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WU vs. VEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WUVEU
YTD Return4.22%11.11%
1Y Return-2.03%20.78%
3Y Return (Ann)-9.95%2.98%
5Y Return (Ann)-7.00%7.17%
10Y Return (Ann)1.40%5.06%
Sharpe Ratio-0.091.47
Daily Std Dev24.08%12.80%
Max Drawdown-63.10%-61.52%
Current Drawdown-45.03%-0.64%

Correlation

-0.50.00.51.00.5

The correlation between WU and VEU is 0.53, 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.

Performance

WU vs. VEU - Performance Comparison

In the year-to-date period, WU achieves a 4.22% return, which is significantly lower than VEU's 11.11% return. Over the past 10 years, WU has underperformed VEU with an annualized return of 1.40%, while VEU has yielded a comparatively higher 5.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
-11.03%
6.36%
WU
VEU

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WU vs. VEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Western Union Company (WU) 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.


WU
Sharpe ratio
The chart of Sharpe ratio for WU, currently valued at -0.09, compared to the broader market-4.00-2.000.002.00-0.09
Sortino ratio
The chart of Sortino ratio for WU, currently valued at 0.03, compared to the broader market-6.00-4.00-2.000.002.004.000.03
Omega ratio
The chart of Omega ratio for WU, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for WU, currently valued at -0.04, compared to the broader market0.001.002.003.004.005.00-0.04
Martin ratio
The chart of Martin ratio for WU, currently valued at -0.25, compared to the broader market-10.000.0010.0020.00-0.25
VEU
Sharpe ratio
The chart of Sharpe ratio for VEU, currently valued at 1.47, compared to the broader market-4.00-2.000.002.001.47
Sortino ratio
The chart of Sortino ratio for VEU, currently valued at 2.08, compared to the broader market-6.00-4.00-2.000.002.004.002.08
Omega ratio
The chart of Omega ratio for VEU, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for VEU, currently valued at 1.05, compared to the broader market0.001.002.003.004.005.001.05
Martin ratio
The chart of Martin ratio for VEU, currently valued at 8.93, compared to the broader market-10.000.0010.0020.008.93

WU vs. VEU - Sharpe Ratio Comparison

The current WU Sharpe Ratio is -0.09, which is lower than the VEU Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of WU and VEU.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
-0.09
1.47
WU
VEU

Dividends

WU vs. VEU - Dividend Comparison

WU's dividend yield for the trailing twelve months is around 8.01%, more than VEU's 2.87% yield.


TTM20232022202120202019201820172016201520142013
WU
The Western Union Company
8.01%7.89%6.83%5.27%4.10%2.99%4.45%3.68%2.95%3.46%2.79%2.90%
VEU
Vanguard FTSE All-World ex-US ETF
2.87%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%

Drawdowns

WU vs. VEU - Drawdown Comparison

The maximum WU drawdown since its inception was -63.10%, roughly equal to the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for WU and VEU. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-45.03%
-0.64%
WU
VEU

Volatility

WU vs. VEU - Volatility Comparison

The Western Union Company (WU) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 4.41% and 4.32%, 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.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
4.41%
4.32%
WU
VEU