VEA vs IEFA: Complete Comparison

Vanguard FTSE Developed Markets ETF vs iShares Core MSCI EAFE ETF — overlap, correlation, performance & risk analysis

Holdings Overlap
0.00%
Very Low Overlap
Shared Holdings
0 of 10
Complete portfolio analysis
Calculation Method
Min Weight
Weighted intersection

Visual Overlap

VEA
IEFA
0.0%
VEA Only
Overlap
IEFA Only

Price Performance

Historical price comparison over 3M

VEA Return
+8.33%
IEFA Return
+4.28%
Winner
VEA
+4.04%
Max Drawdown
VEA: -11.6%
IEFA: -11.5%
VEA Volatility (annualized)21.29%
IEFA Volatility (annualized)19.92%

📈 Comparison

Metric
VEA
IEFA
1 Year Return
+14.2%
N/A
3 Year Return
+5.5%
N/A
5 Year Return
+8.8%
N/A
Volatility
18.80%
undefined%
Expense Ratio
0.05%
0.50%
⚠️ Past performance does not guarantee future results. Data may be delayed.

⚔️ Comparison

10 - 0

🏆 VEA wins this comparison

Key Factors

💰 Expense Ratio
VEA:0.05%
vs
IEFA:0.50%
🎯 Number of Holdings
VEA:3,929 holdings
vs
IEFA:10 holdings
Additional Metrics (3)
⚖️ Concentration Risk
VEA: 15.6% in top 10
IEFA: 14.3% in top 10
📊 Assets Under Management
VEA: $120B ✓
IEFA: $5B
🔍 Uniqueness vs SPY
VEA: 100.0% unique
IEFA: 100.0% unique

Bottom line: VEA wins with better expense ratio and number of holdings. Consider VEA for your portfolio, but IEFA is still a solid choice if you prefer its specific advantages.

Detailed Overlap Analysis

0 shared holdings representing 0.0% portfolio overlap

Top Shared Holdings

#StockVEA WeightIEFA WeightOverlap
0
Shared Stocks
0.0%
Total Overlap
0
Sectors Represented

Top Holdings Only in VEA

Unique to VEA

Scroll horizontally to see all data
SymbolNameWeight
NESNNestle SA2.25%
ASMLASML Holding NV2.05%
NVONovo Nordisk A/S1.85%
TMToyota Motor Corp1.65%
SAPSAP SE1.55%

Top Holdings Only in IEFA

Unique to IEFA

Scroll horizontally to see all data
SymbolNameWeight
NOVO-B.CONovo Nordisk A/S2.15%
ASML.ASASML Holding NV2.08%
NESN.SWNestle SA1.62%
AZN.LAstraZeneca plc1.45%
SHEL.LShell plc1.38%

Price Correlation

How We Calculate Overlap

We use the minimum weight method with normalization to calculate portfolio overlap:

Overlap = Σ min(weightA, weightB) for each shared holding

Normalization: Holdings weights are normalized to sum to 100% before comparison. This ensures accurate overlap calculations even when analyzing partial holdings data (e.g., top 50 positions).

Conservative approach: We consider only the smaller allocation for each shared position, giving you a realistic view of true portfolio overlap.

📊 This analysis is based on publicly available holdings data. For the most current and complete holdings information, please visit the official ETF provider websites.

Want deeper analysis on VEA or IEFA?

Complement your EigenDex analysis with these research tools.

Some links may be affiliate links. We may earn a commission at no extra cost to you. This helps support EigenDex as a free tool. We only recommend tools we believe provide genuine value to investors.

Compare More ETFs