VFEM.DE vs. SPDW

In the year-to-date period, VFEM.DE achieves a -1.37% return, which is significantly lower than SPDW's 16.55% return. Over the past 10 years, VFEM.DE has underperformed SPDW with an annualized return of 3.55%, while SPDW has yielded a comparatively higher 6.05% annualized return.

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VFEM.DE has a 0.22% expense ratio, which is higher than SPDW's 0.04% 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%.

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) and SPDR Portfolio World ex-US ETF (SPDW). 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.

The current VFEM.DE Sharpe Ratio is 0.45, which is lower than the SPDW Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of VFEM.DE and SPDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VFEM.DE's dividend yield for the trailing twelve months is around 2.59%, less than SPDW's 2.74% yield.

The maximum VFEM.DE drawdown since its inception was -33.42%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for VFEM.DE and SPDW.

Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) has a higher volatility of 5.12% compared to SPDR Portfolio World ex-US ETF (SPDW) at 2.92%. This indicates that VFEM.DE's price experiences larger fluctuations and is considered to be riskier than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.