VEU vs VXUS comparison¶

VEU vs VXUS performance comment¶

Market Performance Metrics Overview¶

Metric	Data1 (VEU)	Data2 (VXUS)
High	55.98	57.76
Low	53.68	55.39
Close	55.13	56.85
Start Price	55.51	57.30
Gain %	-0.68%	-0.79%
Annualized Gain %	-10.41%	-11.94%
Annualized Volatility %	12.37%	12.10%
Max Drawdown %	-3.10%	-3.03%
Sharpe Ratio	-0.88	-1.04

The gain % and annualized gain % are essential metrics as they demonstrate the performance of the market over the 60-day period. In this comparison, both markets experienced negative returns, with Data1 (VEU) outperforming Data2 (VXUS) by 0.11%. Furthermore, the annualized gain % indicates the annual return an investor can expect, with Data1 demonstrating a slightly lower annualized gain compared to Data2.

The annualized volatility % measures the market's stability, with Data2 displaying slightly lower volatility compared to Data1. Despite this, both markets had a fairly similar level of volatility.

The Max Drawdown % is a measure of risk and demonstrates the largest loss an investor would have experienced during the 60-day period. Both markets experienced minimal drawdowns, indicating a relatively stable performance.

Finally, the Sharpe Ratio assesses the risk-adjusted return of the investment. Data2 (VXUS) exhibited a lower Sharpe Ratio compared to Data1 (VEU), indicating that Data1 provided a better risk-adjusted return during the period.

Market Comparison Insights¶

Based on the provided data, both VEU and VXUS demonstrated negative returns over the 60-day period, reflecting the broader market conditions during this time. Despite the negative performance, VEU exhibited slightly lower volatility and a better risk-adjusted return compared to VXUS. These insights suggest that VEU may have provided a more favorable investment outcome during this specific period.

Investors should consider additional factors such as their investment goals, risk tolerance, and market outlook when interpreting these findings. It's important to note that past performance is not indicative of future results, and a comprehensive analysis of various market factors is crucial for informed investment decision-making.

VEU YTD Return (Daily)¶

Comment on YTD Total Returns Results of VEU¶

Performance Analysis¶

The YTD Open for VEU stands at 55.62, with the YTD High reaching 55.98 and the YTD Low at 53.68. The current YTD Close is at 55.13, resulting in a YTD Gain of -0.68%. The YTD Annualized Gain is at -10.41%, while the YTD Annualized Volatility stands at 12.37%. The YTD Max Drawdown is recorded at -3.10%, with a YTD Sharpe Ratio of -0.88. The Last Year Annualized Gain sits at 15.02%, with an Annualized Volatility of 13.29% and a Max Drawdown of -11.73%. The Historical Annualized Volatility (excluding current year) is at 22.64%, with a historical Annualized Gain (excluding current year) of 5.94%. The Max Drawdown in Data (excluding current year) is recorded at -61.52%, and the Average Sharpe Ratio for All Years (Excluding Last) is at 0.26.

Market Trends and Risk Assessment¶

The VEU is currently showing a Last 5 Days Gain of 1.64%, while the Current MA 200 stands at 52.85 and the Current MA 50 at 54.30. The Current MA 5 is at 54.74, and the Current average annualized volatility is at 11.68%, with the Average annualized volatility a month ago recorded at 11.63. The YTD Max Drawdown is at -3.10%, indicating the maximum loss from a peak to a trough over the year. The YTD Sharpe Ratio of -0.88 suggests a negative risk-adjusted return, while the Historical Annualized Volatility of 22.64% indicates the level of risk associated with VEU's price movements.

Current Market Condition¶

The Current last close for VEU stands at 55.13, with the Current MA 200 at 52.85, Current MA 50 at 54.30, and Current MA 5 at 54.74. The current price is above all three moving averages, suggesting a bullish trend. However, the YTD Gain is negative, and the YTD Max Drawdown is also negative, indicating potential volatility and downside risk. Investors should closely monitor these factors to make informed decisions.

VEU Annual Dividends¶

Year	Annual Dividend	Dividend Yield
2023	$1.86	3.36%
2022	$1.56	3.1%
2021	$1.88	3.11%
2020	$1.16	2.0%
2019	$1.67	3.08%

VEU Montly Dividends¶

Year	Mar	Jun	Sep	Dec
2023	$0.12	$0.61	$0.3	$0.84
2022	$0.11	$0.58	$0.26	$0.62
2021	$0.16	$0.51	$0.37	$0.85
2020	$0.12	$0.25	$0.34	$0.45
2019	$0.18	$0.58	$0.33	$0.58
2018	$0.16	$0.61	$0.27	$0.45
2017	$0.15	$0.54	$0.3	$0.46
2016	$0.15	$0.53	$0.25	$0.38
2015	$0.16	$0.56	$0.23	$0.34
2014	$0.39	$0.61	$0.27	$0.38
2013	$0.14	$0.61	$0.22	$0.39
2012	0.0	0.0	$0.8	$0.55
2011	0.0	0.0	0.0	$1.37
2010	0.0	0.0	0.0	$1.02
2009	0.0	0.0	0.0	$0.86
2008	0.0	0.0	0.0	$0.79
2007	0.0	0.0	0.0	$0.51

Published: 2024-01-25

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