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.
Key characteristics
| VTEX | VEU | |
|---|---|---|
| YTD Return | -5.09% | 7.13% |
| 1Y Return | 1.71% | 16.99% |
| 3Y Return (Ann) | -26.37% | 0.80% |
| Sharpe Ratio | -0.04 | 1.34 |
| Sortino Ratio | 0.26 | 1.92 |
| Omega Ratio | 1.03 | 1.24 |
| Calmar Ratio | -0.02 | 1.28 |
| Martin Ratio | -0.09 | 7.68 |
| Ulcer Index | 20.38% | 2.25% |
| Daily Std Dev | 43.21% | 12.87% |
| Max Drawdown | -91.38% | -61.52% |
| Current Drawdown | -79.75% | -7.02% |
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.
Performance
VTEX vs. VEU - Performance Comparison
In the year-to-date period, VTEX achieves a -5.09% return, which is significantly lower than VEU's 7.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 6.52% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 4.17%. 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.