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SAGG.L vs. VFEM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAGG.L vs. VFEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAGG.L vs. VFEM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SAGG.L
SAGG.L Risk / Return Rank: 1313
Overall Rank
SAGG.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SAGG.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
SAGG.L Omega Ratio Rank: 1313
Omega Ratio Rank
SAGG.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
SAGG.L Martin Ratio Rank: 1212
Martin Ratio Rank

VFEM.L
VFEM.L Risk / Return Rank: 6868
Overall Rank
VFEM.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VFEM.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
VFEM.L Omega Ratio Rank: 6868
Omega Ratio Rank
VFEM.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
VFEM.L Martin Ratio Rank: 6464
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.

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.LVFEM.LDifference
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

SAGG.L vs. VFEM.L - Sharpe Ratio Comparison

The current SAGG.L Sharpe Ratio is 0.34, which is lower than the VFEM.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of SAGG.L and VFEM.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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Sharpe Ratios by Period


SAGG.LVFEM.LDifference

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.LVFEM.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.93%

-1.46%

-2.47%

Average Drawdown

Average peak-to-trough decline

-3.27%

-6.87%

+3.60%

Ulcer Index

Depth 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.LVFEM.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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