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VGK vs. IEUR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VGKIEUR
YTD Return1.32%1.47%
1Y Return6.75%6.47%
3Y Return (Ann)2.50%2.31%
5Y Return (Ann)6.47%6.34%
Sharpe Ratio0.500.48
Daily Std Dev13.26%13.16%
Max Drawdown-63.61%-36.96%
Current Drawdown-3.69%-3.76%

Correlation

-0.50.00.51.01.0

The correlation between VGK and IEUR is 0.99, 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

VGK vs. IEUR - Performance Comparison

In the year-to-date period, VGK achieves a 1.32% return, which is significantly lower than IEUR's 1.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%25.00%30.00%35.00%40.00%45.00%50.00%55.00%NovemberDecember2024FebruaryMarchApril
46.42%
46.93%
VGK
IEUR

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard FTSE Europe ETF

iShares Core MSCI Europe ETF

VGK vs. IEUR - Expense Ratio Comparison

VGK has a 0.08% expense ratio, which is lower than IEUR's 0.09% expense ratio.

IEUR
iShares Core MSCI Europe ETF
0.50%1.00%1.50%2.00%0.09%
0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VGK vs. IEUR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) and iShares Core MSCI Europe ETF (IEUR). 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.


VGK
Sharpe ratio
The chart of Sharpe ratio for VGK, currently valued at 0.50, compared to the broader market0.002.004.000.50
Sortino ratio
The chart of Sortino ratio for VGK, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.81
Omega ratio
The chart of Omega ratio for VGK, currently valued at 1.09, compared to the broader market1.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for VGK, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.000.42
Martin ratio
The chart of Martin ratio for VGK, currently valued at 1.48, compared to the broader market0.0020.0040.0060.0080.001.48
IEUR
Sharpe ratio
The chart of Sharpe ratio for IEUR, currently valued at 0.48, compared to the broader market0.002.004.000.48
Sortino ratio
The chart of Sortino ratio for IEUR, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.0010.000.79
Omega ratio
The chart of Omega ratio for IEUR, currently valued at 1.09, compared to the broader market1.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for IEUR, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.000.40
Martin ratio
The chart of Martin ratio for IEUR, currently valued at 1.44, compared to the broader market0.0020.0040.0060.0080.001.44

VGK vs. IEUR - Sharpe Ratio Comparison

The current VGK Sharpe Ratio is 0.50, which roughly equals the IEUR Sharpe Ratio of 0.48. The chart below compares the 12-month rolling Sharpe Ratio of VGK and IEUR.


Rolling 12-month Sharpe Ratio0.400.600.801.001.201.401.60NovemberDecember2024FebruaryMarchApril
0.50
0.48
VGK
IEUR

Dividends

VGK vs. IEUR - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 3.37%, more than IEUR's 3.12% yield.


TTM20232022202120202019201820172016201520142013
VGK
Vanguard FTSE Europe ETF
3.37%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%
IEUR
iShares Core MSCI Europe ETF
3.12%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%0.64%0.00%

Drawdowns

VGK vs. IEUR - Drawdown Comparison

The maximum VGK drawdown since its inception was -63.61%, which is greater than IEUR's maximum drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for VGK and IEUR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.69%
-3.76%
VGK
IEUR

Volatility

VGK vs. IEUR - Volatility Comparison

Vanguard FTSE Europe ETF (VGK) and iShares Core MSCI Europe ETF (IEUR) have volatilities of 3.03% and 3.02%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.03%
3.02%
VGK
IEUR