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EMVL.L vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EMVL.L vs. VTI

Last updated Jun 16, 2026

EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - EMVL.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, EMVL.L returned 16.74%/yr vs 12.71%/yr for VTI. At a 0.46 correlation, their price movements are largely independent. EMVL.L charges 0.40%/yr vs 0.03%/yr for VTI.

Performance

EMVL.L vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMVL.L achieves a 45.06% return, which is significantly higher than VTI's 11.46% return.

EMVL.L

1D
2.91%
1M
8.74%
YTD
45.06%
6M
49.13%
1Y
82.04%
3Y*
36.29%
5Y*
16.74%
10Y*
—

VTI

1D
1.68%
1M
2.70%
YTD
11.46%
6M
11.76%
1Y
28.40%
3Y*
20.94%
5Y*
12.71%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMVL.L vs. VTI - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		45.06%43.13%14.49%18.37%-16.29%5.29%7.72%17.64%-2.10%
VTI
Vanguard Total Stock Market ETF		11.46%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-7.19%

Correlation

The correlation between EMVL.L and VTI is 0.53, 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

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.46

The correlation between EMVL.L and VTI has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.

EMVL.L vs. VTI - Sectors Allocation Comparison

Sectors
EMVL.L
VTI

Technology

48.9%
33.3%

Financial Services

16.0%
11.9%

Basic Materials

8.6%
2.0%

Energy

7.0%
3.8%

Consumer Cyclical

6.8%
9.8%

Industrials

3.3%
9.5%

Real Estate

1.7%
2.4%

Communication Services

1.6%
10.1%

Healthcare

1.5%
9.1%

Utilities

1.4%
2.7%

Consumer Defensive

1.2%
4.7%

Technology

EMVL.L
48.9%
VTI
33.3%

Financial Services

EMVL.L
16.0%
VTI
11.9%

Basic Materials

EMVL.L
8.6%
VTI
2.0%

Energy

EMVL.L
7.0%
VTI
3.8%

Consumer Cyclical

EMVL.L
6.8%
VTI
9.8%

Industrials

EMVL.L
3.3%
VTI
9.5%

Real Estate

EMVL.L
1.7%
VTI
2.4%

Communication Services

EMVL.L
1.6%
VTI
10.1%

Healthcare

EMVL.L
1.5%
VTI
9.1%

Utilities

EMVL.L
1.4%
VTI
2.7%

Consumer Defensive

EMVL.L
1.2%
VTI
4.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)

Vanguard Total Stock Market ETF

Often compared with EMVL.L:
EMVL.L vs. EIMI.LEMVL.L vs. AVESEMVL.L vs. AVEMEMVL.L vs. DGSE.LEMVL.L vs. HSEF.LEMVL.L vs. VWOEMVL.L vs. IWDA.L
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

EMVL.L vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EMVL.L
EMVL.L Risk / Return Rank: 9494
Overall Rank
EMVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 9494
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
EMVL.L Martin Ratio Rank: 9393
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 7777
Overall Rank
VTI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 7777
Sortino Ratio Rank
VTI Omega Ratio Rank: 7878
Omega Ratio Rank
VTI Calmar Ratio Rank: 7070
Calmar Ratio Rank
VTI Martin Ratio Rank: 8181
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.

EMVL.L vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) and Vanguard Total Stock Market ETF (VTI). 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.

EMVL.LVTIDifference
Sharpe ratioReturn per unit of total volatility
3.73
2.25

+1.48

Sortino ratioReturn per unit of downside risk
4.42
3.04

+1.39

Omega ratioGain probability vs. loss probability

1.64

1.41

+0.23

Calmar ratioReturn relative to maximum drawdown

7.00

3.20

+3.80

Martin ratioReturn relative to average drawdown

22.34

14.35

+7.99

EMVL.L vs. VTI - Sharpe Ratio Comparison

The current EMVL.L Sharpe Ratio is 3.73, which is higher than the VTI Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of EMVL.L and VTI, 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

EMVL.L vs. VTI - Drawdown Comparison

The maximum EMVL.L drawdown since its inception was -34.95%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EMVL.L and VTI.

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Drawdown Indicators

EMVL.LVTIDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-55.45%

+20.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-8.92%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-16.42%

-19.30%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-33.55%

-25.36%

-8.19%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.00%

—

Current Drawdown

Current decline from peak

-3.38%

-0.49%

-2.89%

Average Drawdown

Average peak-to-trough decline

-9.53%

-8.02%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

1.98%

+1.68%

Volatility

EMVL.L vs. VTI - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a higher volatility of 10.29% compared to Vanguard Total Stock Market ETF (VTI) at 4.74%. This indicates that EMVL.L's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EMVL.LVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.29%

4.74%

+5.55%

Volatility (6M)

Calculated over the trailing 6-month period

18.92%

9.94%

+8.98%

Volatility (1Y)

Calculated over the trailing 1-year period

21.93%

12.69%

+9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.24%

17.49%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.19%

18.34%

+2.85%

EMVL.L vs. VTI - Expense Ratio Comparison

EMVL.L has a 0.40% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

EMVL.L vs. VTI - Dividend Comparison

EMVL.L has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.01%.

PositionTTM20252024202320222021202020192018201720162015
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF		1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

EMVL.L and VTI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.40% for EMVL.L.

EMVL.L is categorized as Emerging Markets Equities, while VTI is Large Cap Blend Equities. EMVL.L tracks MSCI EM NR USD, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for EMVL.L and 0.03% for VTI.

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