VGEK.DE vs. VUAA.DE
VGEK.DE (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - VGEK.DE is a Asia Pacific Equities fund tracking the FTSE Developed Asia Pacific ex Japan, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, VGEK.DE returned 12.83%/yr vs 14.77%/yr for VUAA.DE. A 0.64 correlation means they provide meaningful diversification when combined. VGEK.DE charges 0.15%/yr vs 0.07%/yr for VUAA.DE.
Performance
VGEK.DE vs. VUAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGEK.DE achieves a 49.52% return, which is significantly higher than VUAA.DE's 11.41% return.
VGEK.DE
- 1D
- -3.21%
- 1M
- 6.68%
- YTD
- 49.52%
- 6M
- 54.00%
- 1Y
- 77.62%
- 3Y*
- 24.83%
- 5Y*
- 12.83%
- 10Y*
- —
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
VGEK.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 8.49% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
Correlation
The correlation between VGEK.DE and VUAA.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 | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.64 |
The correlation between VGEK.DE and VUAA.DE has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.
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Return for Risk
VGEK.DE vs. VUAA.DE — Risk / Return Rank
VGEK.DE
VUAA.DE
VGEK.DE vs. VUAA.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 S&P 500 UCITS USD Acc ETF (VUAA.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.DE | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.66 | 1.41 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 6.17 | 3.56 | +2.61 |
| Martin ratioReturn relative to average drawdown | 24.03 | 12.74 | +11.29 |
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
| VGEK.DE | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.77 | 2.20 | +1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.97 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.81 | -0.13 |
Drawdowns
VGEK.DE vs. VUAA.DE - Drawdown Comparison
The maximum VGEK.DE drawdown since its inception was -36.64%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for VGEK.DE and VUAA.DE.
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Drawdown Indicators
| VGEK.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -33.67% | -2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -7.16% | -5.72% |
Max Drawdown (3Y)Largest decline over 3 years | -19.68% | -23.33% | +3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -19.68% | -23.33% | +3.65% |
Current DrawdownCurrent decline from peak | -3.76% | -0.45% | -3.31% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -5.07% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.01% | +1.31% |
Volatility
VGEK.DE vs. VUAA.DE - Volatility Comparison
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a higher volatility of 10.20% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.65%. This indicates that VGEK.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGEK.DE | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 2.65% | +7.55% |
Volatility (6M)Calculated over the trailing 6-month period | 18.52% | 7.61% | +10.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 11.58% | +9.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 15.12% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 17.59% | +2.01% |
VGEK.DE vs. VUAA.DE - Expense Ratio Comparison
VGEK.DE has a 0.15% expense ratio, which is higher than VUAA.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
VGEK.DE vs. VUAA.DE - Dividend Comparison
Neither VGEK.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
VGEK.DE and VUAA.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, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for VGEK.DE.
VGEK.DE is categorized as Asia Pacific Equities, while VUAA.DE is S&P 500. VGEK.DE tracks FTSE Developed Asia Pacific ex Japan, while VUAA.DE tracks S&P 500 Index. Their fees differ too: 0.15% for VGEK.DE and 0.07% for VUAA.DE.
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