VANGUARD FTSE DEVELOPED MARKETS ETF
Free full Seasonality data:
VEA vs SPY 1 Year Daily ReturnsVEA has a beta of 0.65. In the past year, VEA has been less volatile than the S&P500.
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VEA Historical BetaSince 2024-09-17, the beta for VEA changed by -0.19 and had an average of 0.71.
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VEA Sharpe RatioVEA has a 1 year sharpe of 0.56 which is +0.22 compared to the S&P500.
Display:
1y
Timeframe:
1y
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VEA Daily P/L Normal DistributionVEA has a P/L mean of 0.07% and a std dev of 1.08%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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VEA 1 Year DrawdownVEA had a max drawdown of 14.37% in the previous year.
1y
VEA Yearly Drawdown DurationVEA has an average drawdown duration of 14.93 days every year.