Data as of Oct 28, 2026.
IEFA vs VDE: Differences, Returns & Fees
Over the year to Oct 28, 2026, IEFA returned +12.3% to VDE's +58.8%; 0% of their weight is in the same names.
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Net assets: $190.4bn on Oct 28, 2026 for iShares Core MSCI EAFE ETF, and $10.4bn on Sep 30, 2026 for Vanguard Energy ETF.
Pair scorecard
IEFA costs 0.02 points a year less; their one-year returns differ by 46.5 points; IEFA is 18.3 times larger.
| Measure | IEFA | VDE |
|---|---|---|
| Return | ||
| Total return, 1 year | +12.3% | +58.8% |
| Drawdown | ||
| Below its high | 4.7%, high on Aug 25, 2026 | |
| Benchmark | ||
| What it tracks | MSCI EAFE IMI Index | MSCI US Investable Market Index (IMI)/Energy 25/50 |
| Cost and size | ||
| Expense ratio | 0.07% | 0.09% |
| Net assets, as of Sep 30, 2026 | $190.2bn | $10.4bn |
| Holdings | ||
| Holdings in common | 0% | |
| Top ten holdings, share of the fund | 12.3% | 67.1% |
Holdings in common uses holdings dated Sep 30, 2026 and Oct 27, 2026. Method
Risk and return
Nov 2, 2012 to Oct 23, 2026 · 729 weekly returnsEach against its own benchmark: IEFA against ACWX, Nov 2, 2012 to Oct 23, 2026; VDE against FENY, Nov 1, 2013 to Oct 23, 2026.
IEFA returned slightly more: +199.1% to +193.8%. IEFA swung less: 16.2% to 27.4%. IEFA fell less at its worst: −34.1% to −72.2%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IEFA | VDE | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +199.1% | +193.8% | IEFA (slight) | Price change plus distributions, reinvested. |
| Annualized | +8.1% | +8.0% | Tie | Total return as a yearly rate. |
| Price return | +100.2% | +86.8% | IEFA | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 16.2% | 27.4% | IEFA | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 11.5% | 19.5% | IEFA | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −34.1% | −72.2% | IEFA | Deepest fall from a high to the low after it. |
| Upside capture | 98.1% | 100.8% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 97.7% | 100.1% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.00 | 1.01 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.96 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.45 | 0.35 | IEFA | Return above Treasury bills per unit of volatility. |
| Sortino | 0.64 | 0.50 | IEFA | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.073 | 0.088 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.24 | 0.11 | IEFA | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | ACWX | FENY | The ETF each fund is measured against. | |
| Alpha | +0.8% a year | +0.1% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 0.96 | 0.48 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.9% to +2.5% | −0.4% to +0.6% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.25 | 0.19 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 3.2% | 0.9% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 729 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IEFA and VDE hold 0% of their money in the same securities at the same weight. Holdings dated Sep 30, 2026 and Oct 27, 2026.
half
0% in common
Only in one fund ↓
Side by side
IEFA and VDE on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IEFA and VDE do different jobs. What does each one do in a portfolio?
- What each follows. IEFA follows MSCI EAFE IMI Index and VDE follows MSCI US Investable Market Index (IMI)/Energy 25/50.
- Holdings in common. 0% of the weight is in the same securities (holdings dated Oct 27, 2026 and Sep 30, 2026).
- One-year total return. Over 1 year to Oct 28, 2026 IEFA returned +12.3% and VDE +58.8% with distributions reinvested, a gap of 46.5 points.
Data as of Oct 28, 2026.
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IEFA
IEFA tracks the MSCI EAFE. Over the year to Oct 28, 2026 it returned +12.3% with distributions reinvested, against +14.3% for its benchmark, the MSCI ACWI ex USA Index. The prospectus expense ratio is 0.07% a year. By its holdings published by its issuer for Oct 27, 2026, 0% of the fund by weight is stocks the S&P 500 also holds, across 2,629 positions, with the top ten at 12.3%. It sat 4.7% below its high of Aug 25, 2026 on Oct 28, 2026.
VDE
VDE tracks an index of Energy. Over the year to Oct 28, 2026 it returned +58.8% with distributions reinvested, against +59.0% for its benchmark, the MSCI US Investable Market Index (IMI)/Energy 25/50. The prospectus expense ratio is 0.09% a year. By its holdings published by its issuer as of Sep 30, 2026, 81% of the fund by weight is stocks the S&P 500 also holds, across 113 positions, with the top ten at 67.1%.
Questions people ask
- Which returned more over the last year, IEFA or VDE?
- In the year to Oct 28, 2026, with distributions reinvested, IEFA returned +12.3% and VDE +58.8%.
- Which is cheaper, IEFA or VDE?
- IEFA is cheaper, by 0.02 percentage points a year. That is about $2 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, IEFA against VDE, data as of Oct 28, 2026. https://etfiq.com/compare/any/iefa-vs-vde
ETFIQ. (Oct 28, 2026). IEFA against VDE. Retrieved from https://etfiq.com/compare/any/iefa-vs-vde
[IEFA against VDE (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/iefa-vs-vde)
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