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 MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEURX or VBR.
Key characteristics
| VEURX | VBR | |
|---|---|---|
| YTD Return | 5.37% | 19.39% |
| 1Y Return | 17.82% | 39.83% |
| 3Y Return (Ann) | 1.52% | 6.85% |
| 5Y Return (Ann) | 6.47% | 11.87% |
| 10Y Return (Ann) | 5.20% | 9.56% |
| Sharpe Ratio | 1.38 | 2.23 |
| Sortino Ratio | 1.98 | 3.17 |
| Omega Ratio | 1.24 | 1.40 |
| Calmar Ratio | 1.55 | 2.95 |
| Martin Ratio | 7.21 | 12.96 |
| Ulcer Index | 2.48% | 2.95% |
| Daily Std Dev | 12.94% | 17.16% |
| Max Drawdown | -63.33% | -62.01% |
| Current Drawdown | -7.31% | 0.00% |
Correlation
The correlation between VEURX and VBR is 0.70, 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.
Performance
VEURX vs. VBR - Performance Comparison
In the year-to-date period, VEURX achieves a 5.37% return, which is significantly lower than VBR's 19.39% return. Over the past 10 years, VEURX has underperformed VBR with an annualized return of 5.20%, while VBR has yielded a comparatively higher 9.56% 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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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%.
Risk-Adjusted Performance
VEURX vs. VBR - Risk-Adjusted Performance 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.
Dividends
VEURX vs. VBR - Dividend Comparison
VEURX's dividend yield for the trailing twelve months is around 2.90%, more than VBR's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEURX Vanguard European Stock Index Fund | 2.90% | 3.01% | 3.08% | 2.90% | 1.97% | 3.14% | 3.77% | 2.56% | 3.35% | 3.09% | 4.46% | 2.65% |
VBR Vanguard Small-Cap Value ETF | 1.88% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
VEURX vs. VBR - Drawdown Comparison
The maximum VEURX drawdown since its inception was -63.33%, roughly equal to the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for VEURX and VBR. For additional features, visit the drawdowns tool.
Volatility
VEURX vs. VBR - Volatility Comparison
The current volatility for Vanguard European Stock Index Fund (VEURX) is 4.06%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.68%. This indicates that VEURX experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.