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VUKE.L vs. VUKE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUKE.L vs. VUKE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUKE.L is traded in GBP, while VUKE.DE is traded in EUR. To make them comparable, the VUKE.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with VUKE.L having a 5.46% return and VUKE.DE slightly higher at 5.60%.


VUKE.L

1D
0.32%
1M
1.69%
YTD
5.46%
6M
7.94%
1Y
21.02%
3Y*
14.71%
5Y*
11.72%
10Y*
9.04%

VUKE.DE

1D
0.28%
1M
-0.31%
YTD
5.60%
6M
8.42%
1Y
20.81%
3Y*
14.77%
5Y*
11.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUKE.L vs. VUKE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUKE.L
Vanguard FTSE 100 UCITS ETF Distributing
5.46%26.19%9.55%7.05%5.29%17.69%-11.61%17.49%-8.79%3.32%
VUKE.DE
Vanguard FTSE 100 UCITS ETF Distributing
5.60%26.77%9.03%7.48%4.31%16.10%-10.96%19.04%-9.10%3.58%

Correlation

The correlation between VUKE.L and VUKE.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.93

The correlation between VUKE.L and VUKE.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

VUKE.L vs. VUKE.DE — Risk / Return Rank

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

VUKE.L
VUKE.L Risk / Return Rank: 5656
Overall Rank
VUKE.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VUKE.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
VUKE.L Omega Ratio Rank: 6262
Omega Ratio Rank
VUKE.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
VUKE.L Martin Ratio Rank: 4848
Martin Ratio Rank

VUKE.DE
VUKE.DE Risk / Return Rank: 4545
Overall Rank
VUKE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VUKE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
VUKE.DE Omega Ratio Rank: 4343
Omega Ratio Rank
VUKE.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
VUKE.DE Martin Ratio Rank: 4949
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.

VUKE.L vs. VUKE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE). 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.


VUKE.LVUKE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

2.40

2.38

+0.02

Martin ratioReturn relative to average drawdown

7.95

8.08

-0.13

VUKE.L vs. VUKE.DE - Sharpe Ratio Comparison

The current VUKE.L Sharpe Ratio is 1.95, which is comparable to the VUKE.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of VUKE.L and VUKE.DE, 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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Sharpe Ratios by Period


VUKE.LVUKE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.86

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.88

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.49

+0.09

Drawdowns

VUKE.L vs. VUKE.DE - Drawdown Comparison

The maximum VUKE.L drawdown since its inception was -34.27%, roughly equal to the maximum VUKE.DE drawdown of -34.73%. Use the drawdown chart below to compare losses from any high point for VUKE.L and VUKE.DE.


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Drawdown Indicators


VUKE.LVUKE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.27%

-34.73%

+0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-8.76%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-12.83%

-13.96%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-12.83%

-13.96%

+1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.27%

Current Drawdown

Current decline from peak

-4.19%

-4.04%

-0.15%

Average Drawdown

Average peak-to-trough decline

-4.27%

-4.81%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.59%

+0.05%

Volatility

VUKE.L vs. VUKE.DE - Volatility Comparison

Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) have volatilities of 3.89% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUKE.LVUKE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

4.02%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

9.68%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

10.72%

11.23%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

13.13%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

15.80%

-0.78%

VUKE.L vs. VUKE.DE - Expense Ratio Comparison

Both VUKE.L and VUKE.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VUKE.L vs. VUKE.DE - Dividend Comparison

VUKE.L's dividend yield for the trailing twelve months is around 3.00%, which matches VUKE.DE's 3.01% yield.


PositionTTM20252024202320222021202020192018201720162015
VUKE.DE
Vanguard FTSE 100 UCITS ETF Distributing
3.01%3.18%3.70%3.84%4.08%3.81%2.95%4.49%4.74%0.65%0.00%0.00%
VUKE.L
Vanguard FTSE 100 UCITS ETF Distributing
3.00%3.12%3.74%3.82%3.94%3.90%3.02%4.65%4.64%3.99%3.75%4.25%

Frequently Asked Questions


With a correlation of 0.94, VUKE.L and VUKE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VUKE.L and VUKE.DE have the same expense ratio: 0.09% per year.

Both ETFs track FTSE AllSh TR GBP.

Portfolio Optimizer

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