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UAE vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UAE vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI UAE ETF (UAE) 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, UAE achieves a -2.82% return, which is significantly lower than VEXC's 20.21% return.


UAE

1D
-1.38%
1M
-2.11%
YTD
-2.82%
6M
-0.47%
1Y
4.41%
3Y*
12.18%
5Y*
8.83%
10Y*
5.59%

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)

UAE vs. VEXC - Yearly Performance Comparison


2026 (YTD)2025
UAE
iShares MSCI UAE ETF
-2.82%1.19%
VEXC
Vanguard Emerging Markets Ex-China ETF
20.21%4.80%

Correlation

The correlation between UAE and VEXC is 0.49, 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

0.49

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Return for Risk

UAE vs. VEXC — Risk / Return Rank

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

UAE
UAE Risk / Return Rank: 1111
Overall Rank
UAE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
UAE Sortino Ratio Rank: 1111
Sortino Ratio Rank
UAE Omega Ratio Rank: 1111
Omega Ratio Rank
UAE Calmar Ratio Rank: 1111
Calmar Ratio Rank
UAE Martin Ratio Rank: 1111
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.

UAE vs. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UAE ETF (UAE) 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.


UAEVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.21

Martin ratioReturn relative to average drawdown

0.53

UAE vs. VEXC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


UAEVEXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

2.21

-2.15

Drawdowns

UAE vs. VEXC - Drawdown Comparison

The maximum UAE drawdown since its inception was -60.49%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for UAE and VEXC.


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Drawdown Indicators


UAEVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-60.49%

-12.42%

-48.07%

Max Drawdown (1Y)

Largest decline over 1 year

-21.50%

Max Drawdown (3Y)

Largest decline over 3 years

-21.50%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

Max Drawdown (10Y)

Largest decline over 10 years

-49.71%

Current Drawdown

Current decline from peak

-16.42%

-1.20%

-15.22%

Average Drawdown

Average peak-to-trough decline

-23.91%

-2.23%

-21.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.37%

Volatility

UAE vs. VEXC - Volatility Comparison


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Volatility by Period


UAEVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

Volatility (6M)

Calculated over the trailing 6-month period

19.05%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

18.89%

+3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.77%

18.89%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

18.89%

+0.65%

UAE vs. VEXC - Expense Ratio Comparison

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


Dividends

UAE vs. VEXC - Dividend Comparison

UAE's dividend yield for the trailing twelve months is around 4.22%, more than VEXC's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
UAE
iShares MSCI UAE ETF
4.22%4.10%3.32%3.25%2.67%4.88%4.75%3.54%5.56%3.38%4.74%3.77%
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


UAE and VEXC have a correlation of 0.49, 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 UAE.

UAE has the higher dividend yield at 4.22%, compared with 0.74% for VEXC.

UAE tracks MSCI All UAE Capped 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 UAE and 0.07% for VEXC.

Portfolio Optimizer

Find the right allocation for UAE and VEXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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