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TYT.L vs. VFEG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TYT.L vs. VFEG.L

Last updated Jun 6, 2026

TYT.L (Toyota Motor Corp) is a stock, while VFEG.L (Vanguard FTSE Emerging Markets UCITS ETF Acc) is Emerging Markets Equities fund tracking the MSCI EM NR USD. Over the past 5 years, TYT.L returned 11.72%/yr vs 12.65%/yr for VFEG.L. At a 0.12 correlation, their price movements are largely independent.

Performance

TYT.L vs. VFEG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a ¥10,000 investment in Toyota Motor Corp (TYT.L) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TYT.L is traded in JPY, while VFEG.L is traded in GBP. To make them comparable, the VFEG.L values have been converted to JPY using the latest available exchange rates.

Returns By Period

In the year-to-date period, TYT.L achieves a -13.81% return, which is significantly lower than VFEG.L's 10.54% return.

TYT.L

1D
0.41%
1M
-5.00%
YTD
-13.81%
6M
-4.60%
1Y
7.80%
3Y*
15.21%
5Y*
11.72%
10Y*
20.63%

VFEG.L

1D
-2.79%
1M
-1.18%
YTD
10.54%
6M
12.39%
1Y
39.19%
3Y*
22.24%
5Y*
12.65%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

TYT.L vs. VFEG.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
TYT.L
Toyota Motor Corp		-13.81%10.28%24.59%46.95%-11.53%52.81%13.02%11.00%
VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF Acc		10.54%25.63%25.22%14.66%-5.65%10.45%9.01%-9.38%

Correlation

The correlation between TYT.L and VFEG.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2019

0.12

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Toyota Motor Corp

Vanguard FTSE Emerging Markets UCITS ETF Acc

Often compared with TYT.L:
TYT.L vs. GMTYT.L vs. ANETTYT.L vs. HESAYTYT.L vs. SWPPXTYT.L vs. 000660.KSTYT.L vs. TSLATYT.L vs. AVGO
Often compared with VFEG.L:
VFEG.L vs. EMIM.LVFEG.L vs. EIMI.LVFEG.L vs. VEAVFEG.L vs. VUAG.LVFEG.L vs. HMEF.LVFEG.L vs. SEMA.LVFEG.L vs. VJPB.L

Return for Risk

TYT.L vs. VFEG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TYT.L
TYT.L Risk / Return Rank: 4949
Overall Rank
TYT.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TYT.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
TYT.L Omega Ratio Rank: 4646
Omega Ratio Rank
TYT.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
TYT.L Martin Ratio Rank: 5252
Martin Ratio Rank
VFEG.L
VFEG.L Risk / Return Rank: 6262
Overall Rank
VFEG.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VFEG.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
VFEG.L Omega Ratio Rank: 6262
Omega Ratio Rank
VFEG.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
VFEG.L Martin Ratio Rank: 5959
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.

TYT.L vs. VFEG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corp (TYT.L) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L). 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.

TYT.LVFEG.LDifference
Sharpe ratioReturn per unit of total volatility
0.25
2.37

-2.13

Sortino ratioReturn per unit of downside risk
0.61
3.11

-2.49

Omega ratioGain probability vs. loss probability

1.08

1.42

-0.33

Calmar ratioReturn relative to maximum drawdown

0.31

4.42

-4.11

Martin ratioReturn relative to average drawdown

0.86

15.68

-14.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TYT.L vs. VFEG.L - Sharpe Ratio Comparison

The current TYT.L Sharpe Ratio is 0.25, which is lower than the VFEG.L Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of TYT.L and VFEG.L, 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

TYT.LVFEG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

2.37

-2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.55

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.45

-0.25

Drawdowns

TYT.L vs. VFEG.L - Drawdown Comparison

The maximum TYT.L drawdown since its inception was -68.61%, which is greater than VFEG.L's maximum drawdown of -37.90%. Use the drawdown chart below to compare losses from any high point for TYT.L and VFEG.L.

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Drawdown Indicators

TYT.LVFEG.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.61%

-37.90%

-30.71%

Max Drawdown (1Y)

Largest decline over 1 year

-24.69%

-8.83%

-15.86%

Max Drawdown (3Y)

Largest decline over 3 years

-41.67%

-23.83%

-17.84%

Max Drawdown (5Y)

Largest decline over 5 years

-41.67%

-23.83%

-17.84%

Max Drawdown (10Y)

Largest decline over 10 years

-41.67%

—

—

Current Drawdown

Current decline from peak

-24.38%

-4.38%

-20.00%

Average Drawdown

Average peak-to-trough decline

-19.76%

-7.40%

-12.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.08%

2.49%

+6.59%

Volatility

TYT.L vs. VFEG.L - Volatility Comparison

Toyota Motor Corp (TYT.L) has a higher volatility of 8.88% compared to Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) at 5.96%. This indicates that TYT.L's price experiences larger fluctuations and is considered to be riskier than VFEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TYT.LVFEG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

5.96%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

22.05%

12.73%

+9.32%

Volatility (1Y)

Calculated over the trailing 1-year period

31.68%

16.49%

+15.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.04%

23.02%

+12.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.59%

25.10%

+6.49%

Dividends

TYT.L vs. VFEG.L - Dividend Comparison

TYT.L's dividend yield for the trailing twelve months is around 3.33%, while VFEG.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
TYT.L
Toyota Motor Corp		3.33%2.83%2.70%2.51%2.69%12.11%7.85%14.24%17.17%14.55%15.27%15.01%
VFEG.L
Vanguard FTSE Emerging Markets 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%

Frequently Asked Questions

TYT.L and VFEG.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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