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SEDY.L vs. VDEM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SEDY.L vs. VDEM.L

Last updated Jun 5, 2026

SEDY.L (iShares Emerging Markets Dividend UCITS ETF) and VDEM.L (Vanguard FTSE Emerging Markets UCITS) are both Emerging Markets Equities funds - SEDY.L tracks the MSCI EM NR USD while VDEM.L tracks the FTSE Emerging Index. Both are passively managed. Over the past 10 years, SEDY.L returned 8.20%/yr vs 9.49%/yr for VDEM.L. A 0.79 correlation means they provide meaningful diversification when combined. SEDY.L charges 0.65%/yr vs 0.22%/yr for VDEM.L.

Performance

SEDY.L vs. VDEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Emerging Markets Dividend UCITS ETF (SEDY.L) and Vanguard FTSE Emerging Markets UCITS (VDEM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEDY.L is traded in GBp, while VDEM.L is traded in USD. To make them comparable, the VDEM.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEDY.L achieves a 10.72% return, which is significantly lower than VDEM.L's 11.73% return. Over the past 10 years, SEDY.L has underperformed VDEM.L with an annualized return of 8.20%, while VDEM.L has yielded a comparatively higher 9.49% annualized return.

SEDY.L

1D
-0.38%
1M
-1.17%
YTD
10.72%
6M
10.19%
1Y
29.05%
3Y*
17.66%
5Y*
5.46%
10Y*
8.20%

VDEM.L

1D
-0.39%
1M
2.44%
YTD
11.73%
6M
12.06%
1Y
30.30%
3Y*
15.27%
5Y*
6.17%
10Y*
9.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEDY.L vs. VDEM.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SEDY.L
iShares Emerging Markets Dividend UCITS ETF		10.72%18.69%8.71%13.01%-22.64%12.64%-5.85%10.44%0.26%14.72%
VDEM.L
Vanguard FTSE Emerging Markets UCITS		11.73%16.95%14.24%1.92%-7.35%0.05%11.48%14.31%-7.37%20.21%

Correlation

The correlation between SEDY.L and VDEM.L is 0.65, 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

0.65

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

0.72

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

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since May 24, 2012

0.79

The correlation between SEDY.L and VDEM.L shifts across timeframes, from 0.65 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

SEDY.L vs. VDEM.L - Sectors Allocation Comparison

Sectors
SEDY.L
VDEM.L

Financial Services

28.6%
20.8%

Energy

18.2%
4.9%

Industrials

17.3%
7.1%

Basic Materials

8.7%
7.8%

Technology

8.3%
29.6%

Utilities

7.2%
3.0%

Consumer Cyclical

4.2%
10.8%

Real Estate

3.8%
1.7%

Consumer Defensive

2.2%
3.6%

Communication Services

1.6%
7.5%

Healthcare

-

3.4%

Financial Services

SEDY.L
28.6%
VDEM.L
20.8%

Energy

SEDY.L
18.2%
VDEM.L
4.9%

Industrials

SEDY.L
17.3%
VDEM.L
7.1%

Basic Materials

SEDY.L
8.7%
VDEM.L
7.8%

Technology

SEDY.L
8.3%
VDEM.L
29.6%

Utilities

SEDY.L
7.2%
VDEM.L
3.0%

Consumer Cyclical

SEDY.L
4.2%
VDEM.L
10.8%

Real Estate

SEDY.L
3.8%
VDEM.L
1.7%

Consumer Defensive

SEDY.L
2.2%
VDEM.L
3.6%

Communication Services

SEDY.L
1.6%
VDEM.L
7.5%

Healthcare

SEDY.L

-

VDEM.L
3.4%

Compare stocks, funds, or ETFs

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

iShares Emerging Markets Dividend UCITS ETF

Vanguard FTSE Emerging Markets UCITS

Often compared with SEDY.L:
SEDY.L vs. SEML.LSEDY.L vs. SCHDSEDY.L vs. IIND.LSEDY.L vs. CUKX.LSEDY.L vs. VHYG.LSEDY.L vs. IEMGSEDY.L vs. IDAP.L
Often compared with VDEM.L:
VDEM.L vs. EIMI.LVDEM.L vs. JPEE.LVDEM.L vs. VFEA.DEVDEM.L vs. BRIC.LVDEM.L vs. EMHYVDEM.L vs. IHYA.LVDEM.L vs. EEM

