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VFEA.DE vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFEA.DE vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VFEA.DE is traded in EUR, while LQD is traded in USD. To make them comparable, the LQD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VFEA.DE achieves a 11.91% return, which is significantly higher than LQD's 2.37% return.


VFEA.DE

1D
2.32%
1M
2.15%
YTD
11.91%
6M
13.75%
1Y
25.97%
3Y*
13.89%
5Y*
5.81%
10Y*

LQD

1D
0.02%
1M
1.70%
YTD
2.37%
6M
2.73%
1Y
5.64%
3Y*
2.88%
5Y*
0.70%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFEA.DE vs. LQD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VFEA.DE
Vanguard FTSE Emerging Markets UCITS ETF Acc
11.91%11.25%19.29%3.32%-10.71%6.34%3.46%0.02%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
2.37%-4.91%7.52%6.12%-12.84%5.50%1.82%-0.20%

Correlation

The correlation between VFEA.DE and LQD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

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

0.13

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

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2019

0.07

The correlation between VFEA.DE and LQD shifts across timeframes, from 0.07 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VFEA.DE vs. LQD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFEA.DE
VFEA.DE Risk / Return Rank: 5959
Overall Rank
VFEA.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VFEA.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
VFEA.DE Omega Ratio Rank: 5454
Omega Ratio Rank
VFEA.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
VFEA.DE Martin Ratio Rank: 6262
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 3131
Overall Rank
LQD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQD Omega Ratio Rank: 2727
Omega Ratio Rank
LQD Calmar Ratio Rank: 3535
Calmar Ratio Rank
LQD Martin Ratio Rank: 3333
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.

VFEA.DE vs. LQD - 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 iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VFEA.DELQDDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.29

1.15

+0.14

Calmar ratioReturn relative to maximum drawdown

2.93

1.32

+1.61

Martin ratioReturn relative to average drawdown

9.75

3.84

+5.91

VFEA.DE vs. LQD - Sharpe Ratio Comparison

The current VFEA.DE Sharpe Ratio is 1.64, which is higher than the LQD Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of VFEA.DE and LQD, 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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Drawdowns

VFEA.DE vs. LQD - Drawdown Comparison

The maximum VFEA.DE drawdown since its inception was -30.51%, which is greater than LQD's maximum drawdown of -22.09%. Use the drawdown chart below to compare losses from any high point for VFEA.DE and LQD.


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Drawdown Indicators


VFEA.DELQDDifference

Max Drawdown

Largest peak-to-trough decline

-30.51%

-22.09%

-8.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-4.08%

-4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-18.97%

-12.51%

-6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-19.98%

-16.58%

-3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-18.97%

Current Drawdown

Current decline from peak

-2.45%

-5.25%

+2.80%

Average Drawdown

Average peak-to-trough decline

-8.74%

-6.00%

-2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.40%

+1.14%

Volatility

VFEA.DE vs. LQD - Volatility Comparison

Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) has a higher volatility of 5.46% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 1.16%. This indicates that VFEA.DE's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFEA.DELQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

1.16%

+4.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

4.83%

+7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.12%

6.36%

+8.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

9.52%

+6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

9.89%

+8.62%

VFEA.DE vs. LQD - Expense Ratio Comparison

VFEA.DE has a 0.22% expense ratio, which is higher than LQD's 0.15% 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. LQD - Dividend Comparison

VFEA.DE has not paid dividends to shareholders, while LQD's dividend yield for the trailing twelve months is around 4.55%.


PositionTTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.55%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
VFEA.DE
Vanguard FTSE Emerging Markets UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VFEA.DE and LQD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LQD is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQD is cheaper with a 0.15% expense ratio, compared with 0.22% for VFEA.DE.

VFEA.DE is categorized as Emerging Markets Equities, while LQD is Corporate Bonds. VFEA.DE tracks FTSE Emerging, while LQD tracks iBoxx $ Liquid Investment Grade Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VFEA.DE and 0.15% for LQD.

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