PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SEDY.L vs. VUAA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SEDY.L and VUAA.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SEDY.L vs. VUAA.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 S&P 500 UCITS ETF (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.96%
9.83%
SEDY.L
VUAA.L

Key characteristics

Sharpe Ratio

SEDY.L:

0.22

VUAA.L:

2.01

Sortino Ratio

SEDY.L:

0.41

VUAA.L:

2.75

Omega Ratio

SEDY.L:

1.05

VUAA.L:

1.38

Calmar Ratio

SEDY.L:

0.07

VUAA.L:

3.20

Martin Ratio

SEDY.L:

0.41

VUAA.L:

12.53

Ulcer Index

SEDY.L:

7.81%

VUAA.L:

1.97%

Daily Std Dev

SEDY.L:

14.18%

VUAA.L:

12.27%

Max Drawdown

SEDY.L:

-50.85%

VUAA.L:

-34.05%

Current Drawdown

SEDY.L:

-40.24%

VUAA.L:

0.00%

Returns By Period

In the year-to-date period, SEDY.L achieves a 3.70% return, which is significantly higher than VUAA.L's 3.44% return.


SEDY.L

YTD

3.70%

1M

1.44%

6M

3.04%

1Y

3.39%

5Y*

-5.71%

10Y*

-2.33%

VUAA.L

YTD

3.44%

1M

1.83%

6M

9.82%

1Y

24.56%

5Y*

14.34%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


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

SEDY.L has a 0.65% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.


SEDY.L
iShares Emerging Markets Dividend UCITS ETF
Expense ratio chart for SEDY.L: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

SEDY.L vs. VUAA.L — Risk-Adjusted Performance Rank

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

SEDY.L
The Risk-Adjusted Performance Rank of SEDY.L is 1010
Overall Rank
The Sharpe Ratio Rank of SEDY.L is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of SEDY.L is 1010
Sortino Ratio Rank
The Omega Ratio Rank of SEDY.L is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SEDY.L is 99
Calmar Ratio Rank
The Martin Ratio Rank of SEDY.L is 1010
Martin Ratio Rank

VUAA.L
The Risk-Adjusted Performance Rank of VUAA.L is 8282
Overall Rank
The Sharpe Ratio Rank of VUAA.L is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.L is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.L is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.L is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.L is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SEDY.L vs. VUAA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (SEDY.L) and Vanguard S&P 500 UCITS ETF (VUAA.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.


Sharpe ratio
The chart of Sharpe ratio for SEDY.L, currently valued at 0.18, compared to the broader market0.002.004.000.182.01
The chart of Sortino ratio for SEDY.L, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.0012.000.352.75
The chart of Omega ratio for SEDY.L, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.38
The chart of Calmar ratio for SEDY.L, currently valued at 0.07, compared to the broader market0.005.0010.0015.000.073.20
The chart of Martin ratio for SEDY.L, currently valued at 0.37, compared to the broader market0.0020.0040.0060.0080.00100.000.3712.53
SEDY.L
VUAA.L

The current SEDY.L Sharpe Ratio is 0.22, which is lower than the VUAA.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SEDY.L and VUAA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.18
2.01
SEDY.L
VUAA.L

Dividends

SEDY.L vs. VUAA.L - Dividend Comparison

Neither SEDY.L nor VUAA.L has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SEDY.L
iShares Emerging Markets Dividend UCITS ETF
0.00%0.00%6.95%9.33%6.42%5.11%5.84%5.54%4.08%4.25%6.31%4.81%
VUAA.L
Vanguard S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SEDY.L vs. VUAA.L - Drawdown Comparison

The maximum SEDY.L drawdown since its inception was -50.85%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for SEDY.L and VUAA.L. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-33.64%
0
SEDY.L
VUAA.L

Volatility

SEDY.L vs. VUAA.L - Volatility Comparison

The current volatility for iShares Emerging Markets Dividend UCITS ETF (SEDY.L) is 3.03%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.79%. This indicates that SEDY.L experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.03%
3.79%
SEDY.L
VUAA.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab