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

VFEG.L vs. SMSN.L

Last updated Jun 13, 2026

VFEG.L (Vanguard FTSE Emerging Markets UCITS ETF Acc) is Emerging Markets Equities fund tracking the MSCI EM NR USD, while SMSN.L (Samsung Electronics Co. Ltd) is a stock. Over the past 5 years, VFEG.L returned 5.94%/yr vs 28.12%/yr for SMSN.L. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

VFEG.L vs. SMSN.L - 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 Samsung Electronics Co. Ltd (SMSN.L). 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 SMSN.L is traded in USD. To make them comparable, the SMSN.L 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 10.53% return, which is significantly lower than SMSN.L's 163.27% return.

VFEG.L

1D
2.30%
1M
-0.00%
YTD
10.53%
6M
11.48%
1Y
26.32%
3Y*
14.25%
5Y*
5.94%
10Y*
—

SMSN.L

1D
6.60%
1M
14.49%
YTD
163.27%
6M
203.44%
1Y
407.19%
3Y*
55.97%
5Y*
28.12%
10Y*
28.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFEG.L vs. SMSN.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF Acc		10.53%17.15%14.12%1.28%-7.26%-0.01%11.28%-15.84%
SMSN.L
Samsung Electronics Co. Ltd		163.27%114.37%-36.86%31.43%-23.16%-7.14%55.31%10.27%

Correlation

The correlation between VFEG.L and SMSN.L is 0.51, 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

0.51

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

0.45

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

0.46

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

0.51

The correlation between VFEG.L and SMSN.L has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

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Vanguard FTSE Emerging Markets UCITS ETF Acc

Samsung Electronics Co. Ltd

Often compared with VFEG.L:
VFEG.L vs. EMIM.LVFEG.L vs. EIMI.LVFEG.L vs. VEAVFEG.L vs. VUAG.LVFEG.L vs. HMEF.LVFEG.L vs. SEMA.LVFEG.L vs. VJPB.L
Often compared with SMSN.L:
SMSN.L vs. MUSMSN.L vs. AAPLSMSN.L vs. MSFTSMSN.L vs. SONYSMSN.L vs. CXSMSN.L vs. TSMSMSN.L vs. VOD

Return for Risk

VFEG.L vs. SMSN.L — 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: 6464
Overall Rank
VFEG.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VFEG.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
VFEG.L Omega Ratio Rank: 6565
Omega Ratio Rank
VFEG.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
VFEG.L Martin Ratio Rank: 6060
Martin Ratio Rank
SMSN.L
SMSN.L Risk / Return Rank: 9999
Overall Rank
SMSN.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SMSN.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
SMSN.L Omega Ratio Rank: 9898
Omega Ratio Rank
SMSN.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SMSN.L Martin Ratio Rank: 9999
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. SMSN.L - 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 Samsung Electronics Co. Ltd (SMSN.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.

VFEG.LSMSN.LDifference
Sharpe ratioReturn per unit of total volatility
1.86
8.10

-6.24

Sortino ratioReturn per unit of downside risk
2.54
6.00

-3.46

Omega ratioGain probability vs. loss probability

1.34

1.78

-0.44

Calmar ratioReturn relative to maximum drawdown

2.91

19.76

-16.85

Martin ratioReturn relative to average drawdown

9.38

59.59

-50.21

VFEG.L vs. SMSN.L - Sharpe Ratio Comparison

The current VFEG.L Sharpe Ratio is 1.86, which is lower than the SMSN.L Sharpe Ratio of 8.10. The chart below compares the historical Sharpe Ratios of VFEG.L and SMSN.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

VFEG.L vs. SMSN.L - Drawdown Comparison

The maximum VFEG.L drawdown since its inception was -34.33%, smaller than the maximum SMSN.L drawdown of -49.90%. Use the drawdown chart below to compare losses from any high point for VFEG.L and SMSN.L.

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Drawdown Indicators

VFEG.LSMSN.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-49.90%

+15.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-20.44%

+11.45%

Max Drawdown (3Y)

Largest decline over 3 years

-22.33%

-43.39%

+21.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-43.39%

+21.06%

Max Drawdown (10Y)

Largest decline over 10 years

—

-49.90%

—

Current Drawdown

Current decline from peak

-2.46%

-8.13%

+5.67%

Average Drawdown

Average peak-to-trough decline

-11.86%

-15.98%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

6.79%

-3.99%

Volatility

VFEG.L vs. SMSN.L - Volatility Comparison

The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) is 5.22%, while Samsung Electronics Co. Ltd (SMSN.L) has a volatility of 20.13%. This indicates that VFEG.L experiences smaller price fluctuations and is considered to be less risky than SMSN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VFEG.LSMSN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

20.13%

-14.91%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

42.58%

-31.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

49.89%

-35.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

33.57%

-13.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.19%

32.37%

-10.18%

Dividends

VFEG.L vs. SMSN.L - Dividend Comparison

VFEG.L has not paid dividends to shareholders, while SMSN.L's dividend yield for the trailing twelve months is around 0.35%.

PositionTTM20252024202320222021202020192018201720162015
SMSN.L
Samsung Electronics Co. Ltd		0.35%0.94%2.88%1.79%2.50%1.85%3.60%2.47%3.65%1.62%1.68%1.71%
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

VFEG.L and SMSN.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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