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ARKI.L vs. VFEG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARKI.L vs. VFEG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) and Vanguard FTSE Emerging Markets UCITS ETF (USD) Accumulating (VFEG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ARKI.L is traded in USD, while VFEG.L is traded in GBP. To make them comparable, the VFEG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ARKI.L achieves a 7.36% return, which is significantly lower than VFEG.L's 10.42% return.


ARKI.L

1D
0.00%
1M
-2.18%
6M
0.41%
YTD
7.36%
1Y
20.46%
3Y*
5Y*
10Y*

VFEG.L

1D
0.80%
1M
-1.91%
6M
6.23%
YTD
10.42%
1Y
22.50%
3Y*
16.10%
5Y*
5.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARKI.L vs. VFEG.L - Yearly Performance Comparison


Correlation

The correlation between ARKI.L and VFEG.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.56

The correlation between ARKI.L and VFEG.L has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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Return for Risk

ARKI.L vs. VFEG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARKI.L
ARKI.L Risk / Return Rank: 2323
Overall Rank
ARKI.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ARKI.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
ARKI.L Omega Ratio Rank: 2323
Omega Ratio Rank
ARKI.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
ARKI.L Martin Ratio Rank: 2222
Martin Ratio Rank

VFEG.L
VFEG.L Risk / Return Rank: 5252
Overall Rank
VFEG.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VFEG.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
VFEG.L Omega Ratio Rank: 5050
Omega Ratio Rank
VFEG.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
VFEG.L Martin Ratio Rank: 5252
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.

ARKI.L vs. VFEG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) and Vanguard FTSE Emerging Markets UCITS ETF (USD) Accumulating (VFEG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


ARKI.LVFEG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.13

1.25

-0.11

Calmar ratioReturn relative to maximum drawdown

0.85

2.03

-1.19

Martin ratioReturn relative to average drawdown

2.09

6.79

-4.70

ARKI.L vs. VFEG.L - Sharpe Ratio Comparison

The current ARKI.L Sharpe Ratio is 0.68, which is lower than the VFEG.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of ARKI.L and VFEG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ARKI.L vs. VFEG.L - Drawdown Comparison

The maximum ARKI.L drawdown since its inception was -30.97%, smaller than the maximum VFEG.L drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for ARKI.L and VFEG.L.


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Drawdown Indicators


ARKI.LVFEG.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.97%

-39.28%

+8.31%

Max Drawdown (1Y)

Largest decline over 1 year

-24.05%

-11.01%

-13.04%

Max Drawdown (3Y)

Largest decline over 3 years

-20.69%

Max Drawdown (5Y)

Largest decline over 5 years

-31.65%

Current Drawdown

Current decline from peak

-7.64%

-2.68%

-4.96%

Average Drawdown

Average peak-to-trough decline

-6.53%

-14.74%

+8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.76%

3.31%

+6.45%

Volatility

ARKI.L vs. VFEG.L - Volatility Comparison

ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) has a higher volatility of 8.70% compared to Vanguard FTSE Emerging Markets UCITS ETF (USD) Accumulating (VFEG.L) at 5.30%. This indicates that ARKI.L's price experiences larger fluctuations and is considered to be riskier than VFEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARKI.LVFEG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

5.30%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

22.01%

13.87%

+8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

29.86%

16.40%

+13.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.04%

22.14%

+8.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.04%

23.72%

+7.32%

ARKI.L vs. VFEG.L - Expense Ratio Comparison

ARKI.L has a 0.75% expense ratio, which is higher than VFEG.L's 0.17% expense ratio.


Dividends

ARKI.L vs. VFEG.L - Dividend Comparison

Neither ARKI.L nor VFEG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ARKI.L and VFEG.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VFEG.L is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VFEG.L is cheaper with a 0.17% expense ratio, compared with 0.75% for ARKI.L.

ARKI.L is categorized as Technology Equities, while VFEG.L is Emerging Markets Equities. They also come from different issuers: ARK and Vanguard. Their fees differ too: 0.75% for ARKI.L and 0.17% for VFEG.L.

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