VGEU.DE vs. INDA
Compare and contrast key facts about Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) and iShares MSCI India ETF (INDA).
VGEU.DE and INDA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGEU.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe. It was launched on May 21, 2013. INDA is a passively managed fund by iShares that tracks the performance of the MSCI India Index. It was launched on Feb 2, 2012. Both VGEU.DE and INDA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGEU.DE or INDA.
Key characteristics
| VGEU.DE | INDA | |
|---|---|---|
| YTD Return | 7.61% | 9.14% |
| 1Y Return | 13.96% | 18.17% |
| 3Y Return (Ann) | 4.23% | 3.80% |
| 5Y Return (Ann) | 7.09% | 10.84% |
| Sharpe Ratio | 1.25 | 1.41 |
| Sortino Ratio | 1.69 | 1.85 |
| Omega Ratio | 1.22 | 1.28 |
| Calmar Ratio | 1.90 | 1.99 |
| Martin Ratio | 7.50 | 7.75 |
| Ulcer Index | 1.76% | 2.57% |
| Daily Std Dev | 10.65% | 14.10% |
| Max Drawdown | -35.59% | -45.06% |
| Current Drawdown | -4.58% | -10.02% |
Correlation
The correlation between VGEU.DE and INDA is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VGEU.DE vs. INDA - Performance Comparison
In the year-to-date period, VGEU.DE achieves a 7.61% return, which is significantly lower than INDA's 9.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
VGEU.DE vs. INDA - Risk-Adjusted Performance 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.
Dividends
VGEU.DE vs. INDA - Dividend Comparison
VGEU.DE's dividend yield for the trailing twelve months is around 2.62%, while INDA has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGEU.DE Vanguard FTSE Developed Europe UCITS ETF Distributing | 2.62% | 2.97% | 3.31% | 2.68% | 2.25% | 3.21% | 3.65% | 3.04% | 3.20% | 3.11% | 0.00% | 0.00% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% | 0.40% |
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 -45.06%. Use the drawdown chart below to compare losses from any high point for VGEU.DE and INDA. For additional features, visit the drawdowns tool.
Volatility
VGEU.DE vs. INDA - Volatility Comparison
Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) has a higher volatility of 4.45% compared to iShares MSCI India ETF (INDA) at 3.28%. This indicates that VGEU.DE's price experiences larger fluctuations and is considered to be riskier than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.