VGVF.DE vs. VEA
Compare and contrast key facts about Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and Vanguard FTSE Developed Markets ETF (VEA).
VGVF.DE and VEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGVF.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed. It was launched on Sep 24, 2019. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both VGVF.DE and VEA 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: VGVF.DE or VEA.
Key characteristics
| VGVF.DE | VEA | |
|---|---|---|
| YTD Return | 18.12% | 6.85% |
| 1Y Return | 26.59% | 17.34% |
| 3Y Return (Ann) | 7.86% | 1.50% |
| Sharpe Ratio | 2.49 | 1.47 |
| Sortino Ratio | 3.23 | 2.09 |
| Omega Ratio | 1.51 | 1.26 |
| Calmar Ratio | 3.13 | 1.50 |
| Martin Ratio | 15.20 | 8.35 |
| Ulcer Index | 1.75% | 2.26% |
| Daily Std Dev | 10.65% | 12.79% |
| Max Drawdown | -33.54% | -60.70% |
| Current Drawdown | -2.55% | -5.68% |
Correlation
The correlation between VGVF.DE and VEA is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VGVF.DE vs. VEA - Performance Comparison
In the year-to-date period, VGVF.DE achieves a 18.12% return, which is significantly higher than VEA's 6.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGVF.DE vs. VEA - Expense Ratio Comparison
VGVF.DE has a 0.12% expense ratio, which is higher than VEA's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VGVF.DE vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and Vanguard FTSE Developed Markets ETF (VEA). 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
VGVF.DE vs. VEA - Dividend Comparison
VGVF.DE has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.99%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.99% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
VGVF.DE vs. VEA - Drawdown Comparison
The maximum VGVF.DE drawdown since its inception was -33.54%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for VGVF.DE and VEA. For additional features, visit the drawdowns tool.
Volatility
VGVF.DE vs. VEA - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) is 2.28%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 2.66%. This indicates that VGVF.DE experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.