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

Key characteristics


VGKVEU
YTD Return1.32%1.64%
1Y Return6.75%8.07%
3Y Return (Ann)2.50%-0.16%
5Y Return (Ann)6.47%5.06%
10Y Return (Ann)4.22%4.20%
Sharpe Ratio0.500.61
Daily Std Dev13.26%12.42%
Max Drawdown-63.61%-61.52%
Current Drawdown-3.69%-4.02%

Correlation

-0.50.00.51.00.9

The correlation between VGK and VEU is 0.94, 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. VEU - Performance Comparison

In the year-to-date period, VGK achieves a 1.32% return, which is significantly lower than VEU's 1.64% return. Both investments have delivered pretty close results over the past 10 years, with VGK having a 4.22% annualized return and VEU not far behind at 4.20%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
13.22%
11.60%
VGK
VEU

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

Vanguard FTSE All-World ex-US ETF

VGK vs. VEU - Expense Ratio Comparison

VGK has a 0.08% expense ratio, which is higher than VEU's 0.07% expense ratio.

VGK
Vanguard FTSE Europe ETF
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VGK vs. VEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) and Vanguard FTSE All-World ex-US ETF (VEU). 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
VEU
Sharpe ratio
The chart of Sharpe ratio for VEU, currently valued at 0.61, compared to the broader market0.002.004.000.61
Sortino ratio
The chart of Sortino ratio for VEU, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.0010.000.95
Omega ratio
The chart of Omega ratio for VEU, currently valued at 1.11, compared to the broader market1.001.502.002.501.11
Calmar ratio
The chart of Calmar ratio for VEU, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.000.43
Martin ratio
The chart of Martin ratio for VEU, currently valued at 1.86, compared to the broader market0.0020.0040.0060.0080.001.86

VGK vs. VEU - Sharpe Ratio Comparison

The current VGK Sharpe Ratio is 0.50, which roughly equals the VEU Sharpe Ratio of 0.61. The chart below compares the 12-month rolling Sharpe Ratio of VGK and VEU.


Rolling 12-month Sharpe Ratio0.501.001.50NovemberDecember2024FebruaryMarchApril
0.50
0.61
VGK
VEU

Dividends

VGK vs. VEU - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 3.37%, less than VEU's 3.45% 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%
VEU
Vanguard FTSE All-World ex-US ETF
3.45%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%

Drawdowns

VGK vs. VEU - Drawdown Comparison

The maximum VGK drawdown since its inception was -63.61%, roughly equal to the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VGK and VEU. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.69%
-4.02%
VGK
VEU

Volatility

VGK vs. VEU - Volatility Comparison

Vanguard FTSE Europe ETF (VGK) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 3.03% and 2.89%, 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%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.03%
2.89%
VGK
VEU