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TUR vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUR vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Turkey ETF (TUR) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TUR achieves a 13.80% return, which is significantly lower than VEXC's 20.21% return.


TUR

1D
-2.34%
1M
-6.69%
YTD
13.80%
6M
16.84%
1Y
30.29%
3Y*
10.24%
5Y*
14.80%
10Y*
2.47%

VEXC

1D
-1.20%
1M
4.95%
YTD
20.21%
6M
23.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUR vs. VEXC - Yearly Performance Comparison


2026 (YTD)2025
TUR
iShares MSCI Turkey ETF
13.80%0.94%
VEXC
Vanguard Emerging Markets Ex-China ETF
20.21%4.80%

Correlation

The correlation between TUR and VEXC is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 3, 2025

0.47

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Return for Risk

TUR vs. VEXC — Risk / Return Rank

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

TUR
TUR Risk / Return Rank: 3535
Overall Rank
TUR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TUR Sortino Ratio Rank: 3333
Sortino Ratio Rank
TUR Omega Ratio Rank: 3535
Omega Ratio Rank
TUR Calmar Ratio Rank: 3838
Calmar Ratio Rank
TUR Martin Ratio Rank: 3636
Martin Ratio Rank

VEXC
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.

TUR vs. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Turkey ETF (TUR) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.


TURVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.89

Martin ratioReturn relative to average drawdown

5.67

TUR vs. VEXC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TURVEXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

2.21

-2.18

Drawdowns

TUR vs. VEXC - Drawdown Comparison

The maximum TUR drawdown since its inception was -72.34%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for TUR and VEXC.


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Drawdown Indicators


TURVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-72.34%

-12.42%

-59.92%

Max Drawdown (1Y)

Largest decline over 1 year

-16.07%

Max Drawdown (3Y)

Largest decline over 3 years

-31.63%

Max Drawdown (5Y)

Largest decline over 5 years

-31.63%

Max Drawdown (10Y)

Largest decline over 10 years

-59.25%

Current Drawdown

Current decline from peak

-28.38%

-1.20%

-27.18%

Average Drawdown

Average peak-to-trough decline

-39.90%

-2.23%

-37.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

Volatility

TUR vs. VEXC - Volatility Comparison


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Volatility by Period


TURVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.14%

Volatility (6M)

Calculated over the trailing 6-month period

19.90%

Volatility (1Y)

Calculated over the trailing 1-year period

25.40%

18.89%

+6.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.16%

18.89%

+15.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.39%

18.89%

+15.50%

TUR vs. VEXC - Expense Ratio Comparison

TUR has a 0.59% expense ratio, which is higher than VEXC's 0.07% expense ratio.


Dividends

TUR vs. VEXC - Dividend Comparison

TUR's dividend yield for the trailing twelve months is around 2.11%, more than VEXC's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
TUR
iShares MSCI Turkey ETF
2.11%2.40%1.79%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%
VEXC
Vanguard Emerging Markets Ex-China ETF
0.74%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TUR and VEXC have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.59% for TUR.

TUR has the higher dividend yield at 2.11%, compared with 0.74% for VEXC.

TUR tracks MSCI Turkey Investable Market Index, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.59% for TUR and 0.07% for VEXC.

Portfolio Optimizer

Find the right allocation for TUR and VEXC

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