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SBEM.L vs. VEMA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBEM.L vs. VEMA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) and Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating (VEMA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SBEM.L is traded in GBp, while VEMA.L is traded in GBP. To make them comparable, the VEMA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SBEM.L achieves a 2.48% return, which is significantly higher than VEMA.L's 1.66% return.


SBEM.L

1D
0.23%
1M
2.35%
YTD
2.48%
6M
2.78%
1Y
14.55%
3Y*
8.68%
5Y*
3.47%
10Y*
4.55%

VEMA.L

1D
0.22%
1M
1.94%
YTD
1.66%
6M
1.43%
1Y
10.75%
3Y*
6.06%
5Y*
3.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBEM.L vs. VEMA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
2.48%7.42%9.46%5.94%-10.24%-1.29%1.28%8.17%
VEMA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating
1.66%4.15%8.11%3.45%-5.29%-0.35%2.49%8.03%

Correlation

The correlation between SBEM.L and VEMA.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.93

The correlation between SBEM.L and VEMA.L has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

SBEM.L vs. VEMA.L — Risk / Return Rank

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

SBEM.L
SBEM.L Risk / Return Rank: 7171
Overall Rank
SBEM.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SBEM.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
SBEM.L Omega Ratio Rank: 6767
Omega Ratio Rank
SBEM.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SBEM.L Martin Ratio Rank: 6666
Martin Ratio Rank

VEMA.L
VEMA.L Risk / Return Rank: 5252
Overall Rank
VEMA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VEMA.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
VEMA.L Omega Ratio Rank: 5454
Omega Ratio Rank
VEMA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
VEMA.L Martin Ratio Rank: 4343
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.

SBEM.L vs. VEMA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) and Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating (VEMA.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.


SBEM.LVEMA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.40

1.33

+0.07

Calmar ratioReturn relative to maximum drawdown

4.10

2.44

+1.67

Martin ratioReturn relative to average drawdown

11.84

6.67

+5.17

SBEM.L vs. VEMA.L - Sharpe Ratio Comparison

The current SBEM.L Sharpe Ratio is 2.24, which is comparable to the VEMA.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SBEM.L and VEMA.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


SBEM.LVEMA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

1.83

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.42

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.31

+0.17

Drawdowns

SBEM.L vs. VEMA.L - Drawdown Comparison

The maximum SBEM.L drawdown since its inception was -21.61%, which is greater than VEMA.L's maximum drawdown of -14.59%. Use the drawdown chart below to compare losses from any high point for SBEM.L and VEMA.L.


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Drawdown Indicators


SBEM.LVEMA.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.61%

-14.59%

-7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-4.39%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-9.79%

-8.38%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-17.20%

-11.41%

-5.79%

Max Drawdown (10Y)

Largest decline over 10 years

-21.61%

Current Drawdown

Current decline from peak

0.00%

-0.45%

+0.45%

Average Drawdown

Average peak-to-trough decline

-7.26%

-6.28%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.61%

-0.38%

Volatility

SBEM.L vs. VEMA.L - Volatility Comparison

UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) has a higher volatility of 1.66% compared to Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating (VEMA.L) at 1.47%. This indicates that SBEM.L's price experiences larger fluctuations and is considered to be riskier than VEMA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBEM.LVEMA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.47%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.58%

4.07%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

6.47%

5.85%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.85%

8.14%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.88%

9.49%

+1.39%

SBEM.L vs. VEMA.L - Expense Ratio Comparison

SBEM.L has a 0.42% expense ratio, which is higher than VEMA.L's 0.25% expense ratio.


Dividends

SBEM.L vs. VEMA.L - Dividend Comparison

SBEM.L's dividend yield for the trailing twelve months is around 6.53%, while VEMA.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
6.53%7.69%6.28%6.49%5.72%4.35%4.92%4.83%4.47%4.84%2.27%
VEMA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SBEM.L and VEMA.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEMA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEMA.L is cheaper with a 0.25% expense ratio, compared with 0.42% for SBEM.L.

Both ETFs track JPM EMBI Global Diversified TR USD. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.42% for SBEM.L and 0.25% for VEMA.L.

Portfolio Optimizer

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