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VGEK.DE vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGEK.DE and VEA is 0.73, 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.


-0.50.00.51.00.7

Performance

VGEK.DE vs. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-3.56%
2.05%
VGEK.DE
VEA

Key characteristics

Sharpe Ratio

VGEK.DE:

0.68

VEA:

1.00

Sortino Ratio

VGEK.DE:

1.01

VEA:

1.44

Omega Ratio

VGEK.DE:

1.13

VEA:

1.18

Calmar Ratio

VGEK.DE:

0.91

VEA:

1.32

Martin Ratio

VGEK.DE:

3.05

VEA:

3.10

Ulcer Index

VGEK.DE:

3.01%

VEA:

4.14%

Daily Std Dev

VGEK.DE:

13.90%

VEA:

12.84%

Max Drawdown

VGEK.DE:

-36.64%

VEA:

-60.69%

Current Drawdown

VGEK.DE:

-1.15%

VEA:

-1.26%

Returns By Period

In the year-to-date period, VGEK.DE achieves a 5.14% return, which is significantly lower than VEA's 8.45% return.


VGEK.DE

YTD

5.14%

1M

1.59%

6M

3.95%

1Y

6.56%

5Y*

4.07%

10Y*

N/A

VEA

YTD

8.45%

1M

6.77%

6M

2.95%

1Y

11.49%

5Y*

6.77%

10Y*

5.66%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGEK.DE vs. VEA - Expense Ratio Comparison

VGEK.DE has a 0.15% expense ratio, which is higher than VEA's 0.05% 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%.


VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating
Expense ratio chart for VGEK.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VGEK.DE vs. VEA — Risk-Adjusted Performance Rank

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

VGEK.DE
The Risk-Adjusted Performance Rank of VGEK.DE is 2727
Overall Rank
The Sharpe Ratio Rank of VGEK.DE is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VGEK.DE is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VGEK.DE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VGEK.DE is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VGEK.DE is 3131
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 3737
Overall Rank
The Sharpe Ratio Rank of VEA is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 3535
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 3535
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGEK.DE vs. VEA - Risk-Adjusted Performance 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 Vanguard FTSE Developed Markets ETF (VEA). 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.


Sharpe ratio
The chart of Sharpe ratio for VGEK.DE, currently valued at 0.16, compared to the broader market0.002.004.000.160.78
The chart of Sortino ratio for VGEK.DE, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.0010.0012.000.341.15
The chart of Omega ratio for VGEK.DE, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.14
The chart of Calmar ratio for VGEK.DE, currently valued at 0.14, compared to the broader market0.005.0010.0015.0020.000.141.02
The chart of Martin ratio for VGEK.DE, currently valued at 0.43, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.432.35
VGEK.DE
VEA

The current VGEK.DE Sharpe Ratio is 0.68, which is lower than the VEA Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VGEK.DE and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.16
0.78
VGEK.DE
VEA

Dividends

VGEK.DE vs. VEA - Dividend Comparison

VGEK.DE has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 3.09%.


TTM20242023202220212020201920182017201620152014
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%
VEA
Vanguard FTSE Developed Markets ETF
3.09%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

VGEK.DE vs. VEA - Drawdown Comparison

The maximum VGEK.DE drawdown since its inception was -36.64%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for VGEK.DE and VEA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.43%
-1.26%
VGEK.DE
VEA

Volatility

VGEK.DE vs. VEA - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 3.45% and 3.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.45%
3.56%
VGEK.DE
VEA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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