VGEU.DE vs. VGK
Compare and contrast key facts about Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) and Vanguard FTSE Europe ETF (VGK).
VGEU.DE and VGK 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. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both VGEU.DE and VGK 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 VGK.
Key characteristics
| VGEU.DE | VGK | |
|---|---|---|
| YTD Return | 7.61% | 2.78% |
| 1Y Return | 13.96% | 10.87% |
| 3Y Return (Ann) | 4.23% | 0.97% |
| 5Y Return (Ann) | 7.09% | 5.99% |
| Sharpe Ratio | 1.25 | 1.05 |
| Sortino Ratio | 1.69 | 1.52 |
| Omega Ratio | 1.22 | 1.18 |
| Calmar Ratio | 1.90 | 1.46 |
| Martin Ratio | 7.50 | 5.30 |
| Ulcer Index | 1.76% | 2.67% |
| Daily Std Dev | 10.65% | 13.51% |
| Max Drawdown | -35.59% | -63.61% |
| Current Drawdown | -4.58% | -9.70% |
Correlation
The correlation between VGEU.DE and VGK is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VGEU.DE vs. VGK - Performance Comparison
In the year-to-date period, VGEU.DE achieves a 7.61% return, which is significantly higher than VGK's 2.78% 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. VGK - Expense Ratio Comparison
VGEU.DE has a 0.10% expense ratio, which is higher than VGK's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VGEU.DE vs. VGK - 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 Vanguard FTSE Europe ETF (VGK). 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. VGK - Dividend Comparison
VGEU.DE's dividend yield for the trailing twelve months is around 2.62%, less than VGK's 3.13% yield.
| 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% |
VGK Vanguard FTSE Europe ETF | 3.13% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Drawdowns
VGEU.DE vs. VGK - Drawdown Comparison
The maximum VGEU.DE drawdown since its inception was -35.59%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for VGEU.DE and VGK. For additional features, visit the drawdowns tool.
Volatility
VGEU.DE vs. VGK - Volatility Comparison
Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) and Vanguard FTSE Europe ETF (VGK) have volatilities of 4.45% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.