VFEM.L vs. EEMA
Compare and contrast key facts about Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) and iShares MSCI Emerging Markets Asia ETF (EEMA).
VFEM.L and EEMA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFEM.L is a passively managed fund by Vanguard that tracks the performance of the MSCI EM NR USD. It was launched on May 22, 2012. EEMA is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Asia Index. It was launched on Feb 8, 2012. Both VFEM.L and EEMA 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.L or EEMA.
Performance
VFEM.L vs. EEMA - Performance Comparison
Returns By Period
In the year-to-date period, VFEM.L achieves a 10.72% return, which is significantly lower than EEMA's 12.55% return. Over the past 10 years, VFEM.L has outperformed EEMA with an annualized return of 7.82%, while EEMA has yielded a comparatively lower 4.19% annualized return.
VFEM.L
10.72%
-2.71%
-0.43%
13.17%
7.14%
7.82%
EEMA
12.55%
-5.91%
1.63%
17.05%
3.85%
4.19%
Key characteristics
| VFEM.L | EEMA | |
|---|---|---|
| Sharpe Ratio | 0.96 | 0.96 |
| Sortino Ratio | 1.46 | 1.45 |
| Omega Ratio | 1.18 | 1.18 |
| Calmar Ratio | 1.50 | 0.50 |
| Martin Ratio | 4.49 | 4.58 |
| Ulcer Index | 2.81% | 3.71% |
| Daily Std Dev | 13.17% | 17.84% |
| Max Drawdown | -31.32% | -44.19% |
| Current Drawdown | -5.06% | -20.54% |
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VFEM.L vs. EEMA - Expense Ratio Comparison
VFEM.L has a 0.22% expense ratio, which is lower than EEMA's 0.50% expense ratio.
Correlation
The correlation between VFEM.L and EEMA is 0.77, 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.
Risk-Adjusted Performance
VFEM.L vs. EEMA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) and iShares MSCI Emerging Markets Asia ETF (EEMA). 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.L vs. EEMA - Dividend Comparison
VFEM.L's dividend yield for the trailing twelve months is around 1.08%, less than EEMA's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | 1.08% | 5.28% | 6.54% | 4.52% | 3.89% | 2.68% | 2.74% | 2.26% | 2.21% | 2.81% | 2.57% | 2.48% |
EEMA iShares MSCI Emerging Markets Asia ETF | 1.92% | 2.25% | 1.78% | 2.19% | 1.15% | 1.86% | 2.17% | 1.73% | 1.74% | 2.44% | 1.33% | 2.42% |
Drawdowns
VFEM.L vs. EEMA - Drawdown Comparison
The maximum VFEM.L drawdown since its inception was -31.32%, smaller than the maximum EEMA drawdown of -44.19%. Use the drawdown chart below to compare losses from any high point for VFEM.L and EEMA. For additional features, visit the drawdowns tool.
Volatility
VFEM.L vs. EEMA - Volatility Comparison
The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) is 5.19%, while iShares MSCI Emerging Markets Asia ETF (EEMA) has a volatility of 5.74%. This indicates that VFEM.L experiences smaller price fluctuations and is considered to be less risky than EEMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.