VFEG.L vs. TYT.L

Last updated Jun 9, 2026

VFEG.L (Vanguard FTSE Emerging Markets UCITS ETF Acc) is Emerging Markets Equities fund tracking the MSCI EM NR USD, while TYT.L (Toyota Motor Corp) is a stock. Over the past 5 years, VFEG.L returned 5.67%/yr vs 4.52%/yr for TYT.L. At a 0.08 correlation, their price movements are largely independent.

Performance

VFEG.L vs. TYT.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 Toyota Motor Corp (TYT.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VFEG.L is traded in GBP, while TYT.L is traded in JPY. To make them comparable, the TYT.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 9.05% return, which is significantly higher than TYT.L's -15.70% 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*: —

TYT.L

• 1D: -0.90%
• 1M: -3.18%
• YTD: -15.70%
• 6M: -9.02%
• 1Y: -2.12%
• 3Y*: 7.22%
• 5Y*: 4.52%
• 10Y*: 16.62%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VFEG.L Vanguard FTSE Emerging Markets UCITS ETF Acc	9.05%	17.15%	14.12%	1.28%	-7.26%	-0.01%	11.28%	-15.84%
TYT.L Toyota Motor Corp	-15.70%	2.76%	13.77%	29.77%	-13.11%	38.46%	15.39%	3.78%

Correlation

The correlation between VFEG.L and TYT.L is -0.01, 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	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019	0.08

Return for Risk

VFEG.L vs. TYT.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: 61
VFEG.L Sharpe Ratio Rank: 62
VFEG.L Sortino Ratio Rank: 60
VFEG.L Omega Ratio Rank: 62
VFEG.L Calmar Ratio Rank: 64
VFEG.L Martin Ratio Rank: 59

TYT.L

TYT.L Risk / Return Rank: 48
TYT.L Sharpe Ratio Rank: 51
TYT.L Sortino Ratio Rank: 45
TYT.L Omega Ratio Rank: 45
TYT.L Calmar Ratio Rank: 49
TYT.L Martin Ratio Rank: 51

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. TYT.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 Toyota Motor Corp (TYT.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.

	VFEG.L	TYT.L	Difference
Sharpe ratio: Return per unit of total volatility	1.87	-0.07	+1.94
Sortino ratio: Return per unit of downside risk	2.54	0.14	+2.40
Omega ratio: Gain probability vs. loss probability	1.34	1.02	+0.32
Calmar ratio: Return relative to maximum drawdown	2.91	-0.08	+2.99
Martin ratio: Return relative to average drawdown	9.49	-0.21	+9.70
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. TYT.L - Sharpe Ratio Comparison

The current VFEG.L Sharpe Ratio is 1.87, which is higher than the TYT.L Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of VFEG.L and TYT.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.

Sharpe Ratios by Period

	VFEG.L	TYT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	-0.07	+1.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.13	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.20	-0.03

Drawdowns

VFEG.L vs. TYT.L - Drawdown Comparison

The maximum VFEG.L drawdown since its inception was -34.33%, smaller than the maximum TYT.L drawdown of -50.65%. Use the drawdown chart below to compare losses from any high point for VFEG.L and TYT.L.

Drawdown Indicators

	VFEG.L	TYT.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.33%	-50.65%	+16.32%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-26.28%	+17.29%
Max Drawdown (3Y) Largest decline over 3 years	-22.33%	-39.55%	+17.22%
Max Drawdown (5Y) Largest decline over 5 years	-22.33%	-39.55%	+17.22%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.55%	—
Current Drawdown Current decline from peak	-3.77%	-29.88%	+26.11%
Average Drawdown Average peak-to-trough decline	-11.89%	-11.96%	+0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	9.77%	-7.00%

Volatility

VFEG.L vs. TYT.L - Volatility Comparison

The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) is 5.25%, while Toyota Motor Corp (TYT.L) has a volatility of 9.61%. This indicates that VFEG.L experiences smaller price fluctuations and is considered to be less risky than TYT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFEG.L	TYT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.25%	9.61%	-4.36%
Volatility (6M) Calculated over the trailing 6-month period	11.24%	22.18%	-10.94%
Volatility (1Y) Calculated over the trailing 1-year period	14.00%	32.12%	-18.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.27%	35.44%	-15.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.20%	32.69%	-10.49%

Dividends

VFEG.L vs. TYT.L - Dividend Comparison

VFEG.L has not paid dividends to shareholders, while TYT.L's dividend yield for the trailing twelve months is around 3.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TYT.L Toyota Motor Corp	3.37%	2.83%	2.70%	2.51%	2.69%	12.11%	7.85%	14.24%	17.17%	14.55%	15.27%	15.01%
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 TYT.L in my portfolio?

VFEG.L and TYT.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.