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VFEG.L vs. V3PA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFEG.L vs. V3PA.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 Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.DE). 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 V3PA.DE is traded in EUR. To make them comparable, the V3PA.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 10.53% return, which is significantly lower than V3PA.DE's 30.46% 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*

V3PA.DE

1D
-1.26%
1M
7.36%
YTD
30.46%
6M
32.59%
1Y
53.09%
3Y*
19.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFEG.L vs. V3PA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF Acc
10.53%17.15%14.12%1.28%1.97%
V3PA.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating
30.46%22.53%2.96%8.70%6.25%

Correlation

The correlation between VFEG.L and V3PA.DE is 0.60, 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

0.60

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2022

0.56

The correlation between VFEG.L and V3PA.DE has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.

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Return for Risk

VFEG.L vs. V3PA.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: 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

V3PA.DE
V3PA.DE Risk / Return Rank: 8585
Overall Rank
V3PA.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
V3PA.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
V3PA.DE Omega Ratio Rank: 8686
Omega Ratio Rank
V3PA.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
V3PA.DE Martin Ratio Rank: 8383
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. V3PA.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 Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.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.

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.LV3PA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.34

1.58

-0.24

Calmar ratioReturn relative to maximum drawdown

2.91

4.56

-1.64

Martin ratioReturn relative to average drawdown

9.38

16.49

-7.11

VFEG.L vs. V3PA.DE - Sharpe Ratio Comparison

The current VFEG.L Sharpe Ratio is 1.86, which is lower than the V3PA.DE Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of VFEG.L and V3PA.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.


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Drawdowns

VFEG.L vs. V3PA.DE - Drawdown Comparison

The maximum VFEG.L drawdown since its inception was -34.33%, which is greater than V3PA.DE's maximum drawdown of -15.40%. Use the drawdown chart below to compare losses from any high point for VFEG.L and V3PA.DE.


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Drawdown Indicators


VFEG.LV3PA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-15.40%

-18.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-12.00%

+3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-22.33%

-15.40%

-6.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

Current Drawdown

Current decline from peak

-2.46%

-1.68%

-0.78%

Average Drawdown

Average peak-to-trough decline

-11.86%

-2.90%

-8.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

3.32%

-0.52%

Volatility

VFEG.L vs. V3PA.DE - Volatility Comparison

The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) is 5.22%, while Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating (V3PA.DE) has a volatility of 6.33%. This indicates that VFEG.L experiences smaller price fluctuations and is considered to be less risky than V3PA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFEG.LV3PA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

6.33%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

15.46%

-4.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

17.76%

-3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

14.78%

+5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.19%

14.78%

+7.41%

VFEG.L vs. V3PA.DE - Expense Ratio Comparison

VFEG.L has a 0.22% expense ratio, which is higher than V3PA.DE's 0.17% 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%.


Dividends

VFEG.L vs. V3PA.DE - Dividend Comparison

Neither VFEG.L nor V3PA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VFEG.L and V3PA.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V3PA.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V3PA.DE is cheaper with a 0.17% expense ratio, compared with 0.22% for VFEG.L.

VFEG.L is categorized as Emerging Markets Equities, while V3PA.DE is Asia Pacific Equities. VFEG.L tracks MSCI EM NR USD, while V3PA.DE tracks FTSE Developed Asia Pacific All Cap Choice. Their fees differ too: 0.22% for VFEG.L and 0.17% for V3PA.DE.

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