IEMA.L vs. VFEA.DE
Compare and contrast key facts about iShares MSCI EM UCITS ETF USD (Acc) (IEMA.L) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE).
IEMA.L 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. IEMA.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Index. It was launched on Sep 25, 2009. 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 IEMA.L 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
IEMA.L vs. VFEA.DE - Performance Comparison
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IEMA.L vs. VFEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IEMA.L iShares MSCI EM UCITS ETF USD (Acc) | 4.92% | 34.41% | 7.61% | 9.43% | -20.23% | -2.83% | 19.01% | 11.53% |
VFEA.DE Vanguard FTSE Emerging Markets UCITS ETF Acc | 0.84% | 25.59% | 12.47% | 6.57% | -15.62% | -2.05% | 13.57% | 12.62% |
Different Trading Currencies
IEMA.L is traded in USD, while VFEA.DE is traded in EUR. To make them comparable, the VFEA.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IEMA.L achieves a 4.92% return, which is significantly higher than VFEA.DE's 0.84% return.
IEMA.L
- 1D
- 4.28%
- 1M
- -5.77%
- YTD
- 4.92%
- 6M
- 9.12%
- 1Y
- 35.15%
- 3Y*
- 16.85%
- 5Y*
- 4.37%
- 10Y*
- 8.22%
VFEA.DE
- 1D
- 2.30%
- 1M
- -4.55%
- YTD
- 0.84%
- 6M
- 1.74%
- 1Y
- 23.21%
- 3Y*
- 14.00%
- 5Y*
- 3.68%
- 10Y*
- —
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IEMA.L vs. VFEA.DE - Expense Ratio Comparison
IEMA.L has a 0.18% expense ratio, which is lower than VFEA.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IEMA.L vs. VFEA.DE — Risk / Return Rank
IEMA.L
VFEA.DE
IEMA.L vs. VFEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF USD (Acc) (IEMA.L) 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.
| IEMA.L | VFEA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 1.30 | +0.53 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.80 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.10 | +0.67 |
Martin ratioReturn relative to average drawdown | 10.15 | 7.55 | +2.59 |
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
| IEMA.L | VFEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.30 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.21 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.38 | -0.14 |
Correlation
The correlation between IEMA.L and VFEA.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IEMA.L vs. VFEA.DE - Dividend Comparison
Neither IEMA.L nor VFEA.DE has paid dividends to shareholders.
Drawdowns
IEMA.L vs. VFEA.DE - Drawdown Comparison
The maximum IEMA.L drawdown since its inception was -39.66%, which is greater than VFEA.DE's maximum drawdown of -36.08%. Use the drawdown chart below to compare losses from any high point for IEMA.L and VFEA.DE.
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Drawdown Indicators
| IEMA.L | VFEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.66% | -30.51% | -9.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -13.34% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -37.08% | -19.99% | -17.09% |
Max Drawdown (10Y)Largest decline over 10 years | -39.66% | — | — |
Current DrawdownCurrent decline from peak | -8.93% | -5.89% | -3.04% |
Average DrawdownAverage peak-to-trough decline | -15.43% | -8.77% | -6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.76% | +0.73% |
Volatility
IEMA.L vs. VFEA.DE - Volatility Comparison
iShares MSCI EM UCITS ETF USD (Acc) (IEMA.L) has a higher volatility of 8.70% compared to Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) at 6.28%. This indicates that IEMA.L'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
| IEMA.L | VFEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.70% | 6.28% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 11.61% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 17.72% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.17% | 17.31% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.33% | 19.56% | -0.23% |