VFEA.DE vs. VUAA.DE
VFEA.DE (Vanguard FTSE Emerging Markets UCITS ETF Acc) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - VFEA.DE is a Emerging Markets Equities fund tracking the FTSE Emerging, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, VFEA.DE returned 5.93%/yr vs 14.77%/yr for VUAA.DE. A 0.56 correlation means they provide meaningful diversification when combined. VFEA.DE charges 0.22%/yr vs 0.07%/yr for VUAA.DE.
Performance
VFEA.DE vs. VUAA.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 higher than VUAA.DE's 11.41% 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*
- —
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
VFEA.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VFEA.DE Vanguard FTSE Emerging Markets UCITS ETF Acc | 12.59% | 11.25% | 19.29% | 3.31% | -10.70% | 6.34% | 4.45% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
Correlation
The correlation between VFEA.DE and VUAA.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.56 |
The correlation between VFEA.DE and VUAA.DE shifts across timeframes, from 0.53 (5 years) to 0.66 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VFEA.DE vs. VUAA.DE — Risk / Return Rank
VFEA.DE
VUAA.DE
VFEA.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 3.56 | -0.40 |
| Martin ratioReturn relative to average drawdown | 10.71 | 12.74 | -2.02 |
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 | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.20 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.97 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.81 | -0.38 |
Drawdowns
VFEA.DE vs. VUAA.DE - Drawdown Comparison
The maximum VFEA.DE drawdown since its inception was -30.51%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for VFEA.DE and VUAA.DE.
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Drawdown Indicators
| VFEA.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.51% | -33.67% | +3.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -7.16% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -23.33% | +4.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.99% | -23.33% | +3.34% |
Current DrawdownCurrent decline from peak | -1.85% | -0.45% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -5.07% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.01% | +0.49% |
Volatility
VFEA.DE vs. VUAA.DE - Volatility Comparison
Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) has a higher volatility of 5.45% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.65%. This indicates that VFEA.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 2.65% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 7.61% | +4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 11.58% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 15.12% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 17.59% | +0.61% |
VFEA.DE vs. VUAA.DE - Expense Ratio Comparison
VFEA.DE has a 0.22% expense ratio, which is higher than VUAA.DE's 0.07% 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. VUAA.DE - Dividend Comparison
Neither VFEA.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
VFEA.DE and VUAA.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.22% for VFEA.DE.
VFEA.DE is categorized as Emerging Markets Equities, while VUAA.DE is S&P 500. VFEA.DE tracks FTSE Emerging, while VUAA.DE tracks S&P 500 Index. Their fees differ too: 0.22% for VFEA.DE and 0.07% for VUAA.DE.
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