VFEM.DE vs. IWQU.L
Compare and contrast key facts about Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) and iShares MSCI World Quality Factor UCITS (IWQU.L).
VFEM.DE and IWQU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFEM.DE is a passively managed fund by Vanguard that tracks the performance of the MSCI EM NR USD. It was launched on May 22, 2012. IWQU.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 3, 2014. Both VFEM.DE and IWQU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFEM.DE or IWQU.L.
Key characteristics
| VFEM.DE | IWQU.L | |
|---|---|---|
| YTD Return | 18.16% | 19.64% |
| 1Y Return | 20.56% | 27.49% |
| 3Y Return (Ann) | 1.16% | 6.75% |
| 5Y Return (Ann) | 4.88% | 12.43% |
| Sharpe Ratio | 1.54 | 2.34 |
| Sortino Ratio | 2.19 | 3.32 |
| Omega Ratio | 1.28 | 1.43 |
| Calmar Ratio | 1.18 | 3.54 |
| Martin Ratio | 8.60 | 13.54 |
| Ulcer Index | 2.39% | 1.98% |
| Daily Std Dev | 13.47% | 11.58% |
| Max Drawdown | -31.59% | -33.05% |
| Current Drawdown | -3.82% | -1.27% |
Correlation
The correlation between VFEM.DE and IWQU.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VFEM.DE vs. IWQU.L - Performance Comparison
In the year-to-date period, VFEM.DE achieves a 18.16% return, which is significantly lower than IWQU.L's 19.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFEM.DE vs. IWQU.L - Expense Ratio Comparison
VFEM.DE has a 0.22% expense ratio, which is lower than IWQU.L's 0.30% expense ratio.
Risk-Adjusted Performance
VFEM.DE vs. IWQU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) and iShares MSCI World Quality Factor UCITS (IWQU.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.
Dividends
VFEM.DE vs. IWQU.L - Dividend Comparison
VFEM.DE's dividend yield for the trailing twelve months is around 2.31%, while IWQU.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
VFEM.DE Vanguard FTSE Emerging Markets UCITS ETF Distributing | 2.31% | 2.66% | 3.38% | 2.26% | 1.93% | 2.32% | 2.79% | 0.20% |
IWQU.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VFEM.DE vs. IWQU.L - Drawdown Comparison
The maximum VFEM.DE drawdown since its inception was -31.59%, roughly equal to the maximum IWQU.L drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for VFEM.DE and IWQU.L. For additional features, visit the drawdowns tool.
Volatility
VFEM.DE vs. IWQU.L - Volatility Comparison
Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) has a higher volatility of 5.08% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 2.85%. This indicates that VFEM.DE's price experiences larger fluctuations and is considered to be riskier than IWQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.