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ISIN
IE00BK5BR733
Issuer
Vanguard
Inception Date
Sep 24, 2019
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
FTSE Emerging Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Highlights

Avg. Volume (1M)
20K
Avg. Volume Value (1M)
$1.76M

Share Price Chart


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Performance

VFEA.L Performance Chart

Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating (VFEA.L) is up 7.9% since the beginning of the year. VFEA.L is currently trading at $86 per share. Investors who bought $1,000 worth of VFEA.L shares 5 years ago would now be looking at an investment worth $1,312.


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S&P 500 Index

Returns By Period

Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating (VFEA.L) has returned 7.87% so far this year and 16.96% over the past 12 months.


Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating

1D
0.27%
1M
-1.27%
6M
2.80%
YTD
7.87%
1Y
16.96%
3Y*
14.95%
5Y*
5.58%
10Y*
ALL TIME*
8.17%

Benchmark (S&P 500 Index)

1D
0.05%
1M
0.73%
6M
7.18%
YTD
8.28%
1Y
16.48%
3Y*
17.51%
5Y*
10.93%
10Y*
13.07%
ALL TIME*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFEA.L Monthly Returns History

Based on dividend-adjusted daily data since Sep 24, 2019, VFEA.L's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +14.1%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, VFEA.L closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.4%, while the worst single day was Mar 12, 2020 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.20%2.29%-8.79%10.18%2.32%-0.46%-2.06%7.87%
20251.54%-0.66%1.43%-0.12%4.25%4.96%1.50%2.80%5.96%1.62%-1.21%1.33%25.75%
2024-2.69%2.46%2.59%1.43%1.27%2.99%0.77%0.85%7.65%-3.22%-2.24%0.35%12.39%
20237.14%-6.39%3.07%-1.23%-3.42%4.93%6.03%-5.77%-2.46%-4.19%7.05%3.76%7.29%
2022-0.32%-3.02%-2.78%-4.76%-1.10%-3.84%-1.25%0.48%-9.68%-4.06%14.14%-1.00%-17.29%
20213.15%0.45%-1.16%1.54%1.96%0.92%-6.06%2.43%-3.04%0.66%-3.56%1.95%-1.19%

Benchmark Metrics

Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating has an annualized alpha of 1.34%, beta of 0.51, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since September 24, 2019.

  • This ETF participated in 79.73% of S&P 500 Index downside but only 60.88% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.51 may look defensive, but with R2 of 0.26 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 0.26 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
1.34%
Beta
0.51
0.26
Upside Capture
60.88%
Downside Capture
79.73%

Expense Ratio

VFEA.L has an expense ratio of 0.17%, which is considered low.


Return for Risk

Risk / Return Rank

VFEA.L ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VFEA.L Risk / Return Rank: 4141
Overall Rank
VFEA.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VFEA.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
VFEA.L Omega Ratio Rank: 3838
Omega Ratio Rank
VFEA.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
VFEA.L Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating (VFEA.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VFEA.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratioReturn relative to maximum drawdown

1.59

1.82

-0.23

Martin ratioReturn relative to average drawdown

5.07

7.79

-2.73

Dividends

Dividend History


Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating doesn't pay dividends

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 FTSE Emerging Markets UCITS ETF USD Accumulating. 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 FTSE Emerging Markets UCITS ETF USD Accumulating was 36.03%, occurring on Oct 24, 2022. Recovery took 689 trading sessions.

The current Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating drawdown is 4.81%.


Drawdown

Fall

Recovery

Underwater

Related event

-36.03%Oct 2022
1y 8mo2y 8mo
4y 5moFeb 2021 - Jul 2025
Bear market2022
-33.55%Mar 2020
2mo 9d7mo 16d
9mo 25dJan 2020 - Nov 2020
COVID crash2020
-10.63%Mar 2026
29d21d
1mo 20dFeb 2026 - Apr 2026
-5.70%Jul 2026
24d
1mo 2dJun 2026 - now
-5.56%Nov 2025
22d1mo 15d
2mo 7dOct 2025 - Jan 2026

Drawdown Indicators


VFEA.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-56.78%

+20.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-9.10%

-1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-18.90%

+2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-31.33%

-25.43%

-5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.81%

-2.60%

-2.21%

Average Drawdown

Average peak-to-trough decline

-13.11%

-10.70%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.12%

+1.22%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VFEA.L

Add Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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