DR7E.DE vs. VFEA.DE
Compare and contrast key facts about Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE).
DR7E.DE and VFEA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DR7E.DE is a passively managed fund by Global X that tracks the performance of the Solactive Autonomous & Electric Vehicles. It was launched on Nov 16, 2021. VFEA.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging. It was launched on Sep 24, 2019. Both DR7E.DE and VFEA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DR7E.DE vs. VFEA.DE - Performance Comparison
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DR7E.DE vs. VFEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DR7E.DE Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating | 5.36% | 15.37% | 0.76% | 23.30% | -30.28% | -2.43% |
VFEA.DE Vanguard FTSE Emerging Markets UCITS ETF Acc | 2.17% | 11.25% | 19.29% | 3.31% | -10.70% | -3.54% |
Returns By Period
In the year-to-date period, DR7E.DE achieves a 5.36% return, which is significantly higher than VFEA.DE's 2.17% return.
DR7E.DE
- 1D
- 3.78%
- 1M
- -2.99%
- YTD
- 5.36%
- 6M
- 11.19%
- 1Y
- 38.01%
- 3Y*
- 8.70%
- 5Y*
- —
- 10Y*
- —
VFEA.DE
- 1D
- 1.93%
- 1M
- -3.78%
- YTD
- 2.17%
- 6M
- 2.93%
- 1Y
- 14.68%
- 3Y*
- 11.48%
- 5Y*
- 4.00%
- 10Y*
- —
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DR7E.DE vs. VFEA.DE - Expense Ratio Comparison
DR7E.DE has a 0.50% expense ratio, which is higher than VFEA.DE's 0.22% expense ratio.
Return for Risk
DR7E.DE vs. VFEA.DE — Risk / Return Rank
DR7E.DE
VFEA.DE
DR7E.DE vs. VFEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE). 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.
| DR7E.DE | VFEA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.88 | +0.58 |
Sortino ratioReturn per unit of downside risk | 2.07 | 1.27 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.56 | 1.50 | +2.06 |
Martin ratioReturn relative to average drawdown | 10.61 | 5.50 | +5.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DR7E.DE | VFEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.88 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.36 | -0.33 |
Correlation
The correlation between DR7E.DE and VFEA.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DR7E.DE vs. VFEA.DE - Dividend Comparison
Neither DR7E.DE nor VFEA.DE has paid dividends to shareholders.
Drawdowns
DR7E.DE vs. VFEA.DE - Drawdown Comparison
The maximum DR7E.DE drawdown since its inception was -40.66%, which is greater than VFEA.DE's maximum drawdown of -30.51%. Use the drawdown chart below to compare losses from any high point for DR7E.DE and VFEA.DE.
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Drawdown Indicators
| DR7E.DE | VFEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.66% | -30.51% | -10.15% |
Max Drawdown (1Y)Largest decline over 1 year | -17.27% | -13.34% | -3.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.99% | — |
Current DrawdownCurrent decline from peak | -5.95% | -5.89% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -18.99% | -8.77% | -10.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 2.76% | +0.91% |
Volatility
DR7E.DE vs. VFEA.DE - Volatility Comparison
Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) has a higher volatility of 7.27% compared to Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) at 5.79%. This indicates that DR7E.DE's price experiences larger fluctuations and is considered to be riskier than VFEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DR7E.DE | VFEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.27% | 5.79% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 16.50% | 10.96% | +5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.85% | 16.61% | +9.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.78% | 15.49% | +9.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.78% | 18.19% | +6.59% |