VEMT.L vs. IBC3.DE
Compare and contrast key facts about Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE).
VEMT.L and IBC3.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEMT.L is a passively managed fund by Vanguard that tracks the performance of the JPM EMBI Global Diversified TR USD. It was launched on Dec 6, 2016. IBC3.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market (IMI). It was launched on Mar 5, 2018. Both VEMT.L and IBC3.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMT.L or IBC3.DE.
Key characteristics
| VEMT.L | IBC3.DE | |
|---|---|---|
| YTD Return | -0.09% | 15.50% |
| 1Y Return | 3.39% | 19.70% |
| 3Y Return (Ann) | 0.09% | 1.86% |
| 5Y Return (Ann) | 0.77% | 4.97% |
| Sharpe Ratio | 0.53 | 1.42 |
| Sortino Ratio | 0.83 | 1.98 |
| Omega Ratio | 1.09 | 1.26 |
| Calmar Ratio | 0.53 | 1.14 |
| Martin Ratio | 2.12 | 7.31 |
| Ulcer Index | 1.62% | 2.59% |
| Daily Std Dev | 6.41% | 13.29% |
| Max Drawdown | -13.64% | -31.89% |
| Current Drawdown | -2.56% | -3.11% |
Correlation
The correlation between VEMT.L and IBC3.DE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VEMT.L vs. IBC3.DE - Performance Comparison
In the year-to-date period, VEMT.L achieves a -0.09% return, which is significantly lower than IBC3.DE's 15.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VEMT.L vs. IBC3.DE - Expense Ratio Comparison
VEMT.L has a 0.25% expense ratio, which is higher than IBC3.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VEMT.L vs. IBC3.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE). 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.
Dividends
VEMT.L vs. IBC3.DE - Dividend Comparison
VEMT.L's dividend yield for the trailing twelve months is around 1.90%, less than IBC3.DE's 2.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
VEMT.L Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing | 1.90% | 6.94% | 6.03% | 5.26% | 5.72% | 5.69% | 5.90% | 6.21% |
IBC3.DE iShares Core MSCI Emerging Markets IMI UCITS ETF | 2.41% | 2.69% | 3.36% | 2.18% | 2.09% | 2.56% | 2.08% | 0.00% |
Drawdowns
VEMT.L vs. IBC3.DE - Drawdown Comparison
The maximum VEMT.L drawdown since its inception was -13.64%, smaller than the maximum IBC3.DE drawdown of -31.89%. Use the drawdown chart below to compare losses from any high point for VEMT.L and IBC3.DE. For additional features, visit the drawdowns tool.
Volatility
VEMT.L vs. IBC3.DE - Volatility Comparison
The current volatility for Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.L) is 2.09%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) has a volatility of 5.08%. This indicates that VEMT.L experiences smaller price fluctuations and is considered to be less risky than IBC3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.