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VFEM.DE vs. EUNZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFEM.DE vs. EUNZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) and iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VFEM.DE achieves a 12.66% return, which is significantly lower than EUNZ.DE's 18.69% return.


VFEM.DE

1D
-0.53%
1M
2.23%
YTD
12.66%
6M
13.06%
1Y
26.52%
3Y*
15.05%
5Y*
6.01%
10Y*

EUNZ.DE

1D
-1.19%
1M
5.16%
YTD
18.69%
6M
18.37%
1Y
22.59%
3Y*
11.07%
5Y*
6.48%
10Y*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFEM.DE vs. EUNZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing
12.66%11.40%19.82%3.29%-11.02%6.34%3.56%23.57%-9.32%1.86%
EUNZ.DE
iShares Edge MSCI EM Minimum Volatility UCITS ETF
18.69%-0.15%15.73%3.85%-8.85%13.05%-2.49%10.59%-1.89%2.70%

Correlation

The correlation between VFEM.DE and EUNZ.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.82

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

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.89

The correlation between VFEM.DE and EUNZ.DE has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

VFEM.DE vs. EUNZ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFEM.DE
VFEM.DE Risk / Return Rank: 5757
Overall Rank
VFEM.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VFEM.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
VFEM.DE Omega Ratio Rank: 5252
Omega Ratio Rank
VFEM.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
VFEM.DE Martin Ratio Rank: 5959
Martin Ratio Rank

EUNZ.DE
EUNZ.DE Risk / Return Rank: 5858
Overall Rank
EUNZ.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EUNZ.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
EUNZ.DE Omega Ratio Rank: 5858
Omega Ratio Rank
EUNZ.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
EUNZ.DE Martin Ratio Rank: 6060
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.

VFEM.DE vs. EUNZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) and iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.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.


VFEM.DEEUNZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

3.11

3.00

+0.11

Martin ratioReturn relative to average drawdown

10.36

10.57

-0.20

VFEM.DE vs. EUNZ.DE - Sharpe Ratio Comparison

The current VFEM.DE Sharpe Ratio is 1.80, which is comparable to the EUNZ.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of VFEM.DE and EUNZ.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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Sharpe Ratios by Period


VFEM.DEEUNZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.85

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.56

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.35

+0.01

Drawdowns

VFEM.DE vs. EUNZ.DE - Drawdown Comparison

The maximum VFEM.DE drawdown since its inception was -31.59%, roughly equal to the maximum EUNZ.DE drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for VFEM.DE and EUNZ.DE.


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Drawdown Indicators


VFEM.DEEUNZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.59%

-30.47%

-1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-7.50%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-18.56%

-14.00%

-4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-14.00%

-6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-26.15%

Current Drawdown

Current decline from peak

-1.73%

-1.96%

+0.23%

Average Drawdown

Average peak-to-trough decline

-8.24%

-7.62%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.13%

+0.42%

Volatility

VFEM.DE vs. EUNZ.DE - Volatility Comparison

Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) has a higher volatility of 5.44% compared to iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) at 4.75%. This indicates that VFEM.DE's price experiences larger fluctuations and is considered to be riskier than EUNZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFEM.DEEUNZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

4.75%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

10.35%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

12.18%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

11.41%

+4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

13.32%

+4.88%

VFEM.DE vs. EUNZ.DE - Expense Ratio Comparison

VFEM.DE has a 0.22% expense ratio, which is lower than EUNZ.DE's 0.40% expense ratio.


Dividends

VFEM.DE vs. EUNZ.DE - Dividend Comparison

VFEM.DE's dividend yield for the trailing twelve months is around 2.04%, while EUNZ.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EUNZ.DE
iShares Edge MSCI EM Minimum Volatility UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing
2.04%2.39%2.28%2.66%3.38%2.26%1.93%2.32%2.79%0.20%

Frequently Asked Questions


VFEM.DE and EUNZ.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VFEM.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VFEM.DE is cheaper with a 0.22% expense ratio, compared with 0.40% for EUNZ.DE.

VFEM.DE tracks MSCI EM NR USD, while EUNZ.DE tracks MSCI Emerging Markets Minimum Volatility. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VFEM.DE and 0.40% for EUNZ.DE.

Portfolio Optimizer

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