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VFEM.L vs. V3PL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFEM.L vs. V3PL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) and Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VFEM.L is traded in GBP, while V3PL.DE is traded in EUR. To make them comparable, the V3PL.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VFEM.L achieves a 10.41% return, which is significantly lower than V3PL.DE's 30.43% return.


VFEM.L

1D
1.96%
1M
-0.07%
YTD
10.41%
6M
11.41%
1Y
25.82%
3Y*
14.24%
5Y*
5.97%
10Y*
9.54%

V3PL.DE

1D
-1.71%
1M
4.67%
YTD
30.43%
6M
33.08%
1Y
53.12%
3Y*
19.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFEM.L vs. V3PL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
VFEM.L
Vanguard FTSE Emerging Markets UCITS ETF Distributing
10.41%16.90%14.50%1.36%1.73%
V3PL.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing
30.43%22.44%2.73%8.11%6.27%

Correlation

The correlation between VFEM.L and V3PL.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2022

0.58

The correlation between VFEM.L and V3PL.DE has been stable across timeframes, ranging from 0.58 to 0.60 - a consistent structural relationship.

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Return for Risk

VFEM.L vs. V3PL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFEM.L
VFEM.L Risk / Return Rank: 6262
Overall Rank
VFEM.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VFEM.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
VFEM.L Omega Ratio Rank: 6262
Omega Ratio Rank
VFEM.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
VFEM.L Martin Ratio Rank: 6060
Martin Ratio Rank

V3PL.DE
V3PL.DE Risk / Return Rank: 8686
Overall Rank
V3PL.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
V3PL.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
V3PL.DE Omega Ratio Rank: 8686
Omega Ratio Rank
V3PL.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
V3PL.DE Martin Ratio Rank: 8484
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.L vs. V3PL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) and Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VFEM.LV3PL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.33

1.58

-0.25

Calmar ratioReturn relative to maximum drawdown

2.88

4.67

-1.79

Martin ratioReturn relative to average drawdown

9.32

16.88

-7.56

VFEM.L vs. V3PL.DE - Sharpe Ratio Comparison

The current VFEM.L Sharpe Ratio is 1.83, which is lower than the V3PL.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of VFEM.L and V3PL.DE, 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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Drawdowns

VFEM.L vs. V3PL.DE - Drawdown Comparison

The maximum VFEM.L drawdown since its inception was -32.13%, which is greater than V3PL.DE's maximum drawdown of -15.48%. Use the drawdown chart below to compare losses from any high point for VFEM.L and V3PL.DE.


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Drawdown Indicators


VFEM.LV3PL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.13%

-15.48%

-16.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-11.58%

+2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-15.48%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-19.58%

Max Drawdown (10Y)

Largest decline over 10 years

-25.90%

Current Drawdown

Current decline from peak

-2.67%

-1.75%

-0.92%

Average Drawdown

Average peak-to-trough decline

-8.58%

-2.91%

-5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.21%

-0.45%

Volatility

VFEM.L vs. V3PL.DE - Volatility Comparison

The current volatility for Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) is 5.13%, while Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE) has a volatility of 6.79%. This indicates that VFEM.L experiences smaller price fluctuations and is considered to be less risky than V3PL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFEM.LV3PL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

6.79%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

15.07%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.09%

17.45%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

14.65%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

14.65%

+2.84%

VFEM.L vs. V3PL.DE - Expense Ratio Comparison

VFEM.L has a 0.22% expense ratio, which is higher than V3PL.DE's 0.17% 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.L vs. V3PL.DE - Dividend Comparison

VFEM.L's dividend yield for the trailing twelve months is around 2.06%, more than V3PL.DE's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
V3PL.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing
1.42%1.90%2.16%2.13%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFEM.L
Vanguard FTSE Emerging Markets UCITS ETF Distributing
2.06%2.36%2.31%2.63%3.28%2.26%1.94%2.43%2.73%2.22%2.22%2.82%

Frequently Asked Questions


VFEM.L and V3PL.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V3PL.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V3PL.DE is cheaper with a 0.17% expense ratio, compared with 0.22% for VFEM.L.

VFEM.L is categorized as Emerging Markets Equities, while V3PL.DE is Asia Pacific Equities. VFEM.L tracks MSCI EM NR USD, while V3PL.DE tracks FTSE Developed Asia Pacific All Cap Choice. Their fees differ too: 0.22% for VFEM.L and 0.17% for V3PL.DE.

Portfolio Optimizer

Find the right allocation for VFEM.L and V3PL.DE

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

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