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SEMB.L vs. VGWD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEMB.L vs. VGWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMB.L vs. VGWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SEMB.L
SEMB.L Risk / Return Rank: 7777
Overall Rank
SEMB.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SEMB.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
SEMB.L Omega Ratio Rank: 7676
Omega Ratio Rank
SEMB.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SEMB.L Martin Ratio Rank: 6767
Martin Ratio Rank

VGWD.DE
VGWD.DE Risk / Return Rank: 8383
Overall Rank
VGWD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 8282
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.

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.LVGWD.DEDifference
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

SEMB.L vs. VGWD.DE - Sharpe Ratio Comparison

The current SEMB.L Sharpe Ratio is 2.46, which is comparable to the VGWD.DE Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of SEMB.L and VGWD.DE, 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


SEMB.LVGWD.DEDifference

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.LVGWD.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.52%

-3.55%

-0.97%

Ulcer Index

Depth 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.LVGWD.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for SEMB.L and VGWD.DE

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