VGEU.DE vs. VUSA.AS
Compare and contrast key facts about Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VGEU.DE and VUSA.AS 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. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both VGEU.DE and VUSA.AS 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 VUSA.AS.
Key characteristics
| VGEU.DE | VUSA.AS | |
|---|---|---|
| YTD Return | 7.61% | 32.96% |
| 1Y Return | 13.96% | 38.31% |
| 3Y Return (Ann) | 4.23% | 12.67% |
| 5Y Return (Ann) | 7.09% | 16.21% |
| Sharpe Ratio | 1.25 | 3.22 |
| Sortino Ratio | 1.69 | 4.33 |
| Omega Ratio | 1.22 | 1.67 |
| Calmar Ratio | 1.90 | 4.63 |
| Martin Ratio | 7.50 | 20.73 |
| Ulcer Index | 1.76% | 1.86% |
| Daily Std Dev | 10.65% | 11.88% |
| Max Drawdown | -35.59% | -33.64% |
| Current Drawdown | -4.58% | 0.00% |
Correlation
The correlation between VGEU.DE and VUSA.AS is 0.64, 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. VUSA.AS - Performance Comparison
In the year-to-date period, VGEU.DE achieves a 7.61% return, which is significantly lower than VUSA.AS's 32.96% 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. VUSA.AS - Expense Ratio Comparison
VGEU.DE has a 0.10% expense ratio, which is higher than VUSA.AS's 0.07% 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. VUSA.AS - 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 S&P 500 UCITS ETF (VUSA.AS). 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. VUSA.AS - Dividend Comparison
VGEU.DE's dividend yield for the trailing twelve months is around 2.62%, more than VUSA.AS's 0.96% 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% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
VGEU.DE vs. VUSA.AS - Drawdown Comparison
The maximum VGEU.DE drawdown since its inception was -35.59%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for VGEU.DE and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
VGEU.DE vs. VUSA.AS - Volatility Comparison
Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) has a higher volatility of 4.45% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.54%. This indicates that VGEU.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.