VGEJ.DE vs. USDV.L

Last updated Apr 3, 2026

Compare and contrast key facts about Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L).

VGEJ.DE and USDV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGEJ.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific ex Japan. It was launched on May 21, 2013. USDV.L is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Jun 14, 2019. Both VGEJ.DE and USDV.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.

Performance

VGEJ.DE vs. USDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L). The values are adjusted to include any dividend payments, if applicable.

VGEJ.DE vs. USDV.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VGEJ.DE Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing	14.59%	24.74%	3.34%	10.27%	-4.11%	14.06%	11.18%	25.07%	-6.90%	9.13%
USDV.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis	6.65%	-4.13%	14.62%	-1.47%	5.82%	34.99%	-8.00%	27.30%	0.24%	10.75%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, VGEJ.DE achieves a 14.59% return, which is significantly higher than USDV.L's 6.65% return.

VGEJ.DE

• 1D: -1.76%
• 1M: -3.55%
• YTD: 14.59%
• 6M: 23.12%
• 1Y: 45.12%
• 3Y*: 16.56%
• 5Y*: 10.04%
• 10Y*: —

USDV.L

• 1D: -24.32%
• 1M: -3.93%
• YTD: 6.65%
• 6M: 7.23%
• 1Y: 2.88%
• 3Y*: 6.01%
• 5Y*: 7.12%
• 10Y*: 9.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEJ.DE vs. USDV.L - Expense Ratio Comparison

VGEJ.DE has a 0.15% expense ratio, which is lower than USDV.L's 0.35% expense ratio.

USDV.L

SPDR S&P US Dividend Aristocrats UCITS ETF Dis

VGEJ.DE

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing

Return for Risk

VGEJ.DE vs. USDV.L — Risk / Return Rank

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

VGEJ.DE

VGEJ.DE Risk / Return Rank: 93
VGEJ.DE Sharpe Ratio Rank: 93
VGEJ.DE Sortino Ratio Rank: 92
VGEJ.DE Omega Ratio Rank: 94
VGEJ.DE Calmar Ratio Rank: 91
VGEJ.DE Martin Ratio Rank: 93

USDV.L

USDV.L Risk / Return Rank: 27
USDV.L Sharpe Ratio Rank: 16
USDV.L Sortino Ratio Rank: 20
USDV.L Omega Ratio Rank: 40
USDV.L Calmar Ratio Rank: 19
USDV.L Martin Ratio Rank: 39

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.

VGEJ.DE vs. USDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.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.

	VGEJ.DE	USDV.L	Difference
Sharpe ratio Return per unit of total volatility	2.27	0.07	+2.21
Sortino ratio Return per unit of downside risk	2.85	0.45	+2.40
Omega ratio Gain probability vs. loss probability	1.45	1.12	+0.33
Calmar ratio Return relative to maximum drawdown	3.81	0.31	+3.51
Martin ratio Return relative to average drawdown	15.77	2.72	+13.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VGEJ.DE vs. USDV.L - Sharpe Ratio Comparison

The current VGEJ.DE Sharpe Ratio is 2.27, which is higher than the USDV.L Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of VGEJ.DE and USDV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VGEJ.DE	USDV.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	0.07	+2.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.31	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.44	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.66	-0.02

Correlation

The correlation between VGEJ.DE and USDV.L is 0.45, 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.

Dividends

VGEJ.DE vs. USDV.L - Dividend Comparison

VGEJ.DE's dividend yield for the trailing twelve months is around 2.36%, more than USDV.L's 2.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VGEJ.DE Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing	2.36%	2.75%	5.36%	7.33%	7.98%	7.49%	4.34%	6.92%	7.83%	4.28%	0.00%	0.00%
USDV.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis	2.06%	2.20%	1.99%	2.29%	2.11%	2.12%	2.57%	2.65%	2.19%	3.07%	1.65%	2.00%

Drawdowns

VGEJ.DE vs. USDV.L - Drawdown Comparison

The maximum VGEJ.DE drawdown since its inception was -36.78%, roughly equal to the maximum USDV.L drawdown of -35.08%. Use the drawdown chart below to compare losses from any high point for VGEJ.DE and USDV.L.

Drawdown Indicators

	VGEJ.DE	USDV.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.78%	-27.80%	-8.98%
Max Drawdown (1Y) Largest decline over 1 year	-12.94%	-24.30%	+11.36%
Max Drawdown (5Y) Largest decline over 5 years	-19.66%	-24.30%	+4.64%
Max Drawdown (10Y) Largest decline over 10 years	—	-27.80%	—
Current Drawdown Current decline from peak	-9.97%	-24.30%	+14.33%
Average Drawdown Average peak-to-trough decline	-4.82%	-4.14%	-0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	2.51%	+0.62%

Volatility

VGEJ.DE vs. USDV.L - Volatility Comparison

The current volatility for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) is 9.40%, while SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) has a volatility of 41.20%. This indicates that VGEJ.DE experiences smaller price fluctuations and is considered to be less risky than USDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VGEJ.DE	USDV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.40%	41.20%	-31.80%
Volatility (6M) Calculated over the trailing 6-month period	15.14%	40.83%	-25.69%
Volatility (1Y) Calculated over the trailing 1-year period	19.76%	43.57%	-23.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.74%	22.86%	-7.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.38%	20.52%	-2.14%