PortfoliosLab logoPortfoliosLab logo
VFEM.DE vs. SEMA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFEM.DE vs. SEMA.L - 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 MSCI EM UCITS ETF (Acc) (SEMA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VFEM.DE is traded in EUR, while SEMA.L is traded in GBp. To make them comparable, the SEMA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VFEM.DE achieves a 12.66% return, which is significantly lower than SEMA.L's 27.16% 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*

SEMA.L

1D
-1.50%
1M
6.17%
YTD
27.16%
6M
29.47%
1Y
49.93%
3Y*
20.74%
5Y*
8.43%
10Y*
9.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFEM.DE vs. SEMA.L - 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%
SEMA.L
iShares MSCI EM UCITS ETF (Acc)
27.16%18.56%14.66%5.66%-15.34%4.80%8.46%19.79%-10.36%1.82%

Correlation

The correlation between VFEM.DE and SEMA.L is 0.92, 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

0.92

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

0.93

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

0.93

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

0.93

The correlation between VFEM.DE and SEMA.L has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VFEM.DE vs. SEMA.L — 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

SEMA.L
SEMA.L Risk / Return Rank: 8888
Overall Rank
SEMA.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SEMA.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
SEMA.L Omega Ratio Rank: 9191
Omega Ratio Rank
SEMA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SEMA.L Martin Ratio Rank: 8585
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. SEMA.L - 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 MSCI EM UCITS ETF (Acc) (SEMA.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.


VFEM.DESEMA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.32

1.51

-0.19

Calmar ratioReturn relative to maximum drawdown

3.11

4.57

-1.46

Martin ratioReturn relative to average drawdown

10.36

16.81

-6.45

VFEM.DE vs. SEMA.L - Sharpe Ratio Comparison

The current VFEM.DE Sharpe Ratio is 1.80, which is lower than the SEMA.L Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of VFEM.DE and SEMA.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.


Loading charts...

Sharpe Ratios by Period


VFEM.DESEMA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.79

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.50

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.41

-0.04

Drawdowns

VFEM.DE vs. SEMA.L - Drawdown Comparison

The maximum VFEM.DE drawdown since its inception was -31.59%, smaller than the maximum SEMA.L drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for VFEM.DE and SEMA.L.


Loading charts...

Drawdown Indicators


VFEM.DESEMA.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.59%

-35.61%

+4.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-10.88%

+2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-18.56%

-17.83%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-23.66%

+3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-32.33%

Current Drawdown

Current decline from peak

-1.73%

-2.54%

+0.81%

Average Drawdown

Average peak-to-trough decline

-8.24%

-10.60%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.96%

-0.41%

Volatility

VFEM.DE vs. SEMA.L - Volatility Comparison

The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) is 5.44%, while iShares MSCI EM UCITS ETF (Acc) (SEMA.L) has a volatility of 7.40%. This indicates that VFEM.DE experiences smaller price fluctuations and is considered to be less risky than SEMA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VFEM.DESEMA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

7.40%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

14.96%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

17.79%

-3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

16.78%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

18.46%

-0.26%

VFEM.DE vs. SEMA.L - Expense Ratio Comparison

VFEM.DE has a 0.22% expense ratio, which is higher than SEMA.L'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. SEMA.L - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
SEMA.L
iShares MSCI EM UCITS ETF (Acc)
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 0.92, VFEM.DE and SEMA.L 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, SEMA.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

Both ETFs track MSCI EM NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VFEM.DE and 0.18% for SEMA.L.

Portfolio Optimizer

Find the right allocation for VFEM.DE and SEMA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer