VFEA.DE vs. 84X0.DE
VFEA.DE (Vanguard FTSE Emerging Markets UCITS ETF Acc) and 84X0.DE (iShares MSCI EM ex-China UCITS ETF USD Acc) are both Emerging Markets Equities funds - VFEA.DE tracks the FTSE Emerging while 84X0.DE tracks the MSCI Emerging Markets ex China Index (Net). Both are passively managed. Over the past year, VFEA.DE returned 26.84% vs 68.88% for 84X0.DE. Their correlation of 0.82 suggests significant overlap in exposure. VFEA.DE charges 0.22%/yr vs 0.18%/yr for 84X0.DE.
Performance
VFEA.DE vs. 84X0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VFEA.DE achieves a 12.59% return, which is significantly lower than 84X0.DE's 40.37% return.
VFEA.DE
- 1D
- -0.47%
- 1M
- 2.09%
- YTD
- 12.59%
- 6M
- 13.26%
- 1Y
- 26.84%
- 3Y*
- 15.02%
- 5Y*
- 5.93%
- 10Y*
- —
84X0.DE
- 1D
- -1.73%
- 1M
- 8.33%
- YTD
- 40.37%
- 6M
- 44.02%
- 1Y
- 68.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VFEA.DE vs. 84X0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VFEA.DE Vanguard FTSE Emerging Markets UCITS ETF Acc | 12.59% | 11.25% | 19.29% | 2.59% |
84X0.DE iShares MSCI EM ex-China UCITS ETF USD Acc | 40.37% | 19.85% | 9.62% | 7.38% |
Correlation
The correlation between VFEA.DE and 84X0.DE is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2023 | 0.82 |
The correlation between VFEA.DE and 84X0.DE has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
VFEA.DE vs. 84X0.DE — Risk / Return Rank
VFEA.DE
84X0.DE
VFEA.DE vs. 84X0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) and iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.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.
| VFEA.DE | 84X0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.64 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 5.88 | -2.71 |
| Martin ratioReturn relative to average drawdown | 10.71 | 21.92 | -11.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFEA.DE | 84X0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 3.52 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.77 | -1.34 |
Drawdowns
VFEA.DE vs. 84X0.DE - Drawdown Comparison
The maximum VFEA.DE drawdown since its inception was -30.51%, which is greater than 84X0.DE's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for VFEA.DE and 84X0.DE.
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Drawdown Indicators
| VFEA.DE | 84X0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.51% | -19.72% | -10.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -11.66% | +3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.99% | — | — |
Current DrawdownCurrent decline from peak | -1.85% | -2.49% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -2.70% | -5.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.13% | -0.63% |
Volatility
VFEA.DE vs. 84X0.DE - Volatility Comparison
The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) is 5.45%, while iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE) has a volatility of 8.41%. This indicates that VFEA.DE experiences smaller price fluctuations and is considered to be less risky than 84X0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFEA.DE | 84X0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 8.41% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 16.93% | -5.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 19.46% | -4.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 17.11% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 17.11% | +1.09% |
VFEA.DE vs. 84X0.DE - Expense Ratio Comparison
VFEA.DE has a 0.22% expense ratio, which is higher than 84X0.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%.
Dividends
VFEA.DE vs. 84X0.DE - Dividend Comparison
Neither VFEA.DE nor 84X0.DE has paid dividends to shareholders.
Frequently Asked Questions
VFEA.DE and 84X0.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 84X0.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
84X0.DE is cheaper with a 0.18% expense ratio, compared with 0.22% for VFEA.DE.
VFEA.DE tracks FTSE Emerging, while 84X0.DE tracks MSCI Emerging Markets ex China Index (Net). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VFEA.DE and 0.18% for 84X0.DE.
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