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VTEX vs. VEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEX vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VTEX (VTEX) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTEX achieves a -4.79% return, which is significantly lower than VEU's 16.58% return.


VTEX

1D
-0.83%
1M
0.00%
YTD
-4.79%
6M
-4.53%
1Y
-43.97%
3Y*
-7.75%
5Y*
10Y*

VEU

1D
0.37%
1M
3.87%
YTD
16.58%
6M
17.12%
1Y
35.21%
3Y*
20.50%
5Y*
9.48%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEX vs. VEU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VTEX
VTEX
-4.79%-36.16%-14.39%83.47%-65.02%-57.29%
VEU
Vanguard FTSE All-World ex-US ETF
16.58%32.35%5.56%15.84%-15.58%1.15%

Correlation

The correlation between VTEX and VEU is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2021

0.36

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Return for Risk

VTEX vs. VEU — Risk / Return Rank

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

VTEX
VTEX Risk / Return Rank: 1212
Overall Rank
VTEX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VTEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
VTEX Omega Ratio Rank: 1010
Omega Ratio Rank
VTEX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VTEX Martin Ratio Rank: 1818
Martin Ratio Rank

VEU
VEU Risk / Return Rank: 6868
Overall Rank
VEU Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 6868
Sortino Ratio Rank
VEU Omega Ratio Rank: 7171
Omega Ratio Rank
VEU Calmar Ratio Rank: 6464
Calmar Ratio Rank
VEU Martin Ratio Rank: 6767
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.

VTEX vs. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTEXVEUDifference
Sharpe ratioReturn per unit of total volatility

-3.05

Sortino ratioReturn per unit of downside risk

-4.02

Omega ratioGain probability vs. loss probability

0.85

1.40

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.77

3.10

-3.86

Martin ratioReturn relative to average drawdown

-1.10

11.87

-12.97

VTEX vs. VEU - Sharpe Ratio Comparison

The current VTEX Sharpe Ratio is -0.85, which is lower than the VEU Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of VTEX and VEU, 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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Drawdowns

VTEX vs. VEU - Drawdown Comparison

The maximum VTEX drawdown since its inception was -91.38%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VTEX and VEU.


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Drawdown Indicators


VTEXVEUDifference

Max Drawdown

Largest peak-to-trough decline

-91.38%

-61.52%

-29.86%

Max Drawdown (1Y)

Largest decline over 1 year

-57.54%

-11.43%

-46.11%

Max Drawdown (3Y)

Largest decline over 3 years

-69.50%

-13.69%

-55.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

-88.90%

0.00%

-88.90%

Average Drawdown

Average peak-to-trough decline

-79.08%

-13.10%

-65.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.19%

2.97%

+37.22%

Volatility

VTEX vs. VEU - Volatility Comparison

VTEX (VTEX) has a higher volatility of 14.75% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 6.30%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTEXVEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.75%

6.30%

+8.45%

Volatility (6M)

Calculated over the trailing 6-month period

33.01%

14.12%

+18.89%

Volatility (1Y)

Calculated over the trailing 1-year period

51.91%

16.16%

+35.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.03%

16.24%

+44.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.03%

17.23%

+43.80%

Dividends

VTEX vs. VEU - Dividend Comparison

VTEX has not paid dividends to shareholders, while VEU's dividend yield for the trailing twelve months is around 2.48%.


PositionTTM20252024202320222021202020192018201720162015
VEU
Vanguard FTSE All-World ex-US ETF
2.48%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%
VTEX
VTEX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VTEX and VEU have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTEX has higher volatility (14.75%) compared to VEU (6.30%). In terms of maximum drawdown, VTEX dropped -91.38% vs VEU's -61.52%.

VEU currently has the higher Sharpe Ratio (2.19 vs -0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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