SEMB.L vs. VGWD.DE
SEMB.L (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both exchange-traded funds - SEMB.L is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while VGWD.DE is a Global Equities fund tracking the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 5 years, SEMB.L returned 4.65%/yr vs 11.65%/yr for VGWD.DE. At a 0.38 correlation, their price movements are largely independent. SEMB.L charges 0.45%/yr vs 0.29%/yr for VGWD.DE.
Performance
SEMB.L vs. VGWD.DE - Performance Comparison
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Different Trading Currencies
SEMB.L is traded in GBp, while VGWD.DE is traded in EUR. To make them comparable, the VGWD.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SEMB.L achieves a 2.75% return, which is significantly lower than VGWD.DE's 11.60% return.
SEMB.L
- 1D
- 0.37%
- 1M
- 2.16%
- YTD
- 2.75%
- 6M
- 2.73%
- 1Y
- 14.74%
- 3Y*
- 8.83%
- 5Y*
- 4.65%
- 10Y*
- 5.65%
VGWD.DE
- 1D
- 0.32%
- 1M
- 3.58%
- YTD
- 11.60%
- 6M
- 13.04%
- 1Y
- 28.38%
- 3Y*
- 16.04%
- 5Y*
- 11.65%
- 10Y*
- —
SEMB.L vs. VGWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEMB.L iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 2.75% | 8.06% | 9.19% | 6.03% | -7.53% | 0.41% | 3.12% | 13.82% | 1.58% | -0.67% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 11.60% | 19.05% | 10.70% | 5.15% | 5.56% | 18.87% | -4.50% | 18.53% | -6.73% | 1.54% |
Correlation
The correlation between SEMB.L and VGWD.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.38 |
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Return for Risk
SEMB.L vs. VGWD.DE — Risk / Return Rank
SEMB.L
VGWD.DE
SEMB.L vs. VGWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (SEMB.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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.
| SEMB.L | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.59 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.98 | 4.13 | -0.16 |
| Martin ratioReturn relative to average drawdown | 12.19 | 15.27 | -3.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SEMB.L | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 3.17 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.03 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.64 | +0.18 |
Drawdowns
SEMB.L vs. VGWD.DE - Drawdown Comparison
The maximum SEMB.L drawdown since its inception was -21.74%, smaller than the maximum VGWD.DE drawdown of -28.62%. Use the drawdown chart below to compare losses from any high point for SEMB.L and VGWD.DE.
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Drawdown Indicators
| SEMB.L | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.74% | -28.62% | +6.88% |
Max Drawdown (1Y)Largest decline over 1 year | -3.69% | -6.83% | +3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -8.69% | -14.04% | +5.35% |
Max Drawdown (5Y)Largest decline over 5 years | -13.70% | -14.04% | +0.34% |
Max Drawdown (10Y)Largest decline over 10 years | -20.43% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -3.55% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 1.85% | -0.64% |
Volatility
SEMB.L vs. VGWD.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (SEMB.L) is 1.77%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) has a volatility of 2.34%. This indicates that SEMB.L experiences smaller price fluctuations and is considered to be less risky than VGWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEMB.L | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 2.34% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 4.41% | 7.03% | -2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.96% | 8.90% | -2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.76% | 11.17% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.67% | 13.82% | -3.15% |
SEMB.L vs. VGWD.DE - Expense Ratio Comparison
SEMB.L has a 0.45% expense ratio, which is higher than VGWD.DE's 0.29% expense ratio.
Dividends
SEMB.L vs. VGWD.DE - Dividend Comparison
SEMB.L's dividend yield for the trailing twelve months is around 7.83%, more than VGWD.DE's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEMB.L iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 7.83% | 7.87% | 7.27% | 7.21% | 6.70% | 5.35% | 5.28% | 6.25% | 6.15% | 6.48% | 6.88% | 7.10% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% | 0.00% | 0.00% |
Frequently Asked Questions
SEMB.L and VGWD.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWD.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWD.DE is cheaper with a 0.29% expense ratio, compared with 0.45% for SEMB.L.
SEMB.L is categorized as Emerging Markets Bonds, while VGWD.DE is Global Equities. SEMB.L tracks JPM EMBI Global Diversified TR USD, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.45% for SEMB.L and 0.29% for VGWD.DE.
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