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VDEM.L vs. VWRA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VDEM.L vs. VWRA.L

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard FTSE Emerging Markets UCITS (VDEM.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).

VDEM.L and VWRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDEM.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Sep 24, 2019. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both VDEM.L and VWRA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VDEM.L vs. VWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Emerging Markets UCITS (VDEM.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

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VDEM.L vs. VWRA.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VDEM.L
Vanguard FTSE Emerging Markets UCITS		0.80%25.92%12.28%7.28%-17.20%-0.89%14.86%7.63%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating		-1.45%22.45%17.65%22.28%-18.11%18.46%16.19%7.33%

Returns By Period

In the year-to-date period, VDEM.L achieves a 0.80% return, which is significantly higher than VWRA.L's -1.45% return.

VDEM.L

1D
2.77%
1M
-4.44%
YTD
0.80%
6M
1.74%
1Y
23.04%
3Y*
13.96%
5Y*
3.79%
10Y*
7.79%

VWRA.L

1D
2.86%
1M
-3.99%
YTD
-1.45%
6M
2.03%
1Y
21.96%
3Y*
17.54%
5Y*
9.70%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Vanguard FTSE Emerging Markets UCITS

Vanguard FTSE All-World UCITS ETF USD Accumulating

Often compared with VDEM.L:
VDEM.L vs. EIMI.LVDEM.L vs. JPEE.LVDEM.L vs. BRIC.LVDEM.L vs. VFEA.DEVDEM.L vs. EMHYVDEM.L vs. VUSA.LVDEM.L vs. EEM
Often compared with VWRA.L:
VWRA.L vs. VTVWRA.L vs. ACWD.LVWRA.L vs. ISAC.LVWRA.L vs. QQQVWRA.L vs. XDWT.LVWRA.L vs. VAGU.LVWRA.L vs. GLD

VDEM.L vs. VWRA.L - Expense Ratio Comparison

Both VDEM.L and VWRA.L have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

VDEM.L
Vanguard FTSE Emerging Markets UCITS
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating

Return for Risk

VDEM.L vs. VWRA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VDEM.L
VDEM.L Risk / Return Rank: 6969
Overall Rank
VDEM.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VDEM.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
VDEM.L Omega Ratio Rank: 6565
Omega Ratio Rank
VDEM.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
VDEM.L Martin Ratio Rank: 6767
Martin Ratio Rank
VWRA.L
VWRA.L Risk / Return Rank: 7979
Overall Rank
VWRA.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7575
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 8383
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.

VDEM.L vs. VWRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS (VDEM.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.

VDEM.LVWRA.LDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.43

-0.11

Sortino ratio

Return per unit of downside risk

1.79

1.98

-0.19

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratio

Return relative to maximum drawdown

2.16

2.45

-0.29

Martin ratio

Return relative to average drawdown

7.35

9.77

-2.42

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

VDEM.L vs. VWRA.L - Sharpe Ratio Comparison

The current VDEM.L Sharpe Ratio is 1.32, which is comparable to the VWRA.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of VDEM.L and VWRA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

VDEM.LVWRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.43

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.64

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.68

-0.36

Correlation

The correlation between VDEM.L and VWRA.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

VDEM.L vs. VWRA.L - Dividend Comparison

VDEM.L's dividend yield for the trailing twelve months is around 2.25%, while VWRA.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
VDEM.L
Vanguard FTSE Emerging Markets UCITS		2.25%2.34%2.38%2.58%3.27%2.30%1.81%2.33%2.82%2.16%2.40%2.94%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VDEM.L vs. VWRA.L - Drawdown Comparison

The maximum VDEM.L drawdown since its inception was -36.63%, which is greater than VWRA.L's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for VDEM.L and VWRA.L.

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Drawdown Indicators

VDEM.LVWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.63%

-33.62%

-3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-11.49%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-33.40%

-26.06%

-7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-36.35%

—

—

Current Drawdown

Current decline from peak

-7.47%

-5.56%

-1.91%

Average Drawdown

Average peak-to-trough decline

-12.81%

-5.50%

-7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.21%

+0.92%

Volatility

VDEM.L vs. VWRA.L - Volatility Comparison

Vanguard FTSE Emerging Markets UCITS (VDEM.L) has a higher volatility of 6.60% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 5.65%. This indicates that VDEM.L's price experiences larger fluctuations and is considered to be riskier than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VDEM.LVWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

5.65%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

9.15%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

15.38%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

15.27%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

17.32%

+1.34%