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VFEA.L vs. SEDY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFEA.L vs. SEDY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating (VFEA.L) and iShares Emerging Markets Dividend UCITS ETF (SEDY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VFEA.L is traded in USD, while SEDY.L is traded in GBp. To make them comparable, the SEDY.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VFEA.L achieves a 7.87% return, which is significantly lower than SEDY.L's 10.93% return.


VFEA.L

1D
0.27%
1M
-1.27%
6M
2.80%
YTD
7.87%
1Y
16.96%
3Y*
14.95%
5Y*
5.58%
10Y*
ALL TIME*
8.17%

SEDY.L

1D
0.17%
1M
4.45%
6M
2.68%
YTD
10.93%
1Y
20.80%
3Y*
18.13%
5Y*
5.40%
10Y*
6.42%
ALL TIME*
0.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$284.58K$351.71K$460.10K
$1.71M$1.76M$2.44M

VFEA.L vs. SEDY.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VFEA.L
Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating
7.87%25.75%12.39%7.29%-17.29%-1.19%15.18%11.06%
SEDY.L
iShares Emerging Markets Dividend UCITS ETF
10.93%27.66%6.90%18.97%-30.91%11.63%-2.97%8.29%

Correlation

The correlation between VFEA.L and SEDY.L is 0.69, 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

0.69

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

0.76

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

0.77

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

0.77

The correlation between VFEA.L and SEDY.L has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

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Return for Risk

VFEA.L vs. SEDY.L — Risk / Return Rank

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

VFEA.L
VFEA.L Risk / Return Rank: 4141
Overall Rank
VFEA.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VFEA.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
VFEA.L Omega Ratio Rank: 3838
Omega Ratio Rank
VFEA.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
VFEA.L Martin Ratio Rank: 4545
Martin Ratio Rank

SEDY.L
SEDY.L Risk / Return Rank: 7878
Overall Rank
SEDY.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SEDY.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
SEDY.L Omega Ratio Rank: 7777
Omega Ratio Rank
SEDY.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SEDY.L Martin Ratio Rank: 7070
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.L vs. SEDY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating (VFEA.L) and iShares Emerging Markets Dividend UCITS ETF (SEDY.L). 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.LSEDY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.18

1.26

-0.08

Calmar ratioReturn relative to maximum drawdown

1.59

2.42

-0.83

Martin ratioReturn relative to average drawdown

5.07

6.58

-1.51

VFEA.L vs. SEDY.L - Sharpe Ratio Comparison

The current VFEA.L Sharpe Ratio is 0.98, which is lower than the SEDY.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VFEA.L and SEDY.L, 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.L vs. SEDY.L - Drawdown Comparison

The maximum VFEA.L drawdown since its inception was -36.03%, smaller than the maximum SEDY.L drawdown of -55.31%. Use the drawdown chart below to compare losses from any high point for VFEA.L and SEDY.L.


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Drawdown Indicators


VFEA.LSEDY.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-55.31%

+19.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-8.58%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-13.31%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-31.33%

-40.64%

+9.31%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

Current Drawdown

Current decline from peak

-4.81%

-3.66%

-1.15%

Average Drawdown

Average peak-to-trough decline

-13.11%

-24.22%

+11.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.14%

+0.20%

Volatility

VFEA.L vs. SEDY.L - Volatility Comparison

Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating (VFEA.L) has a higher volatility of 5.04% compared to iShares Emerging Markets Dividend UCITS ETF (SEDY.L) at 3.07%. This indicates that VFEA.L's price experiences larger fluctuations and is considered to be riskier than SEDY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFEA.LSEDY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

3.07%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.92%

11.26%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.30%

13.72%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

17.06%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

17.31%

+2.40%

VFEA.L vs. SEDY.L - Expense Ratio Comparison

VFEA.L has a 0.17% expense ratio, which is lower than SEDY.L's 0.65% expense ratio.


Dividends

VFEA.L vs. SEDY.L - Dividend Comparison

VFEA.L has not paid dividends to shareholders, while SEDY.L's dividend yield for the trailing twelve months is around 4.99%.


PositionTTM20252024202320222021202020192018201720162015
SEDY.L
iShares Emerging Markets Dividend UCITS ETF
4.99%5.72%7.74%7.99%9.32%6.42%5.11%5.84%5.54%4.07%4.25%6.31%
VFEA.L
Vanguard FTSE Emerging Markets UCITS ETF USD Accumulating
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.L and SEDY.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VFEA.L is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VFEA.L is cheaper with a 0.17% expense ratio, compared with 0.65% for SEDY.L.

VFEA.L tracks FTSE Emerging Index, while SEDY.L tracks MSCI EM NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.17% for VFEA.L and 0.65% for SEDY.L.

Portfolio Optimizer

Find the right allocation for VFEA.L and SEDY.L

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