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SEMA.L vs. VWCE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SEMA.L and VWCE.DE 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.


Performance

SEMA.L vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EM UCITS ETF (Acc) (SEMA.L) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
23.57%
75.97%
SEMA.L
VWCE.DE

Key characteristics

Sharpe Ratio

SEMA.L:

0.15

VWCE.DE:

0.36

Sortino Ratio

SEMA.L:

0.30

VWCE.DE:

0.56

Omega Ratio

SEMA.L:

1.04

VWCE.DE:

1.08

Calmar Ratio

SEMA.L:

0.12

VWCE.DE:

0.27

Martin Ratio

SEMA.L:

0.50

VWCE.DE:

1.02

Ulcer Index

SEMA.L:

4.59%

VWCE.DE:

5.58%

Daily Std Dev

SEMA.L:

15.62%

VWCE.DE:

16.40%

Max Drawdown

SEMA.L:

-31.87%

VWCE.DE:

-33.43%

Current Drawdown

SEMA.L:

-9.75%

VWCE.DE:

-10.71%

Returns By Period

In the year-to-date period, SEMA.L achieves a 0.39% return, which is significantly higher than VWCE.DE's -6.17% return.


SEMA.L

YTD

0.39%

1M

8.41%

6M

-2.34%

1Y

2.32%

5Y*

5.79%

10Y*

4.76%

VWCE.DE

YTD

-6.17%

1M

7.81%

6M

-4.86%

1Y

5.86%

5Y*

12.44%

10Y*

N/A

*Annualized

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SEMA.L vs. VWCE.DE - Expense Ratio Comparison

SEMA.L has a 0.18% expense ratio, which is lower than VWCE.DE'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%.


Risk-Adjusted Performance

SEMA.L vs. VWCE.DE — Risk-Adjusted Performance Rank

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

SEMA.L
The Risk-Adjusted Performance Rank of SEMA.L is 2929
Overall Rank
The Sharpe Ratio Rank of SEMA.L is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SEMA.L is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SEMA.L is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SEMA.L is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SEMA.L is 3131
Martin Ratio Rank

VWCE.DE
The Risk-Adjusted Performance Rank of VWCE.DE is 4444
Overall Rank
The Sharpe Ratio Rank of VWCE.DE is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VWCE.DE is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VWCE.DE is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VWCE.DE is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VWCE.DE is 4242
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.

SEMA.L vs. VWCE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Acc) (SEMA.L) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). 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.


The current SEMA.L Sharpe Ratio is 0.15, which is lower than the VWCE.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SEMA.L and VWCE.DE, 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.46
0.63
SEMA.L
VWCE.DE

Dividends

SEMA.L vs. VWCE.DE - Dividend Comparison

Neither SEMA.L nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SEMA.L vs. VWCE.DE - Drawdown Comparison

The maximum SEMA.L drawdown since its inception was -31.87%, roughly equal to the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for SEMA.L and VWCE.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.01%
-3.99%
SEMA.L
VWCE.DE

Volatility

SEMA.L vs. VWCE.DE - Volatility Comparison

The current volatility for iShares MSCI EM UCITS ETF (Acc) (SEMA.L) is 6.80%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 9.67%. This indicates that SEMA.L experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
6.80%
9.67%
SEMA.L
VWCE.DE