VGEU.DE vs. EXW1.DE
VGEU.DE (Vanguard FTSE Developed Europe UCITS ETF Distributing) and EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) are both Europe Equities funds - VGEU.DE tracks the FTSE Developed Europe while EXW1.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, VGEU.DE returned 9.61%/yr vs 10.49%/yr for EXW1.DE. Their correlation of 0.80 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
VGEU.DE vs. EXW1.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VGEU.DE having a 7.29% return and EXW1.DE slightly higher at 7.31%. Over the past 10 years, VGEU.DE has underperformed EXW1.DE with an annualized return of 9.61%, while EXW1.DE has yielded a comparatively higher 10.49% annualized return.
VGEU.DE
- 1D
- 0.50%
- 1M
- 0.90%
- YTD
- 7.29%
- 6M
- 9.88%
- 1Y
- 16.08%
- 3Y*
- 14.08%
- 5Y*
- 9.90%
- 10Y*
- 9.61%
EXW1.DE
- 1D
- 0.74%
- 1M
- 1.91%
- YTD
- 7.31%
- 6M
- 8.62%
- 1Y
- 15.73%
- 3Y*
- 15.60%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
VGEU.DE vs. EXW1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGEU.DE Vanguard FTSE Developed Europe UCITS ETF Distributing | 7.29% | 20.52% | 8.94% | 16.01% | -9.86% | 24.89% | -2.75% | 27.89% | -11.15% | 11.49% |
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 7.31% | 22.07% | 11.03% | 22.41% | -8.72% | 23.47% | -3.08% | 30.12% | -12.05% | 10.04% |
Correlation
The correlation between VGEU.DE and EXW1.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2015 | 0.80 |
The correlation between VGEU.DE and EXW1.DE shifts across timeframes, from 0.80 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VGEU.DE vs. EXW1.DE — Risk / Return Rank
VGEU.DE
EXW1.DE
VGEU.DE vs. EXW1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) and iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.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.
| VGEU.DE | EXW1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.46 | +0.22 |
| Martin ratioReturn relative to average drawdown | 6.33 | 4.97 | +1.36 |
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
| VGEU.DE | EXW1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.00 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.66 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.57 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.21 | +0.35 |
Drawdowns
VGEU.DE vs. EXW1.DE - Drawdown Comparison
The maximum VGEU.DE drawdown since its inception was -35.59%, smaller than the maximum EXW1.DE drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for VGEU.DE and EXW1.DE.
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Drawdown Indicators
| VGEU.DE | EXW1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.59% | -57.82% | +22.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -10.76% | +1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -16.59% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -20.11% | -23.32% | +3.21% |
Max Drawdown (10Y)Largest decline over 10 years | -35.59% | -38.49% | +2.90% |
Current DrawdownCurrent decline from peak | -1.53% | -0.54% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -15.74% | +10.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.18% | -0.62% |
Volatility
VGEU.DE vs. EXW1.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) is 4.29%, while iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) has a volatility of 4.90%. This indicates that VGEU.DE experiences smaller price fluctuations and is considered to be less risky than EXW1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGEU.DE | EXW1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 4.90% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 12.72% | -2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 15.68% | -2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.35% | 17.35% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 18.20% | -1.86% |
VGEU.DE vs. EXW1.DE - Expense Ratio Comparison
Both VGEU.DE and EXW1.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VGEU.DE vs. EXW1.DE - Dividend Comparison
VGEU.DE's dividend yield for the trailing twelve months is around 2.60%, more than EXW1.DE's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.30% | 2.42% | 2.85% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% |
VGEU.DE Vanguard FTSE Developed Europe UCITS ETF Distributing | 2.60% | 2.79% | 3.07% | 2.99% | 3.31% | 2.65% | 2.23% | 3.22% | 3.65% | 3.04% | 3.20% | 3.11% |
Frequently Asked Questions
With a correlation of 0.95, VGEU.DE and EXW1.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 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
VGEU.DE and EXW1.DE have the same expense ratio: 0.10% per year.
VGEU.DE tracks FTSE Developed Europe, while EXW1.DE tracks EURO STOXX® 50. They also come from different issuers: Vanguard and iShares.
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