Vanguard Emerging Markets Ex-China ETF (VEXC) Sharpe Ratio

Sharpe ratio is not yet available for VEXC. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Vanguard Emerging Markets Ex-China ETF's Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how VEXC's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

Symbol	Name	1Y Sharpe Ratio
EVLU	iShares MSCI Emerging Markets Value Factor ETF	2.44
GEME	Pacific North of South Global Emerging Markets Equity Active ETF	2.42
PIE	Invesco DWA Emerging Markets Momentum ETF	2.30
DBEM	Xtrackers MSCI Emerging Markets Hedged Equity ETF	2.05
ROAM	Hartford Multifactor Emerging Markets ETF	2.03
EMOP	AB Emerging Markets Opportunities ETF	2.01
EMXC	iShares MSCI Emerging Markets ex China ETF	2.01
EQLT	iShares MSCI Emerging Markets Quality Factor ETF	1.94
XCEM	Columbia EM Core ex-China ETF	1.93
ECOW	Pacer Emerging Markets Cash Cows 100 ETF	1.91
VEXC	Vanguard Emerging Markets Ex-China ETF	—

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Historical Sharpe Ratio

The chart shows VEXC's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VEXC consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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