VFEG.L vs. CCC3.DE

Last updated Jun 5, 2026

VFEG.L (Vanguard FTSE Emerging Markets UCITS ETF Acc) is Emerging Markets Equities fund tracking the MSCI EM NR USD, while CCC3.DE (The Coca-Cola Company) is a stock. Over the past 5 years, VFEG.L returned 6.12%/yr vs 10.79%/yr for CCC3.DE. At a 0.11 correlation, their price movements are largely independent.

Performance

VFEG.L vs. CCC3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) and The Coca-Cola Company (CCC3.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VFEG.L is traded in GBP, while CCC3.DE is traded in EUR. To make them comparable, the CCC3.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VFEG.L achieves a 11.73% return, which is significantly lower than CCC3.DE's 13.02% return.

VFEG.L

• 1D: -0.21%
• 1M: 2.54%
• YTD: 11.73%
• 6M: 12.29%
• 1Y: 30.60%
• 3Y*: 15.18%
• 5Y*: 6.12%
• 10Y*: —

CCC3.DE

• 1D: -0.08%
• 1M: 1.02%
• YTD: 13.02%
• 6M: 10.94%
• 1Y: 13.75%
• 3Y*: 8.78%
• 5Y*: 10.79%
• 10Y*: 9.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VFEG.L vs. CCC3.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VFEG.L Vanguard FTSE Emerging Markets UCITS ETF Acc	11.73%	17.15%	14.13%	1.28%	-7.26%	-0.01%	11.28%	4.51%
CCC3.DE The Coca-Cola Company	13.02%	7.61%	10.38%	-10.68%	24.22%	12.45%	-2.58%	-3.31%

Correlation

The correlation between VFEG.L and CCC3.DE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.08
Correlation (3Y) Calculated over the trailing 3-year period	-0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.11

The correlation between VFEG.L and CCC3.DE shifts across timeframes, from -0.08 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VFEG.L vs. CCC3.DE — Risk / Return Rank

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

VFEG.L

VFEG.L Risk / Return Rank: 66
VFEG.L Sharpe Ratio Rank: 68
VFEG.L Sortino Ratio Rank: 65
VFEG.L Omega Ratio Rank: 67
VFEG.L Calmar Ratio Rank: 69
VFEG.L Martin Ratio Rank: 62

CCC3.DE

CCC3.DE Risk / Return Rank: 59
CCC3.DE Sharpe Ratio Rank: 62
CCC3.DE Sortino Ratio Rank: 56
CCC3.DE Omega Ratio Rank: 53
CCC3.DE Calmar Ratio Rank: 62
CCC3.DE Martin Ratio Rank: 62

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.

VFEG.L vs. CCC3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) and The Coca-Cola Company (CCC3.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.

	VFEG.L	CCC3.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.21	0.78	+1.43
Sortino ratio: Return per unit of downside risk	2.97	1.31	+1.66
Omega ratio: Gain probability vs. loss probability	1.40	1.15	+0.25
Calmar ratio: Return relative to maximum drawdown	3.39	1.53	+1.86
Martin ratio: Return relative to average drawdown	11.12	3.41	+7.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFEG.L vs. CCC3.DE - Sharpe Ratio Comparison

The current VFEG.L Sharpe Ratio is 2.21, which is higher than the CCC3.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of VFEG.L and CCC3.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VFEG.L	CCC3.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	0.78	+1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.64	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.57	-0.13

Drawdowns

VFEG.L vs. CCC3.DE - Drawdown Comparison

The maximum VFEG.L drawdown since its inception was -25.35%, smaller than the maximum CCC3.DE drawdown of -29.73%. Use the drawdown chart below to compare losses from any high point for VFEG.L and CCC3.DE.

Drawdown Indicators

	VFEG.L	CCC3.DE	Difference
Max Drawdown Largest peak-to-trough decline	-25.35%	-29.73%	+4.38%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-8.96%	-0.03%
Max Drawdown (3Y) Largest decline over 3 years	-14.61%	-12.55%	-2.06%
Max Drawdown (5Y) Largest decline over 5 years	-19.47%	-19.73%	+0.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.73%	—
Current Drawdown Current decline from peak	-1.40%	-4.68%	+3.28%
Average Drawdown Average peak-to-trough decline	-8.82%	-6.78%	-2.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	4.03%	-1.28%

Volatility

VFEG.L vs. CCC3.DE - Volatility Comparison

The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) is 5.09%, while The Coca-Cola Company (CCC3.DE) has a volatility of 5.46%. This indicates that VFEG.L experiences smaller price fluctuations and is considered to be less risky than CCC3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFEG.L	CCC3.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.09%	5.46%	-0.37%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	13.37%	-2.33%
Volatility (1Y) Calculated over the trailing 1-year period	13.80%	17.55%	-3.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.17%	16.71%	-1.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.44%	18.38%	-0.94%

Dividends

VFEG.L vs. CCC3.DE - Dividend Comparison

VFEG.L has not paid dividends to shareholders, while CCC3.DE's dividend yield for the trailing twelve months is around 2.27%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCC3.DE The Coca-Cola Company	2.27%	2.57%	2.58%	2.77%	2.42%	2.35%	2.77%	2.49%	2.74%	2.91%	2.74%	2.60%
VFEG.L 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

Can I hold both VFEG.L and CCC3.DE in my portfolio?

VFEG.L and CCC3.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.