VEURX vs. ^STOXX
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEURX or ^STOXX.
Key characteristics
| VEURX | ^STOXX | |
|---|---|---|
| YTD Return | 5.49% | 6.96% |
| 1Y Return | 17.72% | 15.58% |
| 3Y Return (Ann) | 1.75% | 1.69% |
| 5Y Return (Ann) | 6.54% | 4.68% |
| 10Y Return (Ann) | 5.28% | 4.25% |
| Sharpe Ratio | 1.39 | 1.36 |
| Sortino Ratio | 1.98 | 1.88 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 1.57 | 1.74 |
| Martin Ratio | 7.11 | 7.58 |
| Ulcer Index | 2.52% | 1.79% |
| Daily Std Dev | 12.96% | 10.01% |
| Max Drawdown | -63.33% | -61.04% |
| Current Drawdown | -7.21% | -2.97% |
Correlation
The correlation between VEURX and ^STOXX is 0.84, 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
VEURX vs. ^STOXX - Performance Comparison
In the year-to-date period, VEURX achieves a 5.49% return, which is significantly lower than ^STOXX's 6.96% return. Over the past 10 years, VEURX has outperformed ^STOXX with an annualized return of 5.28%, while ^STOXX has yielded a comparatively lower 4.25% 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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Risk-Adjusted Performance
VEURX vs. ^STOXX - Risk-Adjusted Performance 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.
Drawdowns
VEURX vs. ^STOXX - Drawdown Comparison
The maximum VEURX drawdown since its inception was -63.33%, roughly equal to the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for VEURX and ^STOXX. For additional features, visit the drawdowns tool.
Volatility
VEURX vs. ^STOXX - Volatility Comparison
Vanguard European Stock Index Fund (VEURX) and STOXX Europe 600 Index (^STOXX) have volatilities of 4.00% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.