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

Performance

VFEM.DE vs. VNQ - 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 Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VFEM.DE is traded in EUR, while VNQ is traded in USD. To make them comparable, the VNQ 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 higher than VNQ's 11.01% 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*

VNQ

1D
1.65%
1M
1.02%
YTD
11.01%
6M
9.22%
1Y
9.76%
3Y*
7.13%
5Y*
3.50%
10Y*
5.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFEM.DE vs. VNQ - 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%
VNQ
Vanguard Real Estate ETF
11.01%-9.01%11.73%8.50%-21.68%51.05%-12.47%31.82%-1.62%-0.12%

Correlation

The correlation between VFEM.DE and VNQ is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.18

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

0.19

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

0.21

The correlation between VFEM.DE and VNQ shifts across timeframes, from 0.09 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VFEM.DE vs. VNQ — 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

VNQ
VNQ Risk / Return Rank: 2727
Overall Rank
VNQ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 2424
Sortino Ratio Rank
VNQ Omega Ratio Rank: 2424
Omega Ratio Rank
VNQ Calmar Ratio Rank: 2929
Calmar Ratio Rank
VNQ Martin Ratio Rank: 3131
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. VNQ - 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 Vanguard Real Estate ETF (VNQ). 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.DEVNQDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.32

1.14

+0.18

Calmar ratioReturn relative to maximum drawdown

3.11

1.40

+1.71

Martin ratioReturn relative to average drawdown

10.36

3.57

+6.80

VFEM.DE vs. VNQ - Sharpe Ratio Comparison

The current VFEM.DE Sharpe Ratio is 1.80, which is higher than the VNQ Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of VFEM.DE and VNQ, 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.DEVNQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.76

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.19

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.24

+0.12

Drawdowns

VFEM.DE vs. VNQ - Drawdown Comparison

The maximum VFEM.DE drawdown since its inception was -31.59%, smaller than the maximum VNQ drawdown of -66.71%. Use the drawdown chart below to compare losses from any high point for VFEM.DE and VNQ.


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Drawdown Indicators


VFEM.DEVNQDifference

Max Drawdown

Largest peak-to-trough decline

-31.59%

-66.71%

+35.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-7.01%

-1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-18.56%

-20.46%

+1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-31.09%

+10.98%

Max Drawdown (10Y)

Largest decline over 10 years

-41.98%

Current Drawdown

Current decline from peak

-1.73%

-6.20%

+4.47%

Average Drawdown

Average peak-to-trough decline

-8.24%

-13.79%

+5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.74%

-0.19%

Volatility

VFEM.DE vs. VNQ - Volatility Comparison

Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) has a higher volatility of 5.44% compared to Vanguard Real Estate ETF (VNQ) at 3.58%. This indicates that VFEM.DE's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFEM.DEVNQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

3.58%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

9.35%

+2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

12.96%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

18.12%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

20.88%

-2.68%

VFEM.DE vs. VNQ - Expense Ratio Comparison

VFEM.DE has a 0.22% expense ratio, which is higher than VNQ's 0.13% 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. VNQ - Dividend Comparison

VFEM.DE's dividend yield for the trailing twelve months is around 2.04%, less than VNQ's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VNQ
Vanguard Real Estate ETF
3.63%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%

Frequently Asked Questions


VFEM.DE and VNQ have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VNQ is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VNQ is cheaper with a 0.13% expense ratio, compared with 0.22% for VFEM.DE.

VFEM.DE is categorized as Emerging Markets Equities, while VNQ is REIT. VFEM.DE tracks MSCI EM NR USD, while VNQ tracks MSCI US Investable Market Real Estate 25/50 Index. Their fees differ too: 0.22% for VFEM.DE and 0.13% for VNQ.

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