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VHVG.L vs. VEUA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VHVG.L vs. VEUA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L). The values are adjusted to include any dividend payments, if applicable.

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VHVG.L vs. VEUA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc
-0.63%13.85%19.99%17.54%-8.66%23.31%12.56%1.61%
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
1.35%26.07%4.49%13.45%-4.21%16.83%3.08%2.46%

Returns By Period

In the year-to-date period, VHVG.L achieves a -0.63% return, which is significantly lower than VEUA.L's 1.35% return.


VHVG.L

1D
2.15%
1M
-3.55%
YTD
-0.63%
6M
3.35%
1Y
18.35%
3Y*
15.16%
5Y*
11.38%
10Y*

VEUA.L

1D
1.86%
1M
-4.18%
YTD
1.35%
6M
6.81%
1Y
18.48%
3Y*
12.27%
5Y*
10.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VHVG.L vs. VEUA.L - Expense Ratio Comparison

VHVG.L has a 0.12% expense ratio, which is higher than VEUA.L's 0.10% 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%.


Return for Risk

VHVG.L vs. VEUA.L — Risk / Return Rank

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

VHVG.L
VHVG.L Risk / Return Rank: 7777
Overall Rank
VHVG.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VHVG.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
VHVG.L Omega Ratio Rank: 7272
Omega Ratio Rank
VHVG.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
VHVG.L Martin Ratio Rank: 8585
Martin Ratio Rank

VEUA.L
VEUA.L Risk / Return Rank: 7070
Overall Rank
VEUA.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VEUA.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
VEUA.L Omega Ratio Rank: 7272
Omega Ratio Rank
VEUA.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
VEUA.L Martin Ratio Rank: 6565
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.

VHVG.L vs. VEUA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L). 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.


VHVG.LVEUA.LDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.40

-0.06

Sortino ratio

Return per unit of downside risk

1.86

1.85

+0.01

Omega ratio

Gain probability vs. loss probability

1.28

1.28

0.00

Calmar ratio

Return relative to maximum drawdown

2.66

1.80

+0.86

Martin ratio

Return relative to average drawdown

10.30

6.96

+3.34

VHVG.L vs. VEUA.L - Sharpe Ratio Comparison

The current VHVG.L Sharpe Ratio is 1.35, which is comparable to the VEUA.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of VHVG.L and VEUA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VHVG.LVEUA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.40

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.76

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.57

+0.20

Correlation

The correlation between VHVG.L and VEUA.L 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.


Dividends

VHVG.L vs. VEUA.L - Dividend Comparison

Neither VHVG.L nor VEUA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VHVG.L vs. VEUA.L - Drawdown Comparison

The maximum VHVG.L drawdown since its inception was -25.41%, smaller than the maximum VEUA.L drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for VHVG.L and VEUA.L.


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Drawdown Indicators


VHVG.LVEUA.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.41%

-28.45%

+3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-10.59%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

-16.36%

-1.60%

Current Drawdown

Current decline from peak

-3.89%

-6.24%

+2.35%

Average Drawdown

Average peak-to-trough decline

-3.35%

-4.13%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.74%

-0.95%

Volatility

VHVG.L vs. VEUA.L - Volatility Comparison

The current volatility for Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) is 4.49%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) has a volatility of 5.73%. This indicates that VHVG.L experiences smaller price fluctuations and is considered to be less risky than VEUA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VHVG.LVEUA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

5.73%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

9.17%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.62%

13.14%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.02%

13.62%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

15.84%

-0.67%