VEVE.L vs. VFEM.DE
Compare and contrast key facts about Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE).
VEVE.L and VFEM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEVE.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 30, 2014. VFEM.DE is a passively managed fund by Vanguard that tracks the performance of the MSCI EM NR USD. It was launched on May 22, 2012. Both VEVE.L and VFEM.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: VEVE.L or VFEM.DE.
Key characteristics
| VEVE.L | VFEM.DE | |
|---|---|---|
| YTD Return | 19.35% | 18.16% |
| 1Y Return | 25.89% | 20.56% |
| 3Y Return (Ann) | 9.05% | 1.16% |
| 5Y Return (Ann) | 12.94% | 4.88% |
| Sharpe Ratio | 2.55 | 1.54 |
| Sortino Ratio | 3.56 | 2.19 |
| Omega Ratio | 1.49 | 1.28 |
| Calmar Ratio | 4.08 | 1.18 |
| Martin Ratio | 17.78 | 8.60 |
| Ulcer Index | 1.42% | 2.39% |
| Daily Std Dev | 9.88% | 13.47% |
| Max Drawdown | -25.52% | -31.59% |
| Current Drawdown | 0.00% | -3.82% |
Correlation
The correlation between VEVE.L and VFEM.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VEVE.L vs. VFEM.DE - Performance Comparison
In the year-to-date period, VEVE.L achieves a 19.35% return, which is significantly higher than VFEM.DE's 18.16% 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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VEVE.L vs. VFEM.DE - Expense Ratio Comparison
VEVE.L has a 0.12% expense ratio, which is lower than VFEM.DE's 0.22% 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%.
Risk-Adjusted Performance
VEVE.L vs. VFEM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.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
VEVE.L vs. VFEM.DE - Dividend Comparison
VEVE.L's dividend yield for the trailing twelve months is around 1.17%, less than VFEM.DE's 2.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 1.17% | 1.72% | 1.98% | 1.45% | 1.64% | 1.96% | 2.24% | 1.93% | 1.85% | 2.04% | 0.29% |
VFEM.DE Vanguard FTSE Emerging Markets UCITS ETF Distributing | 2.31% | 2.66% | 3.38% | 2.26% | 1.93% | 2.32% | 2.79% | 0.20% | 0.00% | 0.00% | 0.00% |
Drawdowns
VEVE.L vs. VFEM.DE - Drawdown Comparison
The maximum VEVE.L drawdown since its inception was -25.52%, smaller than the maximum VFEM.DE drawdown of -31.59%. Use the drawdown chart below to compare losses from any high point for VEVE.L and VFEM.DE. For additional features, visit the drawdowns tool.
Volatility
VEVE.L vs. VFEM.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) is 2.94%, while Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) has a volatility of 5.36%. This indicates that VEVE.L experiences smaller price fluctuations and is considered to be less risky than VFEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.