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VGEK.DE vs. IEUR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEK.DE vs. IEUR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) and iShares Core MSCI Europe ETF (IEUR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VGEK.DE is traded in EUR, while IEUR is traded in USD. To make them comparable, the IEUR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VGEK.DE achieves a 49.52% return, which is significantly higher than IEUR's 8.12% return.


VGEK.DE

1D
-3.21%
1M
10.22%
YTD
49.52%
6M
55.71%
1Y
79.92%
3Y*
24.83%
5Y*
12.83%
10Y*

IEUR

1D
1.06%
1M
3.08%
YTD
8.12%
6M
10.21%
1Y
16.12%
3Y*
13.72%
5Y*
9.29%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEK.DE vs. IEUR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating
49.52%25.03%1.02%6.43%-7.37%9.39%8.22%6.27%
IEUR
iShares Core MSCI Europe ETF
8.12%19.57%8.10%16.12%-10.69%25.44%-3.37%7.39%

Correlation

The correlation between VGEK.DE and IEUR is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

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

0.50

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

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.54

The correlation between VGEK.DE and IEUR has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.

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Return for Risk

VGEK.DE vs. IEUR — Risk / Return Rank

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

VGEK.DE
VGEK.DE Risk / Return Rank: 9393
Overall Rank
VGEK.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEK.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
VGEK.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VGEK.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGEK.DE Martin Ratio Rank: 9393
Martin Ratio Rank

IEUR
IEUR Risk / Return Rank: 3333
Overall Rank
IEUR Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IEUR Sortino Ratio Rank: 3333
Sortino Ratio Rank
IEUR Omega Ratio Rank: 3232
Omega Ratio Rank
IEUR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IEUR 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.

VGEK.DE vs. IEUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) and iShares Core MSCI Europe ETF (IEUR). 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.


VGEK.DEIEURDifference
Sharpe ratioReturn per unit of total volatility

+2.56

Sortino ratioReturn per unit of downside risk

+2.91

Omega ratioGain probability vs. loss probability

1.66

1.22

+0.44

Calmar ratioReturn relative to maximum drawdown

6.17

1.58

+4.59

Martin ratioReturn relative to average drawdown

24.03

6.43

+17.60

VGEK.DE vs. IEUR - Sharpe Ratio Comparison

The current VGEK.DE Sharpe Ratio is 3.77, which is higher than the IEUR Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of VGEK.DE and IEUR, 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


VGEK.DEIEURDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.77

1.22

+2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.63

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.46

+0.23

Drawdowns

VGEK.DE vs. IEUR - Drawdown Comparison

The maximum VGEK.DE drawdown since its inception was -36.64%, roughly equal to the maximum IEUR drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for VGEK.DE and IEUR.


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Drawdown Indicators


VGEK.DEIEURDifference

Max Drawdown

Largest peak-to-trough decline

-36.64%

-36.74%

+0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-10.25%

-2.63%

Max Drawdown (3Y)

Largest decline over 3 years

-19.68%

-15.24%

-4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

-21.05%

+1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

Current Drawdown

Current decline from peak

-3.76%

-0.48%

-3.28%

Average Drawdown

Average peak-to-trough decline

-6.08%

-5.61%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.51%

+0.81%

Volatility

VGEK.DE vs. IEUR - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a higher volatility of 10.20% compared to iShares Core MSCI Europe ETF (IEUR) at 4.62%. This indicates that VGEK.DE's price experiences larger fluctuations and is considered to be riskier than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEK.DEIEURDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

4.62%

+5.58%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

11.07%

+7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

13.32%

+7.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

14.75%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

16.96%

+2.64%

VGEK.DE vs. IEUR - Expense Ratio Comparison

VGEK.DE has a 0.15% expense ratio, which is higher than IEUR's 0.09% 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

VGEK.DE vs. IEUR - Dividend Comparison

VGEK.DE has not paid dividends to shareholders, while IEUR's dividend yield for the trailing twelve months is around 2.78%.


PositionTTM20252024202320222021202020192018201720162015
IEUR
iShares Core MSCI Europe ETF
2.78%2.97%3.54%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%
VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VGEK.DE and IEUR have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEUR is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEUR is cheaper with a 0.09% expense ratio, compared with 0.15% for VGEK.DE.

VGEK.DE is categorized as Asia Pacific Equities, while IEUR is Europe Equities. VGEK.DE tracks FTSE Developed Asia Pacific ex Japan, while IEUR tracks MSCI Europe Investable Market Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VGEK.DE and 0.09% for IEUR.

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