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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) has returned -1.94% so far this year and 7.67% over the past 12 months.
Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation
- 1D
- 0.13%
- 1M
- -3.52%
- YTD
- -1.94%
- 6M
- 0.64%
- 1Y
- 7.67%
- 3Y*
- 7.58%
- 5Y*
- 2.07%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Mar 7, 2019, VDEA.L's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, your investment would double in approximately 21.4 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +6.9%, while the worst month was Mar 2020 at -9.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, VDEA.L closed higher 52% of trading days. The best single day was Mar 20, 2020 with a return of +4.9%, while the worst single day was Mar 12, 2020 at -7.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.13% | 1.77% | -3.52% | -1.94% | |||||||||
| 2025 | 0.85% | 1.60% | -0.93% | 0.34% | 0.77% | 2.08% | 0.98% | 1.12% | 1.51% | 1.86% | 0.38% | 0.37% | 11.45% |
| 2024 | -0.93% | 0.23% | 1.78% | -1.72% | 1.82% | 0.41% | 1.88% | 2.27% | 1.91% | -1.75% | 1.50% | -1.09% | 6.35% |
| 2023 | 3.09% | -2.03% | 1.41% | 0.33% | -1.10% | 1.97% | 1.32% | -1.34% | -2.72% | -1.49% | 5.77% | 4.49% | 9.72% |
| 2022 | -3.22% | -4.02% | -1.49% | -5.26% | 0.07% | -5.10% | 3.53% | -1.48% | -5.47% | -0.82% | 6.91% | 0.64% | -15.28% |
| 2021 | -1.18% | -3.02% | -0.23% | 1.09% | 1.04% | 0.82% | 0.27% | 1.07% | -1.92% | -0.04% | -1.28% | 1.72% | -1.74% |
Benchmark Metrics
Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation has an annualized alpha of 1.42%, beta of 0.17, and R² of 0.17 versus S&P 500 Index. Calculated based on daily prices since March 15, 2019.
- This ETF participated in 46.14% of S&P 500 Index downside but only 31.27% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.17 may look defensive, but with R² of 0.17 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.17 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.42%
- Beta
- 0.17
- R²
- 0.17
- Upside Capture
- 31.27%
- Downside Capture
- 46.14%
Expense Ratio
VDEA.L has an expense ratio of 0.23%, which is considered low.
Return for Risk
Risk / Return Rank
VDEA.L ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) and compare them to a chosen benchmark (S&P 500 Index).
| VDEA.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.90 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.39 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.40 | +0.36 |
Martin ratioReturn relative to average drawdown | 7.21 | 6.61 | +0.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore VDEA.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation was 24.08%, occurring on Oct 21, 2022. Recovery took 655 trading sessions.
The current Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation drawdown is 3.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.08% | Sep 15, 2021 | 274 | Oct 21, 2022 | 655 | Jun 4, 2025 | 929 |
| -20.81% | Mar 5, 2020 | 11 | Mar 19, 2020 | 92 | Aug 5, 2020 | 103 |
| -5.14% | Jan 4, 2021 | 46 | Mar 8, 2021 | 122 | Sep 2, 2021 | 168 |
| -3.66% | Feb 24, 2026 | 25 | Mar 30, 2026 | — | — | — |
| -2.8% | Sep 3, 2020 | 16 | Sep 24, 2020 | 34 | Nov 11, 2020 | 50 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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