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

Performance

VDET.L vs. VDEA.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 Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.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, VDET.L achieves a 1.31% return, which is significantly lower than VDEA.L's 1.53% 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*

VDEA.L

1D
0.38%
1M
0.92%
YTD
1.53%
6M
1.87%
1Y
9.45%
3Y*
8.87%
5Y*
2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%
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%

Correlation

The correlation between VDET.L and VDEA.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 VDET.L and VDEA.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

VDET.L vs. VDEA.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

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
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. VDEA.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 Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.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.LVDEA.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

1.38

1.34

+0.04

Calmar ratioReturn relative to maximum drawdown

2.65

2.56

+0.09

Martin ratioReturn relative to average drawdown

10.75

10.10

+0.66

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

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

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.88

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.33

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.42

+0.03

Drawdowns

VDET.L vs. VDEA.L - Drawdown Comparison

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


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Drawdown Indicators


VDET.LVDEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.09%

-24.08%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-3.66%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-6.04%

-6.16%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

-24.08%

-0.01%

Current Drawdown

Current decline from peak

-0.22%

-0.13%

-0.09%

Average Drawdown

Average peak-to-trough decline

-4.96%

-6.08%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.93%

-0.05%

Volatility

VDET.L vs. VDEA.L - Volatility Comparison

The current volatility for Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VDET.L) is 1.79%, while Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) has a volatility of 2.08%. This indicates that VDET.L experiences smaller price fluctuations and is considered to be less risky than VDEA.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.LVDEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

2.08%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

4.05%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

5.00%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

7.26%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.70%

8.37%

-0.67%

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

Both VDET.L and VDEA.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

VDET.L vs. VDEA.L - Dividend Comparison

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


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


VDET.L and VDEA.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.

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

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

Portfolio Optimizer

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