Return for Risk

SEDY.L vs. VDEM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SEDY.L
SEDY.L Risk / Return Rank: 8181
Overall Rank
SEDY.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SEDY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SEDY.L Omega Ratio Rank: 7777
Omega Ratio Rank
SEDY.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
SEDY.L Martin Ratio Rank: 8181
Martin Ratio Rank
VDEM.L
VDEM.L Risk / Return Rank: 5454
Overall Rank
VDEM.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VDEM.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
VDEM.L Omega Ratio Rank: 5353
Omega Ratio Rank
VDEM.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
VDEM.L Martin Ratio Rank: 5555
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.

SEDY.L vs. VDEM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (SEDY.L) and Vanguard FTSE Emerging Markets UCITS (VDEM.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.

SEDY.LVDEM.LDifference
Sharpe ratioReturn per unit of total volatility
2.53
2.00

+0.53

Sortino ratioReturn per unit of downside risk
3.51
2.75

+0.75

Omega ratioGain probability vs. loss probability

1.45

1.36

+0.09

Calmar ratioReturn relative to maximum drawdown

5.95

3.35

+2.60

Martin ratioReturn relative to average drawdown

15.57

10.58

+5.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEDY.L vs. VDEM.L - Sharpe Ratio Comparison

The current SEDY.L Sharpe Ratio is 2.53, which is comparable to the VDEM.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of SEDY.L and VDEM.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

SEDY.LVDEM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

2.00

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.38

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.52

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.42

-0.13

Drawdowns

SEDY.L vs. VDEM.L - Drawdown Comparison

The maximum SEDY.L drawdown since its inception was -43.56%, which is greater than VDEM.L's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for SEDY.L and VDEM.L.

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Drawdown Indicators

SEDY.LVDEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.56%

-32.14%

-11.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-9.00%

+4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-11.92%

-14.89%

+2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-29.66%

-19.79%

-9.87%

Max Drawdown (10Y)

Largest decline over 10 years

-30.39%

-25.47%

-4.92%

Current Drawdown

Current decline from peak

-3.28%

-1.50%

-1.78%

Average Drawdown

Average peak-to-trough decline

-12.16%

-8.93%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.86%

-1.00%

Volatility

SEDY.L vs. VDEM.L - Volatility Comparison

The current volatility for iShares Emerging Markets Dividend UCITS ETF (SEDY.L) is 4.19%, while Vanguard FTSE Emerging Markets UCITS (VDEM.L) has a volatility of 5.70%. This indicates that SEDY.L experiences smaller price fluctuations and is considered to be less risky than VDEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SEDY.LVDEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

5.70%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

12.41%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

11.43%

15.12%

-3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

16.27%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

18.11%

-1.89%

SEDY.L vs. VDEM.L - Expense Ratio Comparison

SEDY.L has a 0.65% expense ratio, which is higher than VDEM.L's 0.22% expense ratio.

Dividends

SEDY.L vs. VDEM.L - Dividend Comparison

SEDY.L's dividend yield for the trailing twelve months is around 5.28%, more than VDEM.L's 2.04% yield.

PositionTTM20252024202320222021202020192018201720162015
SEDY.L
iShares Emerging Markets Dividend UCITS ETF		5.28%5.72%7.74%7.98%9.33%6.41%5.11%5.84%5.54%4.08%4.25%6.31%
VDEM.L
Vanguard FTSE Emerging Markets UCITS		2.04%2.34%2.38%2.58%3.27%2.30%1.81%2.33%2.82%2.16%2.40%2.94%

Frequently Asked Questions

SEDY.L and VDEM.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDEM.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDEM.L is cheaper with a 0.22% expense ratio, compared with 0.65% for SEDY.L.

SEDY.L tracks MSCI EM NR USD, while VDEM.L tracks FTSE Emerging Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.65% for SEDY.L and 0.22% for VDEM.L.

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