VFEM.L vs. VUKE.L
Compare and contrast key facts about Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L).
VFEM.L and VUKE.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. VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. Both VFEM.L and VUKE.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 VUKE.L.
Performance
VFEM.L vs. VUKE.L - Performance Comparison
Returns By Period
In the year-to-date period, VFEM.L achieves a 10.72% return, which is significantly higher than VUKE.L's 7.90% return. Over the past 10 years, VFEM.L has outperformed VUKE.L with an annualized return of 7.82%, while VUKE.L has yielded a comparatively lower 5.67% annualized return.
VFEM.L
10.72%
-2.71%
-0.43%
13.17%
7.14%
7.82%
VUKE.L
7.90%
-2.89%
-2.74%
12.78%
5.56%
5.67%
Key characteristics
| VFEM.L | VUKE.L | |
|---|---|---|
| Sharpe Ratio | 0.96 | 1.18 |
| Sortino Ratio | 1.46 | 1.75 |
| Omega Ratio | 1.18 | 1.21 |
| Calmar Ratio | 1.50 | 2.40 |
| Martin Ratio | 4.49 | 6.55 |
| Ulcer Index | 2.81% | 1.73% |
| Daily Std Dev | 13.17% | 9.69% |
| Max Drawdown | -31.32% | -34.27% |
| Current Drawdown | -5.06% | -3.56% |
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VFEM.L vs. VUKE.L - Expense Ratio Comparison
VFEM.L has a 0.22% expense ratio, which is higher than VUKE.L's 0.09% 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 VUKE.L is 0.68, 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. VUKE.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 100 UCITS ETF Distributing (VUKE.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. VUKE.L - Dividend Comparison
VFEM.L's dividend yield for the trailing twelve months is around 1.08%, less than VUKE.L's 3.79% 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% |
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.79% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% | 6.86% | 3.46% |
Drawdowns
VFEM.L vs. VUKE.L - Drawdown Comparison
The maximum VFEM.L drawdown since its inception was -31.32%, smaller than the maximum VUKE.L drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for VFEM.L and VUKE.L. For additional features, visit the drawdowns tool.
Volatility
VFEM.L vs. VUKE.L - Volatility Comparison
Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) has a higher volatility of 5.50% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) at 3.89%. This indicates that VFEM.L's price experiences larger fluctuations and is considered to be riskier than VUKE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.