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

Performance

VDET.L vs. VEMA.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 Accumulating (VEMA.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 VEMA.L is traded in GBP. To make them comparable, the VEMA.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 VEMA.L's 1.42% 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*

VEMA.L

1D
0.27%
1M
1.08%
YTD
1.42%
6M
2.18%
1Y
9.70%
3Y*
8.79%
5Y*
2.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDET.L vs. VEMA.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%9.21%
VEMA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating
1.42%12.01%6.31%8.90%-15.42%-1.26%5.63%9.81%

Correlation

The correlation between VDET.L and VEMA.L is 0.56, 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

0.56

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

0.72

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

0.74

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.72

The correlation between VDET.L and VEMA.L shifts across timeframes, from 0.56 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VDET.L vs. VEMA.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

VEMA.L
VEMA.L Risk / Return Rank: 5252
Overall Rank
VEMA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VEMA.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
VEMA.L Omega Ratio Rank: 5454
Omega Ratio Rank
VEMA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
VEMA.L Martin Ratio Rank: 4343
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. VEMA.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 Accumulating (VEMA.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.LVEMA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.38

1.29

+0.09

Calmar ratioReturn relative to maximum drawdown

2.65

2.40

+0.25

Martin ratioReturn relative to average drawdown

10.75

9.50

+1.25

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

The current VDET.L Sharpe Ratio is 2.00, which is comparable to the VEMA.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of VDET.L and VEMA.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.LVEMA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.73

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.29

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.36

+0.09

Drawdowns

VDET.L vs. VEMA.L - Drawdown Comparison

The maximum VDET.L drawdown since its inception was -24.09%, roughly equal to the maximum VEMA.L drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for VDET.L and VEMA.L.


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Drawdown Indicators


VDET.LVEMA.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.09%

-24.04%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-4.02%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-6.04%

-6.33%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

-24.04%

-0.05%

Current Drawdown

Current decline from peak

-0.22%

-0.34%

+0.12%

Average Drawdown

Average peak-to-trough decline

-4.96%

-6.02%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.02%

-0.14%

Volatility

VDET.L vs. VEMA.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 Accumulating (VEMA.L) has a volatility of 1.95%. This indicates that VDET.L experiences smaller price fluctuations and is considered to be less risky than VEMA.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.LVEMA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.95%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

4.27%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

5.61%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

8.09%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.70%

9.30%

-1.60%

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

VDET.L has a 0.23% expense ratio, which is lower than VEMA.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VDET.L vs. VEMA.L - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
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%
VEMA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VDET.L and VEMA.L have a correlation of 0.56, 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 0.25% for VEMA.L.

VDET.L tracks Bloomberg EM USD Sovereign + Quasi-Sov Index, while VEMA.L tracks JPM EMBI Global Diversified TR USD. Their fees differ too: 0.23% for VDET.L and 0.25% for VEMA.L.

Portfolio Optimizer

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