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

Correlation

The correlation between VGK and IEV is 0.79, 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. IEV - Performance Comparison

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

140.00%160.00%180.00%200.00%December2025FebruaryMarchAprilMay
199.49%
177.14%
VGK
IEV

Key characteristics

Sharpe Ratio

VGK:

0.88

IEV:

0.86

Sortino Ratio

VGK:

1.33

IEV:

1.29

Omega Ratio

VGK:

1.18

IEV:

1.17

Calmar Ratio

VGK:

1.10

IEV:

1.03

Martin Ratio

VGK:

3.09

IEV:

2.91

Ulcer Index

VGK:

5.07%

IEV:

5.18%

Daily Std Dev

VGK:

17.82%

IEV:

17.49%

Max Drawdown

VGK:

-63.61%

IEV:

-63.27%

Current Drawdown

VGK:

-0.26%

IEV:

-0.34%

Returns By Period

The year-to-date returns for both investments are quite close, with VGK having a 17.21% return and IEV slightly higher at 17.58%. Over the past 10 years, VGK has outperformed IEV with an annualized return of 5.92%, while IEV has yielded a comparatively lower 5.61% annualized return.


VGK

YTD

17.21%

1M

13.95%

6M

10.82%

1Y

13.72%

5Y*

13.83%

10Y*

5.92%

IEV

YTD

17.58%

1M

13.79%

6M

10.73%

1Y

13.25%

5Y*

13.85%

10Y*

5.61%

*Annualized

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VGK vs. IEV - Expense Ratio Comparison

VGK has a 0.08% expense ratio, which is lower than IEV's 0.59% expense ratio.


Risk-Adjusted Performance

VGK vs. IEV — Risk-Adjusted Performance Rank

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

VGK
The Risk-Adjusted Performance Rank of VGK is 7474
Overall Rank
The Sharpe Ratio Rank of VGK is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VGK is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VGK is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VGK is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VGK is 7070
Martin Ratio Rank

IEV
The Risk-Adjusted Performance Rank of IEV is 7373
Overall Rank
The Sharpe Ratio Rank of IEV is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of IEV is 7272
Sortino Ratio Rank
The Omega Ratio Rank of IEV is 7070
Omega Ratio Rank
The Calmar Ratio Rank of IEV is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IEV is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGK vs. IEV - Risk-Adjusted Performance Comparison

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


The current VGK Sharpe Ratio is 0.88, which is comparable to the IEV Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of VGK and IEV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.88
0.86
VGK
IEV

Dividends

VGK vs. IEV - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 2.99%, more than IEV's 2.64% yield.


TTM20242023202220212020201920182017201620152014
VGK
Vanguard FTSE Europe ETF
2.99%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%
IEV
iShares Europe ETF
2.64%3.10%2.77%3.06%2.81%1.76%3.06%3.43%2.39%3.08%2.81%3.79%

Drawdowns

VGK vs. IEV - Drawdown Comparison

The maximum VGK drawdown since its inception was -63.61%, roughly equal to the maximum IEV drawdown of -63.27%. Use the drawdown chart below to compare losses from any high point for VGK and IEV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.26%
-0.34%
VGK
IEV

Volatility

VGK vs. IEV - Volatility Comparison

Vanguard FTSE Europe ETF (VGK) and iShares Europe ETF (IEV) have volatilities of 8.98% and 8.66%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.98%
8.66%
VGK
IEV