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Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating (VFEA.L) Sharpe Ratio: 0.98

ETF · Currency in USD · Last updated Jul 25, 2026

Vanguard FTSE Emerging Markets UCITS ETF seeks to track the performance of the FTSE Emerging Index, which is made up of large- and mid-cap companies in emerging markets. The fund uses full physical replication and reinvests all income, making it an accumulating share class. This USD-denominated line trades on the London Stock Exchange.

VFEA.L's Sharpe Ratio of 0.98 indicates that for each unit of volatility, it generates 0.98 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

VFEA.L Sharpe Ratio Rank

VFEA.L Sharpe Ratio Rank: 39.039
Below Average

VFEA.L ranks above 39.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

VFEA.L Sharpe Ratio Market Positioning

The chart shows VFEA.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.58 or lower
  • Yellow zone (middle 50%): 0.58 to 1.73
  • Green zone (top 25%): 1.73 or higher
  • Top 1%: 6.29+
  • Median: 1.22 — half of all investments score higher

How it compares to other similar ETFs

The table compares Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating's Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how VFEA.L'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 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HTWD.LHSBC MSCI Taiwan Capped UCITS ETF USD (Dist)2.79
IDTW.LiShares MSCI Taiwan UCITS ETF USD (Dist)2.72
XDEX.LXtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C2.25
ISDE.LiShares MSCI EM Islamic UCITS ETF USD (Dist)2.20
EMVL.LiShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)2.18
EXCS.LiShares MSCI EM ex-China UCITS ETF USD (Acc)2.16
UC79.LUBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis2.07
HDEM.LInvesco FTSE EM High Dividend Low Volatility UCITS ETF2.02
FLQA.LFranklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc)1.96
ESES.LInvesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc)1.96
VFEA.LVanguard FTSE Emerging Markets UCITS ETF USD Accumulating0.98

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VFEA.L'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 VFEA.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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