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

Performance

VGEU.DE vs. VDIV.DE - 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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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, VGEU.DE achieves a 7.29% return, which is significantly lower than VDIV.DE's 9.79% 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%

VDIV.DE

1D
0.23%
1M
-0.18%
YTD
9.79%
6M
12.68%
1Y
25.52%
3Y*
19.95%
5Y*
17.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEU.DE vs. VDIV.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-2.22%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
9.79%24.55%15.67%11.47%15.47%27.92%-11.00%23.04%-3.07%

Correlation

The correlation between VGEU.DE and VDIV.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.75

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

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.79

The correlation between VGEU.DE and VDIV.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

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Return for Risk

VGEU.DE vs. VDIV.DE — 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

VDIV.DE
VDIV.DE Risk / Return Rank: 8888
Overall Rank
VDIV.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 8585
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9090
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. VDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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.DEVDIV.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.24

1.51

-0.27

Calmar ratioReturn relative to maximum drawdown

1.69

6.94

-5.25

Martin ratioReturn relative to average drawdown

6.33

20.46

-14.13

VGEU.DE vs. VDIV.DE - Sharpe Ratio Comparison

The current VGEU.DE Sharpe Ratio is 1.26, which is lower than the VDIV.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of VGEU.DE and VDIV.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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Sharpe Ratios by Period


VGEU.DEVDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.73

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.45

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.94

-0.38

Drawdowns

VGEU.DE vs. VDIV.DE - Drawdown Comparison

The maximum VGEU.DE drawdown since its inception was -35.59%, roughly equal to the maximum VDIV.DE drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for VGEU.DE and VDIV.DE.


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Drawdown Indicators


VGEU.DEVDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.59%

-36.12%

+0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-3.68%

-5.91%

Max Drawdown (3Y)

Largest decline over 3 years

-16.46%

-15.12%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-15.12%

-4.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

Current Drawdown

Current decline from peak

-1.53%

-2.39%

+0.86%

Average Drawdown

Average peak-to-trough decline

-5.03%

-4.22%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

1.25%

+1.31%

Volatility

VGEU.DE vs. VDIV.DE - Volatility Comparison

Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) has a higher volatility of 4.29% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) at 2.82%. This indicates that VGEU.DE's price experiences larger fluctuations and is considered to be riskier than VDIV.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.DEVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

2.82%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

6.79%

+3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

9.36%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.35%

11.92%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

15.36%

+0.98%

VGEU.DE vs. VDIV.DE - Expense Ratio Comparison

VGEU.DE has a 0.10% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.


Dividends

VGEU.DE vs. VDIV.DE - Dividend Comparison

VGEU.DE's dividend yield for the trailing twelve months is around 2.60%, less than VDIV.DE's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.19%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%0.00%0.00%0.00%
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 VDIV.DE have a correlation of 0.70, 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 0.38% for VDIV.DE.

VGEU.DE is categorized as Europe Equities, while VDIV.DE is Global Equities. VGEU.DE tracks FTSE Developed Europe, while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.10% for VGEU.DE and 0.38% for VDIV.DE.

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