VGEU.DE vs. OMXS.L
Compare and contrast key facts about Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) and iShares OMX Stockholm Capped UCITS ETF (OMXS.L).
VGEU.DE and OMXS.L 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. OMXS.L is a passively managed fund by iShares that tracks the performance of the MSCI Sweden NR SEK. It was launched on Dec 14, 2016. Both VGEU.DE and OMXS.L 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 OMXS.L.
Key characteristics
| VGEU.DE | OMXS.L | |
|---|---|---|
| YTD Return | 7.61% | -0.69% |
| 1Y Return | 13.96% | 14.15% |
| 3Y Return (Ann) | 4.23% | -4.27% |
| 5Y Return (Ann) | 7.09% | 7.42% |
| Sharpe Ratio | 1.25 | 0.74 |
| Sortino Ratio | 1.69 | 1.12 |
| Omega Ratio | 1.22 | 1.13 |
| Calmar Ratio | 1.90 | 0.52 |
| Martin Ratio | 7.50 | 3.26 |
| Ulcer Index | 1.76% | 3.68% |
| Daily Std Dev | 10.65% | 16.47% |
| Max Drawdown | -35.59% | -32.75% |
| Current Drawdown | -4.58% | -12.25% |
Correlation
The correlation between VGEU.DE and OMXS.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VGEU.DE vs. OMXS.L - Performance Comparison
In the year-to-date period, VGEU.DE achieves a 7.61% return, which is significantly higher than OMXS.L's -0.69% 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. OMXS.L - Expense Ratio Comparison
Both VGEU.DE and OMXS.L 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%.
Risk-Adjusted Performance
VGEU.DE vs. OMXS.L - 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 OMX Stockholm Capped UCITS ETF (OMXS.L). 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. OMXS.L - Dividend Comparison
VGEU.DE's dividend yield for the trailing twelve months is around 2.62%, while OMXS.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
OMXS.L iShares OMX Stockholm Capped UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGEU.DE vs. OMXS.L - Drawdown Comparison
The maximum VGEU.DE drawdown since its inception was -35.59%, which is greater than OMXS.L's maximum drawdown of -32.75%. Use the drawdown chart below to compare losses from any high point for VGEU.DE and OMXS.L. For additional features, visit the drawdowns tool.
Volatility
VGEU.DE vs. OMXS.L - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) is 4.45%, while iShares OMX Stockholm Capped UCITS ETF (OMXS.L) has a volatility of 7.20%. This indicates that VGEU.DE experiences smaller price fluctuations and is considered to be less risky than OMXS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.