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VGEU.DE vs. INDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEU.DE vs. INDA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) and iShares MSCI India ETF (INDA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VGEU.DE is traded in EUR, while INDA is traded in USD. To make them comparable, the INDA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VGEU.DE achieves a 7.29% return, which is significantly higher than INDA's -10.14% return. Over the past 10 years, VGEU.DE has outperformed INDA with an annualized return of 9.61%, while INDA has yielded a comparatively lower 6.48% annualized return.


VGEU.DE

1D
0.50%
1M
3.12%
YTD
7.29%
6M
9.88%
1Y
16.25%
3Y*
14.08%
5Y*
9.90%
10Y*
9.61%

INDA

1D
1.25%
1M
-1.67%
YTD
-10.14%
6M
-10.44%
1Y
-12.44%
3Y*
1.97%
5Y*
3.56%
10Y*
6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEU.DE vs. INDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
INDA
iShares MSCI India ETF
-10.14%-9.51%15.80%13.65%-3.30%30.43%5.36%8.89%-2.29%19.35%

Correlation

The correlation between VGEU.DE and INDA is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.28

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

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2015

0.30

The correlation between VGEU.DE and INDA shifts across timeframes, from 0.28 (3 years) to 0.39 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGEU.DE vs. INDA — Risk / Return Rank

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

VGEU.DE
VGEU.DE Risk / Return Rank: 3737
Overall Rank
VGEU.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VGEU.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
VGEU.DE Omega Ratio Rank: 3838
Omega Ratio Rank
VGEU.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
VGEU.DE Martin Ratio Rank: 4040
Martin Ratio Rank

INDA
INDA Risk / Return Rank: 33
Overall Rank
INDA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 33
Sortino Ratio Rank
INDA Omega Ratio Rank: 33
Omega Ratio Rank
INDA Calmar Ratio Rank: 44
Calmar Ratio Rank
INDA Martin Ratio Rank: 22
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.

VGEU.DE vs. INDA - 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 MSCI India ETF (INDA). 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.DEINDADifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+3.05

Omega ratioGain probability vs. loss probability

1.24

0.87

+0.37

Calmar ratioReturn relative to maximum drawdown

1.69

-0.69

+2.38

Martin ratioReturn relative to average drawdown

6.33

-1.45

+7.78

VGEU.DE vs. INDA - Sharpe Ratio Comparison

The current VGEU.DE Sharpe Ratio is 1.26, which is higher than the INDA Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of VGEU.DE and INDA, 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


VGEU.DEINDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

-0.86

+2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.24

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.31

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.28

+0.28

Drawdowns

VGEU.DE vs. INDA - Drawdown Comparison

The maximum VGEU.DE drawdown since its inception was -35.59%, smaller than the maximum INDA drawdown of -41.78%. Use the drawdown chart below to compare losses from any high point for VGEU.DE and INDA.


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Drawdown Indicators


VGEU.DEINDADifference

Max Drawdown

Largest peak-to-trough decline

-35.59%

-41.78%

+6.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-18.08%

+8.49%

Max Drawdown (3Y)

Largest decline over 3 years

-16.46%

-25.03%

+8.57%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-25.03%

+4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-41.78%

+6.19%

Current Drawdown

Current decline from peak

-1.53%

-21.78%

+20.25%

Average Drawdown

Average peak-to-trough decline

-5.03%

-9.09%

+4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

8.57%

-6.01%

Volatility

VGEU.DE vs. INDA - Volatility Comparison

The current volatility for Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) is 4.29%, while iShares MSCI India ETF (INDA) has a volatility of 4.89%. This indicates that VGEU.DE experiences smaller price fluctuations and is considered to be less risky than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEU.DEINDADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

4.89%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

12.27%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

14.56%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.35%

15.00%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

21.01%

-4.67%

VGEU.DE vs. INDA - Expense Ratio Comparison

VGEU.DE has a 0.10% expense ratio, which is lower than INDA's 0.69% expense ratio.


Dividends

VGEU.DE vs. INDA - Dividend Comparison

VGEU.DE's dividend yield for the trailing twelve months is around 2.60%, while INDA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
INDA
iShares MSCI India ETF
0.00%0.00%0.76%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%
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


VGEU.DE and INDA have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VGEU.DE is cheaper with a 0.10% expense ratio, compared with 0.69% for INDA.

VGEU.DE is categorized as Europe Equities, while INDA is Asia Pacific Equities. VGEU.DE tracks FTSE Developed Europe, while INDA tracks MSCI India Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VGEU.DE and 0.69% for INDA.

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