawdowns
VEUR.MI vs. DUE.DE - Drawdown Comparison
The maximum VEUR.MI drawdown since its inception was -35.22%, smaller than the maximum DUE.DE drawdown of -77.81%. Use the drawdown chart below to compare losses from any high point for VEUR.MI and DUE.DE.
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Drawdown Indicators
| VEUR.MI | DUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.22% | -77.81% | +42.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -28.21% | +18.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.36% | -38.76% | +22.40% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -56.88% | +36.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.42% | — |
Current DrawdownCurrent decline from peak | 0.00% | -53.39% | +53.39% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -25.08% | +20.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 14.60% | -12.10% |
Volatility
VEUR.MI vs. DUE.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF (VEUR.MI) is 2.83%, while Dürr Aktiengesellschaft (DUE.DE) has a volatility of 8.19%. This indicates that VEUR.MI experiences smaller price fluctuations and is considered to be less risky than DUE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEUR.MI | DUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 8.19% | -5.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 29.02% | -18.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.89% | 36.62% | -23.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 34.69% | -20.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 45.85% | -29.45% |
Dividends
VEUR.MI vs. DUE.DE - Dividend Comparison
VEUR.MI's dividend yield for the trailing twelve months is around 2.61%, less than DUE.DE's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUE.DE Dürr Aktiengesellschaft | 4.49% | 3.10% | 3.26% | 3.27% | 1.59% | 0.75% | 2.40% | 3.29% | 3.60% | 3.94% | 4.72% | 4.48% |
VEUR.MI Vanguard FTSE Developed Europe UCITS ETF | 2.61% | 2.79% | 3.07% | 3.00% | 3.32% | 2.66% | 2.23% | 3.24% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VEUR.MI and DUE.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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