VEURX vs. VBR
Compare and contrast key facts about Vanguard European Stock Index Fund (VEURX) and Vanguard Small-Cap Value ETF (VBR).
VEURX is managed by Vanguard. It was launched on Jun 17, 1990. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
VEURX vs. VBR - Performance Comparison
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VEURX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEURX Vanguard European Stock Index Fund | -1.03% | 35.20% | 1.88% | 19.83% | -16.16% | 16.14% | 6.29% | 24.02% | -14.88% | 26.81% |
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, VEURX achieves a -1.03% return, which is significantly lower than VBR's 3.59% return. Over the past 10 years, VEURX has underperformed VBR with an annualized return of 8.76%, while VBR has yielded a comparatively higher 10.14% annualized return.
VEURX
- 1D
- 2.98%
- 1M
- -6.27%
- YTD
- -1.03%
- 6M
- 3.38%
- 1Y
- 20.61%
- 3Y*
- 14.09%
- 5Y*
- 8.53%
- 10Y*
- 8.76%
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
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VEURX vs. VBR - Expense Ratio Comparison
VEURX has a 0.25% expense ratio, which is higher than VBR's 0.07% 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%.
Return for Risk
VEURX vs. VBR — Risk / Return Rank
VEURX
VBR
VEURX vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and Vanguard Small-Cap Value ETF (VBR). 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 | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.93 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.43 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.37 | +0.26 |
Martin ratioReturn relative to average drawdown | 6.24 | 5.62 | +0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VEURX | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.93 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.39 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.47 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.40 | -0.03 |
Correlation
The correlation between VEURX and VBR is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VEURX vs. VBR - Dividend Comparison
VEURX's dividend yield for the trailing twelve months is around 2.83%, more than VBR's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEURX Vanguard European Stock Index Fund | 2.83% | 2.70% | 3.44% | 3.00% | 3.07% | 2.90% | 1.97% | 3.14% | 3.77% | 2.55% | 3.35% | 3.09% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
VEURX vs. VBR - Drawdown Comparison
The maximum VEURX drawdown since its inception was -63.33%, roughly equal to the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for VEURX and VBR.
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Drawdown Indicators
| VEURX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.33% | -61.98% | -1.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -14.18% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -32.81% | -24.19% | -8.62% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | -45.28% | +8.25% |
Current DrawdownCurrent decline from peak | -8.63% | -5.75% | -2.88% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -8.32% | -4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.46% | -0.33% |
Volatility
VEURX vs. VBR - Volatility Comparison
Vanguard European Stock Index Fund (VEURX) has a higher volatility of 7.46% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. This indicates that VEURX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEURX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 5.40% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 11.29% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 20.64% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 19.85% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 21.73% | -3.59% |