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VDEA.L vs. VDET.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDEA.L vs. VDET.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) and Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VDET.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VDEA.L achieves a 1.53% return, which is significantly higher than VDET.L's 1.31% return.


VDEA.L

1D
0.38%
1M
0.25%
YTD
1.53%
6M
1.98%
1Y
9.69%
3Y*
8.87%
5Y*
2.35%
10Y*

VDET.L

1D
-0.02%
1M
0.05%
YTD
1.31%
6M
1.90%
1Y
9.53%
3Y*
8.79%
5Y*
2.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDEA.L vs. VDET.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VDEA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation
1.53%11.45%6.35%9.72%-15.28%-1.74%6.10%9.05%
VDET.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
1.31%11.70%6.40%9.41%-15.27%-1.76%6.08%9.12%

Correlation

The correlation between VDEA.L and VDET.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.90

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

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.91

The correlation between VDEA.L and VDET.L shifts across timeframes, from 0.81 (1 year) to 0.93 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VDEA.L vs. VDET.L — Risk / Return Rank

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

VDEA.L
VDEA.L Risk / Return Rank: 5757
Overall Rank
VDEA.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VDEA.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
VDEA.L Omega Ratio Rank: 5656
Omega Ratio Rank
VDEA.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
VDEA.L Martin Ratio Rank: 5858
Martin Ratio Rank

VDET.L
VDET.L Risk / Return Rank: 6262
Overall Rank
VDET.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VDET.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
VDET.L Omega Ratio Rank: 6464
Omega Ratio Rank
VDET.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
VDET.L Martin Ratio Rank: 6161
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.

VDEA.L vs. VDET.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) and Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VDET.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.


VDEA.LVDET.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.34

1.38

-0.04

Calmar ratioReturn relative to maximum drawdown

2.56

2.65

-0.09

Martin ratioReturn relative to average drawdown

10.10

10.75

-0.66

VDEA.L vs. VDET.L - Sharpe Ratio Comparison

The current VDEA.L Sharpe Ratio is 1.88, which is comparable to the VDET.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of VDEA.L and VDET.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


VDEA.LVDET.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.00

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.32

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.45

-0.03

Drawdowns

VDEA.L vs. VDET.L - Drawdown Comparison

The maximum VDEA.L drawdown since its inception was -24.08%, roughly equal to the maximum VDET.L drawdown of -24.09%. Use the drawdown chart below to compare losses from any high point for VDEA.L and VDET.L.


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Drawdown Indicators


VDEA.LVDET.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.08%

-24.09%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.66%

-3.56%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-6.16%

-6.04%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

-24.09%

+0.01%

Current Drawdown

Current decline from peak

-0.13%

-0.22%

+0.09%

Average Drawdown

Average peak-to-trough decline

-6.08%

-4.96%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.88%

+0.05%

Volatility

VDEA.L vs. VDET.L - Volatility Comparison

Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) has a higher volatility of 2.08% compared to Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VDET.L) at 1.79%. This indicates that VDEA.L's price experiences larger fluctuations and is considered to be riskier than VDET.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDEA.LVDET.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

1.79%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

4.05%

3.72%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

4.72%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

7.17%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.37%

7.70%

+0.67%

VDEA.L vs. VDET.L - Expense Ratio Comparison

Both VDEA.L and VDET.L have an expense ratio of 0.23%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VDEA.L vs. VDET.L - Dividend Comparison

VDEA.L has not paid dividends to shareholders, while VDET.L's dividend yield for the trailing twelve months is around 5.91%.


PositionTTM202520242023202220212020201920182017
VDEA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDET.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
5.91%6.03%5.84%5.44%5.01%3.89%4.19%4.32%4.61%4.59%

Frequently Asked Questions


VDEA.L and VDET.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.23% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VDEA.L and VDET.L have the same expense ratio: 0.23% per year.

Both ETFs track Bloomberg EM USD Sovereign + Quasi-Sov Index.

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