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VFEG.L vs. PLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFEG.L vs. PLTR - 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 Palantir Technologies Inc. (PLTR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VFEG.L is traded in GBP, while PLTR is traded in USD. To make them comparable, the PLTR 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 9.05% return, which is significantly higher than PLTR's -22.48% return.


VFEG.L

1D
-0.14%
1M
-1.60%
YTD
9.05%
6M
9.31%
1Y
26.30%
3Y*
14.10%
5Y*
5.67%
10Y*

PLTR

1D
0.66%
1M
1.18%
YTD
-22.48%
6M
-24.93%
1Y
8.32%
3Y*
104.58%
5Y*
42.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFEG.L vs. PLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF Acc
9.05%17.15%14.12%1.28%-7.26%-0.01%12.40%
PLTR
Palantir Technologies Inc.
-22.48%118.28%348.17%154.08%-60.55%-21.94%122.69%

Correlation

The correlation between VFEG.L and PLTR is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.22

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2020

0.24

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Return for Risk

VFEG.L vs. PLTR — 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: 6161
Overall Rank
VFEG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VFEG.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
VFEG.L Omega Ratio Rank: 6262
Omega Ratio Rank
VFEG.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
VFEG.L Martin Ratio Rank: 5959
Martin Ratio Rank

PLTR
PLTR Risk / Return Rank: 4545
Overall Rank
PLTR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PLTR Sortino Ratio Rank: 4444
Sortino Ratio Rank
PLTR Omega Ratio Rank: 4444
Omega Ratio Rank
PLTR Calmar Ratio Rank: 4747
Calmar Ratio Rank
PLTR Martin Ratio Rank: 4646
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.

VFEG.L vs. PLTR - 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 Palantir Technologies Inc. (PLTR). 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.LPLTRDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.34

1.07

+0.27

Calmar ratioReturn relative to maximum drawdown

2.91

0.21

+2.70

Martin ratioReturn relative to average drawdown

9.49

0.38

+9.10

VFEG.L vs. PLTR - Sharpe Ratio Comparison

The current VFEG.L Sharpe Ratio is 1.87, which is higher than the PLTR Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of VFEG.L and PLTR, 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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Sharpe Ratios by Period


VFEG.LPLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

0.17

+1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.67

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.84

-0.67

Drawdowns

VFEG.L vs. PLTR - Drawdown Comparison

The maximum VFEG.L drawdown since its inception was -34.33%, smaller than the maximum PLTR drawdown of -82.49%. Use the drawdown chart below to compare losses from any high point for VFEG.L and PLTR.


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Drawdown Indicators


VFEG.LPLTRDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-82.49%

+48.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-39.88%

+30.89%

Max Drawdown (3Y)

Largest decline over 3 years

-22.33%

-41.89%

+19.56%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-76.20%

+53.87%

Current Drawdown

Current decline from peak

-3.77%

-35.13%

+31.36%

Average Drawdown

Average peak-to-trough decline

-11.89%

-39.01%

+27.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

21.84%

-19.07%

Volatility

VFEG.L vs. PLTR - Volatility Comparison

The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) is 5.25%, while Palantir Technologies Inc. (PLTR) has a volatility of 16.92%. This indicates that VFEG.L experiences smaller price fluctuations and is considered to be less risky than PLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFEG.LPLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

16.92%

-11.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

37.25%

-26.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

50.33%

-36.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.27%

64.51%

-44.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

69.05%

-46.85%

Dividends

VFEG.L vs. PLTR - Dividend Comparison

Neither VFEG.L nor PLTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VFEG.L and PLTR have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for VFEG.L and PLTR

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