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VEURX vs. IE00BFPM9N11.EUFUND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEURX vs. IE00BFPM9N11.EUFUND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard European Stock Index Fund (VEURX) and Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VEURX is traded in USD, while IE00BFPM9N11.EUFUND is traded in EUR. To make them comparable, the IE00BFPM9N11.EUFUND values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VEURX achieves a 7.18% return, which is significantly lower than IE00BFPM9N11.EUFUND's 9.98% return. Over the past 10 years, VEURX has underperformed IE00BFPM9N11.EUFUND with an annualized return of 9.81%, while IE00BFPM9N11.EUFUND has yielded a comparatively higher 12.96% annualized return.


VEURX

1D
2.88%
1M
1.81%
YTD
7.18%
6M
9.34%
1Y
19.02%
3Y*
16.61%
5Y*
8.26%
10Y*
9.81%

IE00BFPM9N11.EUFUND

1D
-0.65%
1M
0.92%
YTD
9.98%
6M
10.58%
1Y
25.51%
3Y*
20.71%
5Y*
11.67%
10Y*
12.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEURX vs. IE00BFPM9N11.EUFUND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEURX
Vanguard European Stock Index Fund
7.18%35.20%1.88%19.83%-16.16%16.14%6.29%24.02%-14.88%26.81%
IE00BFPM9N11.EUFUND
Vanguard Global Stock Index Fund Institutional Plus EUR Acc
9.98%21.06%18.76%23.41%-18.03%22.14%15.74%27.50%-8.63%22.67%

Correlation

The correlation between VEURX and IE00BFPM9N11.EUFUND is 0.80, 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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2013

0.83

The correlation between VEURX and IE00BFPM9N11.EUFUND has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

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Return for Risk

VEURX vs. IE00BFPM9N11.EUFUND — Risk / Return Rank

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

VEURX
VEURX Risk / Return Rank: 2727
Overall Rank
VEURX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VEURX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VEURX Omega Ratio Rank: 2525
Omega Ratio Rank
VEURX Calmar Ratio Rank: 2626
Calmar Ratio Rank
VEURX Martin Ratio Rank: 2929
Martin Ratio Rank

IE00BFPM9N11.EUFUND
IE00BFPM9N11.EUFUND Risk / Return Rank: 6666
Overall Rank
IE00BFPM9N11.EUFUND Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IE00BFPM9N11.EUFUND Sortino Ratio Rank: 5353
Sortino Ratio Rank
IE00BFPM9N11.EUFUND Omega Ratio Rank: 6060
Omega Ratio Rank
IE00BFPM9N11.EUFUND Calmar Ratio Rank: 7878
Calmar Ratio Rank
IE00BFPM9N11.EUFUND Martin Ratio Rank: 8080
Martin Ratio Rank
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. IE00BFPM9N11.EUFUND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND). 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.


VEURXIE00BFPM9N11.EUFUNDDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.21

1.40

-0.19

Calmar ratioReturn relative to maximum drawdown

1.53

2.79

-1.26

Martin ratioReturn relative to average drawdown

5.58

12.54

-6.96

VEURX vs. IE00BFPM9N11.EUFUND - Sharpe Ratio Comparison

The current VEURX Sharpe Ratio is 1.16, which is lower than the IE00BFPM9N11.EUFUND Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of VEURX and IE00BFPM9N11.EUFUND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VEURX vs. IE00BFPM9N11.EUFUND - Drawdown Comparison

The maximum VEURX drawdown since its inception was -63.33%, which is greater than IE00BFPM9N11.EUFUND's maximum drawdown of -34.23%. Use the drawdown chart below to compare losses from any high point for VEURX and IE00BFPM9N11.EUFUND.


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Drawdown Indicators


VEURXIE00BFPM9N11.EUFUNDDifference

Max Drawdown

Largest peak-to-trough decline

-63.33%

-34.23%

-29.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-9.16%

-2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-13.97%

-16.28%

+2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-32.81%

-26.00%

-6.81%

Max Drawdown (10Y)

Largest decline over 10 years

-37.03%

-34.23%

-2.80%

Current Drawdown

Current decline from peak

-1.05%

-0.65%

-0.40%

Average Drawdown

Average peak-to-trough decline

-12.66%

-4.56%

-8.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.06%

+1.21%

Volatility

VEURX vs. IE00BFPM9N11.EUFUND - Volatility Comparison

Vanguard European Stock Index Fund (VEURX) has a higher volatility of 5.60% compared to Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) at 2.94%. This indicates that VEURX's price experiences larger fluctuations and is considered to be riskier than IE00BFPM9N11.EUFUND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEURXIE00BFPM9N11.EUFUNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

2.94%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

8.89%

+4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.70%

11.28%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

15.36%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

15.89%

+2.34%

VEURX vs. IE00BFPM9N11.EUFUND - Expense Ratio Comparison

VEURX has a 0.25% expense ratio, which is higher than IE00BFPM9N11.EUFUND's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VEURX vs. IE00BFPM9N11.EUFUND - Dividend Comparison

VEURX's dividend yield for the trailing twelve months is around 2.62%, while IE00BFPM9N11.EUFUND has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IE00BFPM9N11.EUFUND
Vanguard Global Stock Index Fund Institutional Plus EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEURX
Vanguard European Stock Index Fund
2.62%2.70%3.44%3.00%3.07%2.90%1.97%3.14%3.77%2.55%3.35%3.09%

Frequently Asked Questions


VEURX and IE00BFPM9N11.EUFUND have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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