VFEM.DE vs. VWO
Compare and contrast key facts about Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) and Vanguard FTSE Emerging Markets ETF (VWO).
VFEM.DE and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both VFEM.DE and VWO 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 VWO.
Key characteristics
| VFEM.DE | VWO | |
|---|---|---|
| YTD Return | 18.16% | 12.13% |
| 1Y Return | 20.56% | 19.33% |
| 3Y Return (Ann) | 1.16% | -1.23% |
| 5Y Return (Ann) | 4.88% | 4.69% |
| Sharpe Ratio | 1.54 | 1.31 |
| Sortino Ratio | 2.19 | 1.90 |
| Omega Ratio | 1.28 | 1.24 |
| Calmar Ratio | 1.18 | 0.80 |
| Martin Ratio | 8.60 | 7.26 |
| Ulcer Index | 2.39% | 2.69% |
| Daily Std Dev | 13.47% | 14.95% |
| Max Drawdown | -31.59% | -67.68% |
| Current Drawdown | -3.82% | -9.74% |
Correlation
The correlation between VFEM.DE and VWO is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VFEM.DE vs. VWO - Performance Comparison
In the year-to-date period, VFEM.DE achieves a 18.16% return, which is significantly higher than VWO's 12.13% 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. VWO - Expense Ratio Comparison
VFEM.DE has a 0.22% expense ratio, which is higher than VWO's 0.08% 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%.
Risk-Adjusted Performance
VFEM.DE vs. VWO - 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 Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
VFEM.DE's dividend yield for the trailing twelve months is around 2.31%, less than VWO's 2.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.64% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
VFEM.DE vs. VWO - Drawdown Comparison
The maximum VFEM.DE drawdown since its inception was -31.59%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for VFEM.DE and VWO. For additional features, visit the drawdowns tool.
Volatility
VFEM.DE vs. VWO - Volatility Comparison
Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) has a higher volatility of 5.36% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 5.08%. This indicates that VFEM.DE's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.