SAGG.L vs. VFEM.L
SAGG.L (iShares Core Global Aggregate Bond UCITS ETF USD (Dist)) and VFEM.L (Vanguard FTSE Emerging Markets UCITS ETF Distributing) are both exchange-traded funds - SAGG.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while VFEM.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 5 years, SAGG.L returned 215.72%/yr vs 8.88%/yr for VFEM.L. At a 0.05 correlation, their price movements are largely independent. SAGG.L charges 0.10%/yr vs 0.22%/yr for VFEM.L.
Performance
SAGG.L vs. VFEM.L - Performance Comparison
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Returns By Period
In the year-to-date period, SAGG.L achieves a -1.45% return, which is significantly lower than VFEM.L's 11.78% return.
SAGG.L
- 1D
- 0.26%
- 1M
- 1.02%
- YTD
- -1.45%
- 6M
- -1.68%
- 1Y
- 1.64%
- 3Y*
- 0.18%
- 5Y*
- 215.72%
- 10Y*
- —
VFEM.L
- 1D
- -0.13%
- 1M
- 2.65%
- YTD
- 11.78%
- 6M
- 12.41%
- 1Y
- 30.99%
- 3Y*
- 16.84%
- 5Y*
- 8.88%
- 10Y*
- 11.67%
SAGG.L vs. VFEM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAGG.L iShares Core Global Aggregate Bond UCITS ETF USD (Dist) | -1.45% | 0.53% | 0.03% | 975.51% | 1,013.35% | 616.49% | 2,058.65% | 3,293.93% | 383.58% | -1.30% |
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | 11.78% | 16.90% | 15.28% | 5.45% | -3.23% | 3.99% | 15.04% | 16.30% | -6.83% | 0.42% |
Correlation
The correlation between SAGG.L and VFEM.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2017 | 0.05 |
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Return for Risk
SAGG.L vs. VFEM.L — Risk / Return Rank
SAGG.L
VFEM.L
SAGG.L vs. VFEM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.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.
| SAGG.L | VFEM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.40 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | 3.46 | -3.14 |
| Martin ratioReturn relative to average drawdown | 0.63 | 11.41 | -10.78 |
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
| SAGG.L | VFEM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 2.23 | -1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.57 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.54 | +0.43 |
Drawdowns
SAGG.L vs. VFEM.L - Drawdown Comparison
The maximum SAGG.L drawdown since its inception was -10.22%, smaller than the maximum VFEM.L drawdown of -31.32%. Use the drawdown chart below to compare losses from any high point for SAGG.L and VFEM.L.
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Drawdown Indicators
| SAGG.L | VFEM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.22% | -31.32% | +21.10% |
Max Drawdown (1Y)Largest decline over 1 year | -5.18% | -8.92% | +3.74% |
Max Drawdown (3Y)Largest decline over 3 years | -5.18% | -14.68% | +9.50% |
Max Drawdown (5Y)Largest decline over 5 years | -8.71% | -15.28% | +6.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.91% | — |
Current DrawdownCurrent decline from peak | -3.93% | -1.46% | -2.47% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -6.87% | +3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.71% | -0.10% |
Volatility
SAGG.L vs. VFEM.L - Volatility Comparison
The current volatility for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) is 1.17%, while Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) has a volatility of 5.23%. This indicates that SAGG.L experiences smaller price fluctuations and is considered to be less risky than VFEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAGG.L | VFEM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 5.23% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 11.12% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.81% | 13.85% | -9.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 475.05% | 15.47% | +459.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 485.36% | 17.50% | +467.86% |
SAGG.L vs. VFEM.L - Expense Ratio Comparison
SAGG.L has a 0.10% expense ratio, which is lower than VFEM.L'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%.
Dividends
SAGG.L vs. VFEM.L - Dividend Comparison
SAGG.L's dividend yield for the trailing twelve months is around 1.52%, less than VFEM.L's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAGG.L iShares Core Global Aggregate Bond UCITS ETF USD (Dist) | 1.52% | 3.13% | 2.68% | 95.35% | 147.52% | 130.26% | 156.35% | 167.63% | 76.39% | 0.00% | 0.00% | 0.00% |
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | 2.04% | 2.36% | 2.93% | 6.58% | 7.88% | 6.20% | 4.92% | 3.39% | 3.61% | 2.98% | 2.96% | 4.36% |
Frequently Asked Questions
SAGG.L and VFEM.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SAGG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SAGG.L is cheaper with a 0.10% expense ratio, compared with 0.22% for VFEM.L.
SAGG.L is categorized as Global Bonds, while VFEM.L is Emerging Markets Equities. SAGG.L tracks Bloomberg Global Aggregate TR USD, while VFEM.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for SAGG.L and 0.22% for VFEM.L.
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