VEVE.L vs. VT
Compare and contrast key facts about Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and Vanguard Total World Stock ETF (VT).
VEVE.L and VT 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. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both VEVE.L and VT 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 VT.
Key characteristics
| VEVE.L | VT | |
|---|---|---|
| YTD Return | 19.11% | 19.63% |
| 1Y Return | 26.11% | 30.97% |
| 3Y Return (Ann) | 8.99% | 5.98% |
| 5Y Return (Ann) | 12.83% | 11.56% |
| 10Y Return (Ann) | 12.90% | 9.54% |
| Sharpe Ratio | 2.59 | 2.76 |
| Sortino Ratio | 3.60 | 3.75 |
| Omega Ratio | 1.50 | 1.50 |
| Calmar Ratio | 4.13 | 3.44 |
| Martin Ratio | 18.02 | 18.15 |
| Ulcer Index | 1.42% | 1.79% |
| Daily Std Dev | 9.90% | 11.77% |
| Max Drawdown | -25.52% | -50.27% |
| Current Drawdown | 0.00% | -0.16% |
Correlation
The correlation between VEVE.L and VT is 0.68, 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
VEVE.L vs. VT - Performance Comparison
The year-to-date returns for both investments are quite close, with VEVE.L having a 19.11% return and VT slightly higher at 19.63%. Over the past 10 years, VEVE.L has outperformed VT with an annualized return of 12.90%, while VT has yielded a comparatively lower 9.54% 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. VT - Expense Ratio Comparison
VEVE.L has a 0.12% expense ratio, which is higher than VT'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
VEVE.L vs. VT - 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 Total World Stock ETF (VT). 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. VT - Dividend Comparison
VEVE.L's dividend yield for the trailing twelve months is around 1.17%, less than VT's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VT Vanguard Total World Stock ETF | 1.82% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
VEVE.L vs. VT - Drawdown Comparison
The maximum VEVE.L drawdown since its inception was -25.52%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for VEVE.L and VT. For additional features, visit the drawdowns tool.
Volatility
VEVE.L vs. VT - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) is 2.88%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.23%. This indicates that VEVE.L experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.