VEURX vs. ^STOXX

Last updated Apr 3, 2026

Compare and contrast key facts about Vanguard European Stock Index Fund (VEURX) and STOXX Europe 600 Index (^STOXX).

VEURX is managed by Vanguard. It was launched on Jun 17, 1990.

Performance

VEURX vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard European Stock Index Fund (VEURX) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

VEURX vs. ^STOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VEURX Vanguard European Stock Index Fund	0.42%	35.20%	1.88%	19.83%	-16.16%	16.14%	6.29%	24.02%	-14.88%	26.81%
^STOXX STOXX Europe 600 Index	-1.03%	32.33%	-0.58%	16.30%	-18.13%	13.92%	4.45%	20.76%	-17.29%	22.91%

Different Trading Currencies

VEURX is traded in USD, while ^STOXX is traded in EUR. To make them comparable, the ^STOXX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VEURX achieves a 0.42% return, which is significantly higher than ^STOXX's -1.03% return. Over the past 10 years, VEURX has outperformed ^STOXX with an annualized return of 8.92%, while ^STOXX has yielded a comparatively lower 6.10% annualized return.

VEURX

• 1D: 1.47%
• 1M: -2.11%
• YTD: 0.42%
• 6M: 4.54%
• 1Y: 21.90%
• 3Y*: 14.65%
• 5Y*: 8.85%
• 10Y*: 8.92%

^STOXX

• 1D: -0.63%
• 1M: -1.92%
• YTD: -1.03%
• 6M: 3.51%
• 1Y: 18.18%
• 3Y*: 11.34%
• 5Y*: 6.23%
• 10Y*: 6.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VEURX vs. ^STOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEURX

VEURX Risk / Return Rank: 63
VEURX Sharpe Ratio Rank: 66
VEURX Sortino Ratio Rank: 62
VEURX Omega Ratio Rank: 58
VEURX Calmar Ratio Rank: 68
VEURX Martin Ratio Rank: 61

^STOXX

^STOXX Risk / Return Rank: 58
^STOXX Sharpe Ratio Rank: 42
^STOXX Sortino Ratio Rank: 37
^STOXX Omega Ratio Rank: 43
^STOXX Calmar Ratio Rank: 83
^STOXX Martin Ratio Rank: 85

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.

VEURX vs. ^STOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and STOXX Europe 600 Index (^STOXX). 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.

	VEURX	^STOXX	Difference
Sharpe ratio Return per unit of total volatility	1.33	1.05	+0.28
Sortino ratio Return per unit of downside risk	1.82	1.46	+0.36
Omega ratio Gain probability vs. loss probability	1.26	1.22	+0.04
Calmar ratio Return relative to maximum drawdown	1.90	2.51	-0.61
Martin ratio Return relative to average drawdown	7.17	9.80	-2.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VEURX vs. ^STOXX - Sharpe Ratio Comparison

The current VEURX Sharpe Ratio is 1.33, which is comparable to the ^STOXX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of VEURX and ^STOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VEURX	^STOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	1.05	+0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.36	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.34	+0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.09	+0.29

Correlation

The correlation between VEURX and ^STOXX is 0.85, 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.

Drawdowns

VEURX vs. ^STOXX - Drawdown Comparison

The maximum VEURX drawdown since its inception was -63.33%, roughly equal to the maximum ^STOXX drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for VEURX and ^STOXX.

Drawdown Indicators

	VEURX	^STOXX	Difference
Max Drawdown Largest peak-to-trough decline	-63.33%	-61.04%	-2.29%
Max Drawdown (1Y) Largest decline over 1 year	-11.97%	-10.07%	-1.90%
Max Drawdown (5Y) Largest decline over 5 years	-32.81%	-22.55%	-10.26%
Max Drawdown (10Y) Largest decline over 10 years	-37.03%	-35.55%	-1.48%
Current Drawdown Current decline from peak	-7.28%	-5.87%	-1.41%
Average Drawdown Average peak-to-trough decline	-12.71%	-16.84%	+4.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	2.38%	+0.79%

Volatility

VEURX vs. ^STOXX - Volatility Comparison

Vanguard European Stock Index Fund (VEURX) has a higher volatility of 7.14% compared to STOXX Europe 600 Index (^STOXX) at 6.02%. This indicates that VEURX's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VEURX	^STOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.14%	6.02%	+1.12%
Volatility (6M) Calculated over the trailing 6-month period	11.00%	10.43%	+0.57%
Volatility (1Y) Calculated over the trailing 1-year period	16.94%	17.07%	-0.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.20%	17.13%	+0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.15%	17.48%	+0.67%