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VGER.DE vs. ESNB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGER.DE vs. ESNB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard Germany All Cap UCITS ETF Dist (VGER.DE) and Expat Serbia BELEX15 UCITS ETF (ESNB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGER.DE achieves a 1.62% return, which is significantly higher than ESNB.DE's -6.99% return.


VGER.DE

1D
0.46%
1M
-0.72%
6M
-1.36%
YTD
1.62%
1Y
1.14%
3Y*
13.87%
5Y*
7.09%
10Y*

ESNB.DE

1D
0.23%
1M
-0.56%
6M
-5.83%
YTD
-6.99%
1Y
-5.51%
3Y*
-1.61%
5Y*
-1.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGER.DE vs. ESNB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
1.62%21.03%16.15%19.29%-17.72%13.10%3.47%24.75%-16.56%
ESNB.DE
Expat Serbia BELEX15 UCITS ETF
-6.99%0.82%0.78%2.90%-8.70%5.74%-3.42%5.43%3.88%

Correlation

The correlation between VGER.DE and ESNB.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.04

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2018

0.01

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Return for Risk

VGER.DE vs. ESNB.DE — Risk / Return Rank

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

VGER.DE
VGER.DE Risk / Return Rank: 1111
Overall Rank
VGER.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VGER.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
VGER.DE Omega Ratio Rank: 1010
Omega Ratio Rank
VGER.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
VGER.DE Martin Ratio Rank: 1212
Martin Ratio Rank

ESNB.DE
ESNB.DE Risk / Return Rank: 55
Overall Rank
ESNB.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ESNB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
ESNB.DE Omega Ratio Rank: 44
Omega Ratio Rank
ESNB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
ESNB.DE Martin Ratio Rank: 44
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.

VGER.DE vs. ESNB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Germany All Cap UCITS ETF Dist (VGER.DE) and Expat Serbia BELEX15 UCITS ETF (ESNB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGER.DEESNB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.03

0.91

+0.12

Calmar ratioReturn relative to maximum drawdown

0.09

-0.53

+0.62

Martin ratioReturn relative to average drawdown

0.30

-1.12

+1.42

VGER.DE vs. ESNB.DE - Sharpe Ratio Comparison

The current VGER.DE Sharpe Ratio is 0.07, which is higher than the ESNB.DE Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of VGER.DE and ESNB.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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Drawdowns

VGER.DE vs. ESNB.DE - Drawdown Comparison

The maximum VGER.DE drawdown since its inception was -38.66%, which is greater than ESNB.DE's maximum drawdown of -22.77%. Use the drawdown chart below to compare losses from any high point for VGER.DE and ESNB.DE.


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Drawdown Indicators


VGER.DEESNB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.66%

-22.77%

-15.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.61%

-10.40%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-15.65%

-12.60%

-3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-15.85%

-15.32%

Current Drawdown

Current decline from peak

-3.46%

-13.67%

+10.21%

Average Drawdown

Average peak-to-trough decline

-7.26%

-8.44%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

4.91%

-1.14%

Volatility

VGER.DE vs. ESNB.DE - Volatility Comparison

Vanguard Germany All Cap UCITS ETF Dist (VGER.DE) has a higher volatility of 4.38% compared to Expat Serbia BELEX15 UCITS ETF (ESNB.DE) at 3.05%. This indicates that VGER.DE's price experiences larger fluctuations and is considered to be riskier than ESNB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGER.DEESNB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

3.05%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

13.52%

6.22%

+7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

9.72%

+6.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

10.52%

+6.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

12.11%

+6.89%

VGER.DE vs. ESNB.DE - Expense Ratio Comparison

VGER.DE has a 0.10% expense ratio, which is lower than ESNB.DE's 1.38% expense ratio.


Dividends

VGER.DE vs. ESNB.DE - Dividend Comparison

VGER.DE's dividend yield for the trailing twelve months is around 2.27%, while ESNB.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
ESNB.DE
Expat Serbia BELEX15 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
2.27%2.12%2.40%2.96%4.07%1.86%2.62%2.55%

Frequently Asked Questions


VGER.DE and ESNB.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGER.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGER.DE is cheaper with a 0.10% expense ratio, compared with 1.38% for ESNB.DE.

VGER.DE tracks FTSE Germany All Cap, while ESNB.DE tracks BELEX15 Index. They also come from different issuers: Vanguard and Expat. Their fees differ too: 0.10% for VGER.DE and 1.38% for ESNB.DE.

Portfolio Optimizer

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