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 | 10.22% | 7.53% |
| 1Y Return | 19.36% | 11.51% |
| 3Y Return (Ann) | 3.66% | 3.33% |
| 5Y Return (Ann) | 8.16% | 5.64% |
| 10Y Return (Ann) | 5.11% | 3.94% |
| Sharpe Ratio | 1.58 | 1.31 |
| Daily Std Dev | 13.00% | 10.24% |
| Max Drawdown | -63.33% | -61.04% |
| Current Drawdown | -1.81% | -1.89% |
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 10.22% return, which is significantly higher than ^STOXX's 7.53% return. Over the past 10 years, VEURX has outperformed ^STOXX with an annualized return of 5.11%, while ^STOXX has yielded a comparatively lower 3.94% 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) has a higher volatility of 3.53% compared to STOXX Europe 600 Index (^STOXX) at 3.25%. This indicates that VEURX's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.