Correlation
The correlation between VUKE.DE and IEFM.L is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
VUKE.DE vs. IEFM.L
Compare and contrast key facts about Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L).
VUKE.DE and IEFM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUKE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. IEFM.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Growth NR EUR. It was launched on Jan 16, 2015. Both VUKE.DE and IEFM.L 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: VUKE.DE or IEFM.L.
Performance
VUKE.DE vs. IEFM.L - Performance Comparison
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Key characteristics
VUKE.DE:
0.73
IEFM.L:
1.06
VUKE.DE:
1.08
IEFM.L:
1.57
VUKE.DE:
1.17
IEFM.L:
1.21
VUKE.DE:
0.72
IEFM.L:
1.39
VUKE.DE:
3.48
IEFM.L:
6.15
VUKE.DE:
3.49%
IEFM.L:
2.93%
VUKE.DE:
15.38%
IEFM.L:
15.98%
VUKE.DE:
-40.16%
IEFM.L:
-23.88%
VUKE.DE:
-1.85%
IEFM.L:
-1.10%
Returns By Period
In the year-to-date period, VUKE.DE achieves a 8.11% return, which is significantly lower than IEFM.L's 16.82% return.
VUKE.DE
8.11%
5.28%
6.78%
11.18%
8.97%
12.99%
N/A
IEFM.L
16.82%
5.64%
17.13%
17.02%
14.70%
11.73%
10.45%
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VUKE.DE vs. IEFM.L - Expense Ratio Comparison
VUKE.DE has a 0.09% expense ratio, which is lower than IEFM.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VUKE.DE vs. IEFM.L — Risk-Adjusted Performance Rank
VUKE.DE
IEFM.L
VUKE.DE vs. IEFM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L). 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.
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Dividends
VUKE.DE vs. IEFM.L - Dividend Comparison
VUKE.DE's dividend yield for the trailing twelve months is around 3.82%, while IEFM.L has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
VUKE.DE Vanguard FTSE 100 UCITS ETF Distributing | 3.82% | 3.70% | 3.84% | 4.08% | 3.81% | 2.95% | 4.49% | 4.74% | 0.65% |
IEFM.L iShares Edge MSCI Europe Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VUKE.DE vs. IEFM.L - Drawdown Comparison
The maximum VUKE.DE drawdown since its inception was -40.16%, which is greater than IEFM.L's maximum drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for VUKE.DE and IEFM.L.
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Volatility
VUKE.DE vs. IEFM.L - Volatility Comparison
The current volatility for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) is 2.45%, while iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L) has a volatility of 3.23%. This indicates that VUKE.DE experiences smaller price fluctuations and is considered to be less risky than IEFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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