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VMID.L vs. ISEU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VMID.L vs. ISEU.L

Last updated Jun 5, 2026

VMID.L (Vanguard FTSE 250 UCITS ETF Distributing) and ISEU.L (iShares MSCI Europe UCITS Dist) are both Europe Equities funds - VMID.L tracks the FTSE 250 Ex Investment Trust TR GBP while ISEU.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, VMID.L returned 3.36%/yr vs 10.16%/yr for ISEU.L. A 0.71 correlation means they provide meaningful diversification when combined. VMID.L charges 0.10%/yr vs 1.00%/yr for ISEU.L.

Performance

VMID.L vs. ISEU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) and iShares MSCI Europe UCITS Dist (ISEU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VMID.L is traded in GBP, while ISEU.L is traded in USD. To make them comparable, the ISEU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VMID.L achieves a 5.14% return, which is significantly lower than ISEU.L's 6.92% return.

VMID.L

1D
0.59%
1M
4.12%
YTD
5.14%
6M
7.30%
1Y
14.06%
3Y*
10.30%
5Y*
3.36%
10Y*
5.85%

ISEU.L

1D
0.66%
1M
3.70%
YTD
6.92%
6M
8.79%
1Y
19.25%
3Y*
13.92%
5Y*
10.16%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMID.L vs. ISEU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VMID.L
Vanguard FTSE 250 UCITS ETF Distributing		5.14%12.87%7.42%8.16%-17.36%16.04%-4.93%29.17%-13.15%17.24%
ISEU.L
iShares MSCI Europe UCITS Dist		6.92%25.56%3.97%13.55%-3.47%16.94%2.62%18.86%-9.30%15.31%

Correlation

The correlation between VMID.L and ISEU.L is 0.71, 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

0.71

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

0.72

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

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2016

0.71

The correlation between VMID.L and ISEU.L has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.

VMID.L vs. ISEU.L - Sectors Allocation Comparison

Sectors
VMID.L
ISEU.L

Industrials

19.9%
19.7%

Financial Services

19.4%
23.3%

Consumer Cyclical

13.3%
6.3%

Real Estate

9.4%
0.8%

Technology

9.4%
8.6%

Basic Materials

6.6%
5.6%

Consumer Defensive

6.1%
8.4%

Communication Services

5.9%
3.7%

Healthcare

4.4%
13.1%

Utilities

3.0%
5.1%

Energy

2.5%
5.4%

Industrials

VMID.L
19.9%
ISEU.L
19.7%

Financial Services

VMID.L
19.4%
ISEU.L
23.3%

Consumer Cyclical

VMID.L
13.3%
ISEU.L
6.3%

Real Estate

VMID.L
9.4%
ISEU.L
0.8%

Technology

VMID.L
9.4%
ISEU.L
8.6%

Basic Materials

VMID.L
6.6%
ISEU.L
5.6%

Consumer Defensive

VMID.L
6.1%
ISEU.L
8.4%

Communication Services

VMID.L
5.9%
ISEU.L
3.7%

Healthcare

VMID.L
4.4%
ISEU.L
13.1%

Utilities

VMID.L
3.0%
ISEU.L
5.1%

Energy

VMID.L
2.5%
ISEU.L
5.4%

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 250 UCITS ETF Distributing

iShares MSCI Europe UCITS Dist

Often compared with VMID.L:
VMID.L vs. VUKE.LVMID.L vs. VMIG.LVMID.L vs. MIDD.LVMID.L vs. VUKG.LVMID.L vs. JGGI.LVMID.L vs. PSH.ASVMID.L vs. SMH
Often compared with ISEU.L:
ISEU.L vs. ISX5.LISEU.L vs. EMMISEU.L vs. MJMT.DEISEU.L vs. VEUR.LISEU.L vs. QQQISEU.L vs. CSPX.LISEU.L vs. ^GSPC

Return for Risk

VMID.L vs. ISEU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VMID.L
VMID.L Risk / Return Rank: 3030
Overall Rank
VMID.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VMID.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
VMID.L Omega Ratio Rank: 3232
Omega Ratio Rank
VMID.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VMID.L Martin Ratio Rank: 3131
Martin Ratio Rank
ISEU.L
ISEU.L Risk / Return Rank: 3434
Overall Rank
ISEU.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ISEU.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
ISEU.L Omega Ratio Rank: 3434
Omega Ratio Rank
ISEU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
ISEU.L Martin Ratio Rank: 3737
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.

VMID.L vs. ISEU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) and iShares MSCI Europe UCITS Dist (ISEU.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.

VMID.LISEU.LDifference
Sharpe ratioReturn per unit of total volatility
1.13
1.41

-0.28

Sortino ratioReturn per unit of downside risk
1.70
2.01

-0.31

Omega ratioGain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratioReturn relative to maximum drawdown

1.21

1.82

-0.60

Martin ratioReturn relative to average drawdown

4.35

6.62

-2.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VMID.L vs. ISEU.L - Sharpe Ratio Comparison

The current VMID.L Sharpe Ratio is 1.13, which is comparable to the ISEU.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of VMID.L and ISEU.L, 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

VMID.LISEU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.41

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.68

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.61

-0.21

Drawdowns

VMID.L vs. ISEU.L - Drawdown Comparison

The maximum VMID.L drawdown since its inception was -41.85%, which is greater than ISEU.L's maximum drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for VMID.L and ISEU.L.

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Drawdown Indicators

VMID.LISEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.85%

-28.58%

-13.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-10.55%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-15.97%

-13.18%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-15.74%

-13.77%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

—

—

Current Drawdown

Current decline from peak

-0.83%

-0.91%

+0.08%

Average Drawdown

Average peak-to-trough decline

-7.80%

-3.92%

-3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.90%

+0.33%

Volatility

VMID.L vs. ISEU.L - Volatility Comparison

The current volatility for Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) is 3.80%, while iShares MSCI Europe UCITS Dist (ISEU.L) has a volatility of 4.86%. This indicates that VMID.L experiences smaller price fluctuations and is considered to be less risky than ISEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VMID.LISEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

4.86%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

11.63%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

13.64%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

15.03%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

16.00%

+0.53%

VMID.L vs. ISEU.L - Expense Ratio Comparison

VMID.L has a 0.10% expense ratio, which is lower than ISEU.L's 1.00% expense ratio.

Dividends

VMID.L vs. ISEU.L - Dividend Comparison

VMID.L's dividend yield for the trailing twelve months is around 3.65%, more than ISEU.L's 2.54% yield.

PositionTTM20252024202320222021202020192018201720162015
ISEU.L
iShares MSCI Europe UCITS Dist		2.54%2.46%3.00%2.81%2.86%2.36%1.91%3.03%3.28%2.48%0.00%0.00%
VMID.L
Vanguard FTSE 250 UCITS ETF Distributing		3.65%3.90%3.30%3.41%3.30%2.55%2.08%2.82%3.59%3.19%3.08%3.09%

Frequently Asked Questions

VMID.L and ISEU.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VMID.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VMID.L is cheaper with a 0.10% expense ratio, compared with 1.00% for ISEU.L.

VMID.L tracks FTSE 250 Ex Investment Trust TR GBP, while ISEU.L tracks MSCI Europe NR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VMID.L and 1.00% for ISEU.L.

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