SEMA.L vs. VWO
Compare and contrast key facts about iShares MSCI EM UCITS ETF (Acc) (SEMA.L) and Vanguard FTSE Emerging Markets ETF (VWO).
SEMA.L and VWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEMA.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Sep 25, 2009. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both SEMA.L and VWO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEMA.L or VWO.
Key characteristics
SEMA.L | VWO | |
---|---|---|
YTD Return | 5.17% | 8.69% |
1Y Return | 6.65% | 12.90% |
3Y Return (Ann) | -1.55% | -2.03% |
5Y Return (Ann) | 2.42% | 4.20% |
10Y Return (Ann) | 4.51% | 2.83% |
Sharpe Ratio | 0.55 | 1.01 |
Daily Std Dev | 12.97% | 13.47% |
Max Drawdown | -31.87% | -67.68% |
Current Drawdown | -13.56% | -12.51% |
Correlation
The correlation between SEMA.L and VWO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SEMA.L vs. VWO - Performance Comparison
In the year-to-date period, SEMA.L achieves a 5.17% return, which is significantly lower than VWO's 8.69% return. Over the past 10 years, SEMA.L has outperformed VWO with an annualized return of 4.51%, while VWO has yielded a comparatively lower 2.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SEMA.L vs. VWO - Expense Ratio Comparison
SEMA.L has a 0.18% expense ratio, which is higher than VWO's 0.08% expense ratio. However, 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. VWO - 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 Emerging Markets ETF (VWO). 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.
Dividends
SEMA.L vs. VWO - Dividend Comparison
SEMA.L has not paid dividends to shareholders, while VWO's dividend yield for the trailing twelve months is around 3.15%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
iShares MSCI EM UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard FTSE Emerging Markets ETF | 3.15% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
SEMA.L vs. VWO - Drawdown Comparison
The maximum SEMA.L drawdown since its inception was -31.87%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for SEMA.L and VWO. For additional features, visit the drawdowns tool.
Volatility
SEMA.L vs. VWO - Volatility Comparison
iShares MSCI EM UCITS ETF (Acc) (SEMA.L) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 3.86% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.