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

Performance

VFEM.DE vs. FVEM.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 Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.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 FVEM.DE's 25.43% 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*

FVEM.DE

1D
-1.33%
1M
4.58%
YTD
25.43%
6M
27.21%
1Y
47.18%
3Y*
18.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between VFEM.DE and FVEM.DE is 0.91, 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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2023

0.92

The correlation between VFEM.DE and FVEM.DE has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

VFEM.DE vs. FVEM.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

FVEM.DE
FVEM.DE Risk / Return Rank: 8383
Overall Rank
FVEM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FVEM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
FVEM.DE Omega Ratio Rank: 8181
Omega Ratio Rank
FVEM.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
FVEM.DE Martin Ratio Rank: 8484
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. FVEM.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 Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.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.DEFVEM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.32

1.47

-0.15

Calmar ratioReturn relative to maximum drawdown

3.11

4.42

-1.31

Martin ratioReturn relative to average drawdown

10.36

16.79

-6.43

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

The current VFEM.DE Sharpe Ratio is 1.80, which is lower than the FVEM.DE Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of VFEM.DE and FVEM.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.DEFVEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.66

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.08

-0.71

Drawdowns

VFEM.DE vs. FVEM.DE - Drawdown Comparison

The maximum VFEM.DE drawdown since its inception was -31.59%, which is greater than FVEM.DE's maximum drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for VFEM.DE and FVEM.DE.


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Drawdown Indicators


VFEM.DEFVEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.59%

-18.76%

-12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-10.62%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-18.56%

-18.76%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

Current Drawdown

Current decline from peak

-1.73%

-2.08%

+0.35%

Average Drawdown

Average peak-to-trough decline

-8.24%

-3.46%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.80%

-0.25%

Volatility

VFEM.DE vs. FVEM.DE - Volatility Comparison

The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) is 5.44%, while Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) has a volatility of 7.26%. This indicates that VFEM.DE experiences smaller price fluctuations and is considered to be less risky than FVEM.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.DEFVEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

7.26%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

14.82%

-3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

17.67%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

16.04%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

16.04%

+2.16%

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

VFEM.DE has a 0.22% expense ratio, which is higher than FVEM.DE's 0.18% 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

VFEM.DE vs. FVEM.DE - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
FVEM.DE
Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation
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


With a correlation of 0.91, VFEM.DE and FVEM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, FVEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FVEM.DE is cheaper with a 0.18% expense ratio, compared with 0.22% for VFEM.DE.

VFEM.DE tracks MSCI EM NR USD, while FVEM.DE tracks MSCI Emerging Markets Climate Paris Aligned. They also come from different issuers: Vanguard and Franklin Templeton. Their fees differ too: 0.22% for VFEM.DE and 0.18% for FVEM.DE.

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