VFEG.L vs. EIMI.L
Compare and contrast key facts about Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).
VFEG.L and EIMI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFEG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI EM NR USD. It was launched on Sep 24, 2019. EIMI.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on May 30, 2014. Both VFEG.L and EIMI.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFEG.L or EIMI.L.
Performance
VFEG.L vs. EIMI.L - Performance Comparison
Returns By Period
In the year-to-date period, VFEG.L achieves a 12.53% return, which is significantly higher than EIMI.L's 7.74% return.
VFEG.L
12.53%
-2.16%
1.75%
14.45%
4.15%
N/A
EIMI.L
7.74%
-6.39%
-1.10%
12.92%
3.79%
3.50%
Key characteristics
| VFEG.L | EIMI.L | |
|---|---|---|
| Sharpe Ratio | 1.10 | 0.87 |
| Sortino Ratio | 1.65 | 1.34 |
| Omega Ratio | 1.20 | 1.16 |
| Calmar Ratio | 0.72 | 0.50 |
| Martin Ratio | 5.59 | 4.38 |
| Ulcer Index | 2.48% | 2.95% |
| Daily Std Dev | 12.73% | 14.94% |
| Max Drawdown | -25.35% | -38.73% |
| Current Drawdown | -4.78% | -14.80% |
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VFEG.L vs. EIMI.L - Expense Ratio Comparison
VFEG.L has a 0.22% expense ratio, which is higher than EIMI.L'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%.
Correlation
The correlation between VFEG.L and EIMI.L is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VFEG.L vs. EIMI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.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.
Dividends
VFEG.L vs. EIMI.L - Dividend Comparison
Neither VFEG.L nor EIMI.L has paid dividends to shareholders.
Drawdowns
VFEG.L vs. EIMI.L - Drawdown Comparison
The maximum VFEG.L drawdown since its inception was -25.35%, smaller than the maximum EIMI.L drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for VFEG.L and EIMI.L. For additional features, visit the drawdowns tool.
Volatility
VFEG.L vs. EIMI.L - Volatility Comparison
Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L) have volatilities of 5.10% and 4.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.