VEVE.L vs. VNRT.L
Compare and contrast key facts about Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.L).
VEVE.L and VNRT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEVE.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 30, 2014. VNRT.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 30, 2014. Both VEVE.L and VNRT.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEVE.L or VNRT.L.
Key characteristics
| VEVE.L | VNRT.L | |
|---|---|---|
| YTD Return | 19.11% | 24.99% |
| 1Y Return | 26.11% | 31.78% |
| 3Y Return (Ann) | 8.99% | 11.09% |
| 5Y Return (Ann) | 12.83% | 15.75% |
| 10Y Return (Ann) | 12.90% | 15.40% |
| Sharpe Ratio | 2.59 | 2.81 |
| Sortino Ratio | 3.60 | 3.98 |
| Omega Ratio | 1.50 | 1.54 |
| Calmar Ratio | 4.13 | 4.94 |
| Martin Ratio | 18.02 | 20.51 |
| Ulcer Index | 1.42% | 1.53% |
| Daily Std Dev | 9.90% | 11.11% |
| Max Drawdown | -25.52% | -26.17% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VEVE.L and VNRT.L is 0.97, 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
VEVE.L vs. VNRT.L - Performance Comparison
In the year-to-date period, VEVE.L achieves a 19.11% return, which is significantly lower than VNRT.L's 24.99% return. Over the past 10 years, VEVE.L has underperformed VNRT.L with an annualized return of 12.90%, while VNRT.L has yielded a comparatively higher 15.40% 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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VEVE.L vs. VNRT.L - Expense Ratio Comparison
VEVE.L has a 0.12% expense ratio, which is higher than VNRT.L'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%.
Risk-Adjusted Performance
VEVE.L vs. VNRT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.L). 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
VEVE.L vs. VNRT.L - Dividend Comparison
VEVE.L's dividend yield for the trailing twelve months is around 1.17%, more than VNRT.L's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 1.17% | 1.72% | 1.98% | 1.45% | 1.64% | 1.96% | 2.24% | 1.93% | 1.85% | 2.04% | 0.29% |
VNRT.L Vanguard FTSE North America UCITS ETF Distributing | 0.74% | 1.25% | 1.41% | 1.02% | 1.45% | 1.48% | 1.75% | 1.61% | 1.50% | 1.67% | 0.35% |
Drawdowns
VEVE.L vs. VNRT.L - Drawdown Comparison
The maximum VEVE.L drawdown since its inception was -25.52%, roughly equal to the maximum VNRT.L drawdown of -26.17%. Use the drawdown chart below to compare losses from any high point for VEVE.L and VNRT.L. For additional features, visit the drawdowns tool.
Volatility
VEVE.L vs. VNRT.L - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) is 2.88%, while Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) has a volatility of 3.30%. This indicates that VEVE.L experiences smaller price fluctuations and is considered to be less risky than VNRT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.