VFEM.L vs. VHVG.L
Compare and contrast key facts about Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) and Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L).
VFEM.L and VHVG.L 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. VHVG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 24, 2019. Both VFEM.L and VHVG.L 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 VHVG.L.
Performance
VFEM.L vs. VHVG.L - Performance Comparison
Returns By Period
In the year-to-date period, VFEM.L achieves a 10.72% return, which is significantly lower than VHVG.L's 18.51% return.
VFEM.L
10.72%
-2.71%
-0.43%
13.17%
7.14%
7.82%
VHVG.L
18.51%
2.40%
7.90%
24.30%
12.29%
N/A
Key characteristics
| VFEM.L | VHVG.L | |
|---|---|---|
| Sharpe Ratio | 0.96 | 2.34 |
| Sortino Ratio | 1.46 | 3.27 |
| Omega Ratio | 1.18 | 1.44 |
| Calmar Ratio | 1.50 | 3.79 |
| Martin Ratio | 4.49 | 16.84 |
| Ulcer Index | 2.81% | 1.40% |
| Daily Std Dev | 13.17% | 10.04% |
| Max Drawdown | -31.32% | -25.41% |
| Current Drawdown | -5.06% | -0.80% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFEM.L vs. VHVG.L - Expense Ratio Comparison
VFEM.L has a 0.22% expense ratio, which is higher than VHVG.L's 0.12% 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%.
Correlation
The correlation between VFEM.L and VHVG.L is 0.70, 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. VHVG.L - 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 Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L). 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. VHVG.L - Dividend Comparison
VFEM.L's dividend yield for the trailing twelve months is around 1.08%, while VHVG.L has not paid dividends to shareholders.
| 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% |
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VFEM.L vs. VHVG.L - Drawdown Comparison
The maximum VFEM.L drawdown since its inception was -31.32%, which is greater than VHVG.L's maximum drawdown of -25.41%. Use the drawdown chart below to compare losses from any high point for VFEM.L and VHVG.L. For additional features, visit the drawdowns tool.
Volatility
VFEM.L vs. VHVG.L - Volatility Comparison
Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) has a higher volatility of 5.49% compared to Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) at 3.23%. This indicates that VFEM.L's price experiences larger fluctuations and is considered to be riskier than VHVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.