VGK vs. IEUR
Compare and contrast key facts about Vanguard FTSE Europe ETF (VGK) and iShares Core MSCI Europe ETF (IEUR).
VGK and IEUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014. Both VGK and IEUR 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: VGK or IEUR.
Performance
VGK vs. IEUR - Performance Comparison
Returns By Period
In the year-to-date period, VGK achieves a 3.19% return, which is significantly higher than IEUR's 2.86% return. Both investments have delivered pretty close results over the past 10 years, with VGK having a 5.01% annualized return and IEUR not far ahead at 5.07%.
VGK
3.19%
-6.53%
-5.55%
10.05%
6.21%
5.01%
IEUR
2.86%
-6.84%
-5.92%
9.71%
6.04%
5.07%
Key characteristics
| VGK | IEUR | |
|---|---|---|
| Sharpe Ratio | 0.88 | 0.85 |
| Sortino Ratio | 1.27 | 1.24 |
| Omega Ratio | 1.15 | 1.15 |
| Calmar Ratio | 1.19 | 1.10 |
| Martin Ratio | 4.04 | 3.84 |
| Ulcer Index | 2.86% | 2.93% |
| Daily Std Dev | 13.16% | 13.14% |
| Max Drawdown | -63.61% | -36.96% |
| Current Drawdown | -9.34% | -9.84% |
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VGK vs. IEUR - Expense Ratio Comparison
VGK has a 0.08% expense ratio, which is lower than IEUR's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
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.
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.
Dividends
VGK vs. IEUR - Dividend Comparison
VGK's dividend yield for the trailing twelve months is around 3.12%, less than IEUR's 3.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGK Vanguard FTSE Europe ETF | 3.12% | 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 | 3.17% | 3.17% | 3.05% | 2.87% | 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.
Volatility
VGK vs. IEUR - Volatility Comparison
Vanguard FTSE Europe ETF (VGK) and iShares Core MSCI Europe ETF (IEUR) have volatilities of 4.31% and 4.39%, 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.