VTEX vs. VEU
Compare and contrast key facts about VTEX (VTEX) and Vanguard FTSE All-World ex-US ETF (VEU).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTEX or VEU.
Performance
VTEX vs. VEU - Performance Comparison
Returns By Period
In the year-to-date period, VTEX achieves a -9.30% return, which is significantly lower than VEU's 6.93% return.
VTEX
-9.30%
-9.57%
-11.24%
-11.74%
N/A
N/A
VEU
6.93%
-4.83%
-0.75%
12.43%
5.63%
4.84%
Key characteristics
| VTEX | VEU | |
|---|---|---|
| Sharpe Ratio | -0.18 | 1.04 |
| Sortino Ratio | 0.05 | 1.50 |
| Omega Ratio | 1.01 | 1.18 |
| Calmar Ratio | -0.09 | 1.24 |
| Martin Ratio | -0.36 | 5.28 |
| Ulcer Index | 20.88% | 2.48% |
| Daily Std Dev | 43.06% | 12.62% |
| Max Drawdown | -91.38% | -61.52% |
| Current Drawdown | -80.65% | -7.19% |
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Correlation
The correlation between VTEX and VEU is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
VTEX vs. VEU - Risk-Adjusted Performance 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.
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 2.98%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.98% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
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. For additional features, visit the drawdowns tool.
Volatility
VTEX vs. VEU - Volatility Comparison
VTEX (VTEX) has a higher volatility of 7.32% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 3.81%. 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.