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

Performance

VGEK.DE vs. VGEJ.DE - 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 Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with VGEK.DE having a 49.52% return and VGEJ.DE slightly higher at 50.18%.


VGEK.DE

1D
-3.21%
1M
6.68%
YTD
49.52%
6M
54.00%
1Y
77.62%
3Y*
24.83%
5Y*
12.83%
10Y*

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

VGEK.DE vs. VGEJ.DE - 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%
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%8.05%

Correlation

The correlation between VGEK.DE and VGEJ.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.95

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

0.96

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

0.96

The correlation between VGEK.DE and VGEJ.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

VGEK.DE vs. VGEJ.DE — 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

VGEJ.DE
VGEJ.DE Risk / Return Rank: 9494
Overall Rank
VGEJ.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEJ.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
VGEJ.DE Omega Ratio Rank: 9595
Omega Ratio Rank
VGEJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGEJ.DE Martin Ratio Rank: 9393
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. VGEJ.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 (USD) Accumulating (VGEK.DE) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.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.


VGEK.DEVGEJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.66

1.69

-0.04

Calmar ratioReturn relative to maximum drawdown

6.17

6.17

+0.01

Martin ratioReturn relative to average drawdown

24.03

24.13

-0.10

VGEK.DE vs. VGEJ.DE - Sharpe Ratio Comparison

The current VGEK.DE Sharpe Ratio is 3.77, which is comparable to the VGEJ.DE Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of VGEK.DE and VGEJ.DE, 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.DEVGEJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.77

3.80

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.93

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.79

-0.10

Drawdowns

VGEK.DE vs. VGEJ.DE - Drawdown Comparison

The maximum VGEK.DE drawdown since its inception was -36.64%, roughly equal to the maximum VGEJ.DE drawdown of -36.78%. Use the drawdown chart below to compare losses from any high point for VGEK.DE and VGEJ.DE.


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Drawdown Indicators


VGEK.DEVGEJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.64%

-36.78%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-12.94%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-19.68%

-19.66%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

-19.66%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

Current Drawdown

Current decline from peak

-3.76%

-3.88%

+0.12%

Average Drawdown

Average peak-to-trough decline

-6.08%

-4.86%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

3.31%

+0.01%

Volatility

VGEK.DE vs. VGEJ.DE - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) have volatilities of 10.20% and 10.63%, 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.


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Volatility by Period


VGEK.DEVGEJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

10.63%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

18.75%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

20.99%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

16.70%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

19.29%

+0.31%

VGEK.DE vs. VGEJ.DE - Expense Ratio Comparison

Both VGEK.DE and VGEJ.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VGEK.DE vs. VGEJ.DE - Dividend Comparison

VGEK.DE has not paid dividends to shareholders, while VGEJ.DE's dividend yield for the trailing twelve months is around 1.80%.


PositionTTM20252024202320222021202020192018201720162015
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%
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


With a correlation of 0.96, VGEK.DE and VGEJ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VGEK.DE and VGEJ.DE have the same expense ratio: 0.15% per year.

Both ETFs track FTSE Developed Asia Pacific ex Japan.

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