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 | 2.72% | 4.71% |
| 1Y Return | 10.84% | 10.82% |
| 3Y Return (Ann) | 0.84% | 0.98% |
| 5Y Return (Ann) | 5.85% | 4.23% |
| 10Y Return (Ann) | 4.99% | 4.03% |
| Sharpe Ratio | 1.08 | 0.98 |
| Sortino Ratio | 1.57 | 1.37 |
| Omega Ratio | 1.19 | 1.18 |
| Calmar Ratio | 1.47 | 1.28 |
| Martin Ratio | 5.34 | 5.40 |
| Ulcer Index | 2.66% | 1.84% |
| Daily Std Dev | 13.12% | 10.17% |
| Max Drawdown | -63.33% | -61.04% |
| Current Drawdown | -9.65% | -5.02% |
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 2.72% return, which is significantly lower than ^STOXX's 4.71% return. Over the past 10 years, VEURX has outperformed ^STOXX with an annualized return of 4.99%, while ^STOXX has yielded a comparatively lower 4.03% 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
The current volatility for Vanguard European Stock Index Fund (VEURX) is 4.18%, while STOXX Europe 600 Index (^STOXX) has a volatility of 4.50%. This indicates that VEURX experiences smaller price fluctuations and is considered to be less risky than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.