VFEM.L vs. VOO
Compare and contrast key facts about Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) and Vanguard S&P 500 ETF (VOO).
VFEM.L and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both VFEM.L and VOO 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 VOO.
Performance
VFEM.L vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VFEM.L achieves a 10.72% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, VFEM.L has underperformed VOO with an annualized return of 7.82%, while VOO has yielded a comparatively higher 13.12% annualized return.
VFEM.L
10.72%
-2.71%
-0.43%
13.17%
7.14%
7.82%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| VFEM.L | VOO | |
|---|---|---|
| Sharpe Ratio | 0.96 | 2.64 |
| Sortino Ratio | 1.46 | 3.53 |
| Omega Ratio | 1.18 | 1.49 |
| Calmar Ratio | 1.50 | 3.81 |
| Martin Ratio | 4.49 | 17.34 |
| Ulcer Index | 2.81% | 1.86% |
| Daily Std Dev | 13.17% | 12.20% |
| Max Drawdown | -31.32% | -33.99% |
| Current Drawdown | -5.06% | -2.16% |
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VFEM.L vs. VOO - Expense Ratio Comparison
VFEM.L has a 0.22% expense ratio, which is higher than VOO's 0.03% 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 VOO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VFEM.L vs. VOO - 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 S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
VFEM.L's dividend yield for the trailing twelve months is around 1.08%, less than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VFEM.L vs. VOO - Drawdown Comparison
The maximum VFEM.L drawdown since its inception was -31.32%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VFEM.L and VOO. For additional features, visit the drawdowns tool.
Volatility
VFEM.L vs. VOO - Volatility Comparison
Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) has a higher volatility of 5.49% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that VFEM.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.