VGEJ.DE vs. VUSA.DE
VGEJ.DE (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing) and VUSA.DE (Vanguard S&P 500 UCITS ETF) are both exchange-traded funds - VGEJ.DE is a Asia Pacific Equities fund tracking the FTSE Developed Asia Pacific ex Japan, while VUSA.DE is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. Over the past 5 years, VGEJ.DE returned 15.69%/yr vs 14.76%/yr for VUSA.DE. A 0.66 correlation means they provide meaningful diversification when combined. VGEJ.DE charges 0.15%/yr vs 0.07%/yr for VUSA.DE.
Performance
VGEJ.DE vs. VUSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGEJ.DE achieves a 50.18% return, which is significantly higher than VUSA.DE's 11.38% return.
VGEJ.DE
- 1D
- -3.08%
- 1M
- 7.14%
- YTD
- 50.18%
- 6M
- 54.46%
- 1Y
- 78.68%
- 3Y*
- 26.79%
- 5Y*
- 15.69%
- 10Y*
- 15.36%
VUSA.DE
- 1D
- -0.12%
- 1M
- 4.37%
- YTD
- 11.38%
- 6M
- 10.86%
- 1Y
- 25.53%
- 3Y*
- 18.87%
- 5Y*
- 14.76%
- 10Y*
- —
VGEJ.DE vs. VUSA.DE - 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 | 50.18% | 24.74% | 3.34% | 10.27% | -4.11% | 14.06% | 11.18% | 25.07% | -6.90% | 6.33% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 11.38% | 4.74% | 32.32% | 22.44% | -14.26% | 40.76% | 6.77% | 34.46% | -1.12% | 2.82% |
Correlation
The correlation between VGEJ.DE and VUSA.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.66 |
The correlation between VGEJ.DE and VUSA.DE has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
VGEJ.DE vs. VUSA.DE — Risk / Return Rank
VGEJ.DE
VUSA.DE
VGEJ.DE vs. VUSA.DE - 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 Vanguard S&P 500 UCITS ETF (VUSA.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.
| VGEJ.DE | VUSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.60 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.69 | 1.41 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 6.17 | 3.57 | +2.59 |
| Martin ratioReturn relative to average drawdown | 24.13 | 12.71 | +11.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGEJ.DE | VUSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.80 | 2.20 | +1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.96 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.89 | -0.10 |
Drawdowns
VGEJ.DE vs. VUSA.DE - Drawdown Comparison
The maximum VGEJ.DE drawdown since its inception was -36.78%, which is greater than VUSA.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for VGEJ.DE and VUSA.DE.
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Drawdown Indicators
| VGEJ.DE | VUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.78% | -33.63% | -3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -7.13% | -5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -19.66% | -23.24% | +3.58% |
Max Drawdown (5Y)Largest decline over 5 years | -19.66% | -23.24% | +3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -36.78% | — | — |
Current DrawdownCurrent decline from peak | -3.88% | -0.44% | -3.44% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -4.40% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 2.01% | +1.30% |
Volatility
VGEJ.DE vs. VUSA.DE - Volatility Comparison
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) has a higher volatility of 10.63% compared to Vanguard S&P 500 UCITS ETF (VUSA.DE) at 2.68%. This indicates that VGEJ.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGEJ.DE | VUSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.63% | 2.68% | +7.95% |
Volatility (6M)Calculated over the trailing 6-month period | 18.75% | 7.59% | +11.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 11.58% | +9.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 15.17% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 16.77% | +2.52% |
VGEJ.DE vs. VUSA.DE - Expense Ratio Comparison
VGEJ.DE has a 0.15% expense ratio, which is higher than VUSA.DE'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%.
Dividends
VGEJ.DE vs. VUSA.DE - Dividend Comparison
VGEJ.DE's dividend yield for the trailing twelve months is around 1.80%, more than VUSA.DE's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGEJ.DE Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing | 1.80% | 2.75% | 5.36% | 7.33% | 7.98% | 7.49% | 4.34% | 6.92% | 7.83% | 4.28% | 3.08% | 2.78% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.87% | 0.97% | 1.00% | 1.25% | 1.45% | 1.02% | 1.43% | 1.45% | 1.74% | 0.41% | 0.00% | 0.00% |
Frequently Asked Questions
VGEJ.DE and VUSA.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for VGEJ.DE.
VGEJ.DE is categorized as Asia Pacific Equities, while VUSA.DE is S&P 500. VGEJ.DE tracks FTSE Developed Asia Pacific ex Japan, while VUSA.DE tracks S&P 500 Net Total Return. Their fees differ too: 0.15% for VGEJ.DE and 0.07% for VUSA.DE.
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