VTEX vs. VEU
VTEX (VTEX) is a stock, while VEU (Vanguard FTSE All-World ex-US ETF) is Foreign Large Cap Equities fund tracking the FTSE All-World ex US Index. Over the past 3 years, VTEX returned -7.75%/yr vs 20.50%/yr for VEU. At a 0.36 correlation, their price movements are largely independent.
Performance
VTEX vs. VEU - Performance Comparison
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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%
VTEX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
VTEX
VEU
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.
| VTEX | VEU | Difference | |
|---|---|---|---|
| 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 |
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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
| VTEX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -88.90% | 0.00% | -88.90% |
Average DrawdownAverage peak-to-trough decline | -79.08% | -13.10% | -65.98% |
Ulcer IndexDepth 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
| VTEX | VEU | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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