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VEVE.L vs. VERX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEVE.L vs. VERX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VEVE.L is traded in GBP, while VERX.DE is traded in EUR. To make them comparable, the VERX.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VEVE.L achieves a 11.86% return, which is significantly higher than VERX.DE's 6.67% return.


VEVE.L

1D
-0.07%
1M
5.51%
YTD
11.86%
6M
12.36%
1Y
29.91%
3Y*
18.36%
5Y*
13.29%
10Y*
14.04%

VERX.DE

1D
0.89%
1M
4.00%
YTD
6.67%
6M
9.11%
1Y
19.07%
3Y*
13.90%
5Y*
9.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEVE.L vs. VERX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
11.86%13.81%20.22%17.45%-8.34%22.68%12.44%22.90%-4.39%2.08%
VERX.DE
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
6.67%27.54%2.05%15.31%-7.70%15.78%8.09%21.98%-9.89%-1.08%

Correlation

The correlation between VEVE.L and VERX.DE is 0.71, 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

0.71

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

0.66

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

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.77

The correlation between VEVE.L and VERX.DE shifts across timeframes, from 0.66 (3 years) to 0.77 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VEVE.L vs. VERX.DE — Risk / Return Rank

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

VEVE.L
VEVE.L Risk / Return Rank: 8686
Overall Rank
VEVE.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VEVE.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEVE.L Omega Ratio Rank: 8989
Omega Ratio Rank
VEVE.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
VEVE.L Martin Ratio Rank: 8585
Martin Ratio Rank

VERX.DE
VERX.DE Risk / Return Rank: 3333
Overall Rank
VERX.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VERX.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
VERX.DE Omega Ratio Rank: 3333
Omega Ratio Rank
VERX.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
VERX.DE Martin Ratio Rank: 3737
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.

VEVE.L vs. VERX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.DE). 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.


VEVE.LVERX.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.55

1.26

+0.29

Calmar ratioReturn relative to maximum drawdown

4.29

1.72

+2.57

Martin ratioReturn relative to average drawdown

17.65

6.15

+11.50

VEVE.L vs. VERX.DE - Sharpe Ratio Comparison

The current VEVE.L Sharpe Ratio is 2.89, which is higher than the VERX.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of VEVE.L and VERX.DE, 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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Sharpe Ratios by Period


VEVE.LVERX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

1.40

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.62

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.52

+0.39

Drawdowns

VEVE.L vs. VERX.DE - Drawdown Comparison

The maximum VEVE.L drawdown since its inception was -25.52%, smaller than the maximum VERX.DE drawdown of -27.48%. Use the drawdown chart below to compare losses from any high point for VEVE.L and VERX.DE.


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Drawdown Indicators


VEVE.LVERX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.52%

-27.48%

+1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-11.03%

+4.09%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-14.20%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.34%

-20.14%

+1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-25.52%

Current Drawdown

Current decline from peak

-0.35%

-0.91%

+0.56%

Average Drawdown

Average peak-to-trough decline

-3.41%

-4.64%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

3.09%

-1.40%

Volatility

VEVE.L vs. VERX.DE - Volatility Comparison

The current volatility for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) is 2.72%, while Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.DE) has a volatility of 4.16%. This indicates that VEVE.L experiences smaller price fluctuations and is considered to be less risky than VERX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEVE.LVERX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

4.16%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

11.30%

-3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

10.31%

13.58%

-3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

15.10%

-2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

16.11%

-1.78%

VEVE.L vs. VERX.DE - Expense Ratio Comparison

VEVE.L has a 0.12% expense ratio, which is higher than VERX.DE's 0.10% 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

VEVE.L vs. VERX.DE - Dividend Comparison

VEVE.L's dividend yield for the trailing twelve months is around 1.23%, less than VERX.DE's 2.48% yield.


PositionTTM20252024202320222021202020192018201720162015
VERX.DE
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
2.48%2.67%2.92%2.75%3.02%2.28%1.95%2.80%3.23%0.23%0.00%0.00%
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
1.23%1.38%1.48%1.71%1.98%1.46%1.62%1.95%2.24%1.93%1.88%2.03%

Frequently Asked Questions


VEVE.L and VERX.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VERX.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VERX.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for VEVE.L.

VEVE.L is categorized as Global Equities, while VERX.DE is Europe Equities. VEVE.L tracks MSCI ACWI NR USD, while VERX.DE tracks MSCI Europe Ex UK NR EUR. Their fees differ too: 0.12% for VEVE.L and 0.10% for VERX.DE.

Portfolio Optimizer

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