VSS vs. VEU
Compare and contrast key facts about Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and Vanguard FTSE All-World ex-US ETF (VEU).
VSS and VEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSS is a passively managed fund by Vanguard that tracks the performance of the FTSE Global Small Cap ex US Index. It was launched on Apr 2, 2009. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007. Both VSS and VEU 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: VSS or VEU.
Performance
VSS vs. VEU - Performance Comparison
Returns By Period
In the year-to-date period, VSS achieves a 3.38% return, which is significantly lower than VEU's 6.62% return. Over the past 10 years, VSS has underperformed VEU with an annualized return of 4.47%, while VEU has yielded a comparatively higher 4.80% annualized return.
VSS
3.38%
-4.31%
-0.59%
10.85%
4.68%
4.47%
VEU
6.62%
-4.21%
-0.29%
12.64%
5.54%
4.80%
Key characteristics
| VSS | VEU | |
|---|---|---|
| Sharpe Ratio | 0.77 | 0.96 |
| Sortino Ratio | 1.12 | 1.40 |
| Omega Ratio | 1.14 | 1.17 |
| Calmar Ratio | 0.55 | 1.14 |
| Martin Ratio | 3.84 | 4.79 |
| Ulcer Index | 2.64% | 2.53% |
| Daily Std Dev | 13.16% | 12.62% |
| Max Drawdown | -43.51% | -61.52% |
| Current Drawdown | -9.39% | -7.46% |
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VSS vs. VEU - Expense Ratio Comparison
Both VSS and VEU have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VSS and VEU is 0.95, 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.
Risk-Adjusted Performance
VSS vs. VEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) 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.
Dividends
VSS vs. VEU - Dividend Comparison
VSS's dividend yield for the trailing twelve months is around 2.94%, less than VEU's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 2.94% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% | 2.71% |
VEU Vanguard FTSE All-World ex-US ETF | 2.99% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
VSS vs. VEU - Drawdown Comparison
The maximum VSS drawdown since its inception was -43.51%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VSS and VEU. For additional features, visit the drawdowns tool.
Volatility
VSS vs. VEU - Volatility Comparison
Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 3.69% and 3.80%, 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.