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

Performance

VDET.L vs. EMHG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VDET.L) and iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist) (EMHG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VDET.L is traded in USD, while EMHG.L is traded in GBP. To make them comparable, the EMHG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VDET.L achieves a 1.56% return, which is significantly lower than EMHG.L's 2.10% return.


VDET.L

1D
0.18%
1M
-0.45%
6M
1.90%
YTD
1.56%
1Y
8.62%
3Y*
8.09%
5Y*
2.19%
10Y*

EMHG.L

1D
0.00%
1M
0.04%
6M
2.49%
YTD
2.10%
1Y
10.81%
3Y*
9.52%
5Y*
0.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
VDET.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
1.56%11.70%6.40%9.42%-15.28%-1.76%6.08%13.12%-0.24%
EMHG.L
iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist)
2.10%21.96%3.55%14.71%-28.49%-3.39%6.66%18.35%-13.18%

Correlation

The correlation between VDET.L and EMHG.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.72

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

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2018

0.70

The correlation between VDET.L and EMHG.L has been stable across timeframes, ranging from 0.65 to 0.75 - a consistent structural relationship.

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Return for Risk

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

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

VDET.L
VDET.L Risk / Return Rank: 7070
Overall Rank
VDET.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VDET.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
VDET.L Omega Ratio Rank: 7474
Omega Ratio Rank
VDET.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
VDET.L Martin Ratio Rank: 6767
Martin Ratio Rank

EMHG.L
EMHG.L Risk / Return Rank: 6666
Overall Rank
EMHG.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EMHG.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
EMHG.L Omega Ratio Rank: 7171
Omega Ratio Rank
EMHG.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
EMHG.L Martin Ratio Rank: 6565
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VDET.L) and iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist) (EMHG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VDET.LEMHG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.35

1.19

+0.16

Calmar ratioReturn relative to maximum drawdown

2.42

1.47

+0.95

Martin ratioReturn relative to average drawdown

9.78

4.78

+5.00

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

The current VDET.L Sharpe Ratio is 1.82, which is higher than the EMHG.L Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of VDET.L and EMHG.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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Drawdowns

VDET.L vs. EMHG.L - Drawdown Comparison

The maximum VDET.L drawdown since its inception was -24.10%, smaller than the maximum EMHG.L drawdown of -44.35%. Use the drawdown chart below to compare losses from any high point for VDET.L and EMHG.L.


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Drawdown Indicators


VDET.LEMHG.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.10%

-44.35%

+20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-7.32%

+3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-6.04%

-13.72%

+7.68%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-43.78%

+19.68%

Current Drawdown

Current decline from peak

-0.45%

-0.99%

+0.54%

Average Drawdown

Average peak-to-trough decline

-4.89%

-13.88%

+8.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.25%

-1.37%

Volatility

VDET.L vs. EMHG.L - Volatility Comparison

The current volatility for Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VDET.L) is 0.79%, while iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist) (EMHG.L) has a volatility of 1.93%. This indicates that VDET.L experiences smaller price fluctuations and is considered to be less risky than EMHG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDET.LEMHG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

1.93%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

7.73%

-3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

9.98%

-5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

14.60%

-7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.66%

15.24%

-7.58%

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

VDET.L has a 0.23% expense ratio, which is lower than EMHG.L's 0.50% expense ratio.


Dividends

VDET.L vs. EMHG.L - Dividend Comparison

VDET.L's dividend yield for the trailing twelve months is around 5.90%, less than EMHG.L's 6.17% yield.


PositionTTM202520242023202220212020201920182017
EMHG.L
iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist)
6.17%5.71%5.74%5.61%5.64%3.93%3.85%4.73%3.64%0.00%
VDET.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
5.90%6.03%5.84%5.44%5.01%3.89%4.19%4.32%4.61%4.59%

Frequently Asked Questions


VDET.L and EMHG.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDET.L is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDET.L is cheaper with a 0.23% expense ratio, compared with 0.50% for EMHG.L.

VDET.L tracks Bloomberg EM USD Sovereign + Quasi-Sov Index, while EMHG.L tracks J.P. Morgan Emerging Markets Bond Index Global Diversified Core. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.23% for VDET.L and 0.50% for EMHG.L.

Portfolio Optimizer

Find the right allocation for VDET.L and EMHG.L

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