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

Performance

VDET.L vs. SBEM.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 UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.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 SBEM.L is traded in GBp. To make them comparable, the SBEM.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 1.31% return, which is significantly lower than SBEM.L's 2.23% return.


VDET.L

1D
-0.02%
1M
0.71%
YTD
1.31%
6M
1.85%
1Y
9.46%
3Y*
8.79%
5Y*
2.30%
10Y*

SBEM.L

1D
0.28%
1M
1.48%
YTD
2.23%
6M
3.54%
1Y
13.46%
3Y*
11.48%
5Y*
2.38%
10Y*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%13.11%-2.74%8.10%
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
2.23%15.52%7.63%11.53%-19.84%-2.19%4.39%15.36%-4.32%10.03%

Correlation

The correlation between VDET.L and SBEM.L is 0.54, 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

0.54

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

0.71

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

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2016

0.68

The correlation between VDET.L and SBEM.L shifts across timeframes, from 0.54 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VDET.L vs. SBEM.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: 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

SBEM.L
SBEM.L Risk / Return Rank: 7171
Overall Rank
SBEM.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SBEM.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
SBEM.L Omega Ratio Rank: 6767
Omega Ratio Rank
SBEM.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SBEM.L Martin Ratio Rank: 6666
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. SBEM.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 UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.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.


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

-0.08

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

2.65

2.79

-0.14

Martin ratioReturn relative to average drawdown

10.75

12.72

-1.97

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

The current VDET.L Sharpe Ratio is 2.00, which is comparable to the SBEM.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of VDET.L and SBEM.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


VDET.LSBEM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.08

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.25

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.43

+0.03

Drawdowns

VDET.L vs. SBEM.L - Drawdown Comparison

The maximum VDET.L drawdown since its inception was -24.09%, smaller than the maximum SBEM.L drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for VDET.L and SBEM.L.


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Drawdown Indicators


VDET.LSBEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.09%

-30.77%

+6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-4.80%

+1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-6.04%

-7.12%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

-30.77%

+6.68%

Max Drawdown (10Y)

Largest decline over 10 years

-30.77%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-4.96%

-6.47%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.06%

-0.18%

Volatility

VDET.L vs. SBEM.L - Volatility Comparison

The current volatility for Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VDET.L) is 1.79%, while UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) has a volatility of 1.98%. This indicates that VDET.L experiences smaller price fluctuations and is considered to be less risky than SBEM.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.LSBEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.98%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

5.01%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

6.47%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

9.44%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.70%

10.50%

-2.80%

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

VDET.L has a 0.23% expense ratio, which is lower than SBEM.L's 0.42% expense ratio.


Dividends

VDET.L vs. SBEM.L - Dividend Comparison

VDET.L's dividend yield for the trailing twelve months is around 5.91%, less than SBEM.L's 6.53% yield.


PositionTTM2025202420232022202120202019201820172016
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
6.53%7.69%6.28%6.49%5.72%4.35%4.92%4.83%4.47%4.84%2.27%
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%0.00%

Frequently Asked Questions


VDET.L and SBEM.L have a correlation of 0.54, 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 0.42% for SBEM.L.

VDET.L tracks Bloomberg EM USD Sovereign + Quasi-Sov Index, while SBEM.L tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: Vanguard and UBS. Their fees differ too: 0.23% for VDET.L and 0.42% for SBEM.L.

Portfolio Optimizer

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