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VGK vs. IEUX.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGK vs. IEUX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Europe ETF (VGK) and iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VGK is traded in USD, while IEUX.AS is traded in EUR. To make them comparable, the IEUX.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VGK achieves a 5.62% return, which is significantly higher than IEUX.AS's 5.12% return. Both investments have delivered pretty close results over the past 10 years, with VGK having a 9.26% annualized return and IEUX.AS not far ahead at 9.56%.


VGK

1D
-1.19%
1M
2.79%
YTD
5.62%
6M
8.66%
1Y
18.01%
3Y*
16.32%
5Y*
8.24%
10Y*
9.26%

IEUX.AS

1D
-1.08%
1M
3.89%
YTD
5.12%
6M
9.13%
1Y
17.08%
3Y*
15.82%
5Y*
7.86%
10Y*
9.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGK vs. IEUX.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGK
Vanguard FTSE Europe ETF
5.62%35.83%1.88%20.19%-15.98%16.89%5.43%24.85%-14.89%26.98%
IEUX.AS
iShares MSCI Europe ex-UK UCITS ETF
5.12%35.61%0.87%20.93%-17.57%16.48%10.67%24.05%-14.39%27.27%

Correlation

The correlation between VGK and IEUX.AS is 0.77, 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

0.77

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

0.80

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

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since May 23, 2007

0.74

The correlation between VGK and IEUX.AS has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

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Return for Risk

VGK vs. IEUX.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGK
VGK Risk / Return Rank: 3131
Overall Rank
VGK Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VGK Sortino Ratio Rank: 3131
Sortino Ratio Rank
VGK Omega Ratio Rank: 3030
Omega Ratio Rank
VGK Calmar Ratio Rank: 3030
Calmar Ratio Rank
VGK Martin Ratio Rank: 3535
Martin Ratio Rank

IEUX.AS
IEUX.AS Risk / Return Rank: 3131
Overall Rank
IEUX.AS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IEUX.AS Sortino Ratio Rank: 3030
Sortino Ratio Rank
IEUX.AS Omega Ratio Rank: 3030
Omega Ratio Rank
IEUX.AS Calmar Ratio Rank: 3030
Calmar Ratio Rank
IEUX.AS Martin Ratio Rank: 3636
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.

VGK vs. IEUX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) and iShares MSCI Europe ex-UK UCITS ETF (IEUX.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.


VGKIEUX.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratioReturn relative to maximum drawdown

1.50

1.42

+0.08

Martin ratioReturn relative to average drawdown

5.56

5.02

+0.55

VGK vs. IEUX.AS - Sharpe Ratio Comparison

The current VGK Sharpe Ratio is 1.18, which is comparable to the IEUX.AS Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VGK and IEUX.AS, 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


VGKIEUX.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.09

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.43

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.52

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.16

+0.11

Drawdowns

VGK vs. IEUX.AS - Drawdown Comparison

The maximum VGK drawdown since its inception was -63.61%, roughly equal to the maximum IEUX.AS drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for VGK and IEUX.AS.


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Drawdown Indicators


VGKIEUX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-63.61%

-64.08%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-11.88%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.31%

-15.15%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-33.98%

+1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-37.24%

-34.16%

-3.08%

Current Drawdown

Current decline from peak

-2.41%

-2.33%

-0.08%

Average Drawdown

Average peak-to-trough decline

-13.34%

-18.72%

+5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.38%

-0.13%

Volatility

VGK vs. IEUX.AS - Volatility Comparison

Vanguard FTSE Europe ETF (VGK) and iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS) have volatilities of 5.73% and 5.55%, 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.


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Volatility by Period


VGKIEUX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

5.55%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

12.85%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

15.52%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

18.33%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

18.02%

+0.94%

VGK vs. IEUX.AS - Expense Ratio Comparison

VGK has a 0.06% expense ratio, which is lower than IEUX.AS's 0.40% expense ratio.


Dividends

VGK vs. IEUX.AS - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 2.82%, more than IEUX.AS's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
IEUX.AS
iShares MSCI Europe ex-UK UCITS ETF
2.00%2.15%2.36%2.37%2.34%1.62%1.43%2.33%2.65%2.27%2.31%2.16%
VGK
Vanguard FTSE Europe ETF
2.82%2.86%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%

Frequently Asked Questions


VGK and IEUX.AS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGK is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGK is cheaper with a 0.06% expense ratio, compared with 0.40% for IEUX.AS.

VGK tracks FTSE Developed Europe All Cap Index, while IEUX.AS tracks MSCI Europe Ex UK NR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.06% for VGK and 0.40% for IEUX.AS.

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