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VGEM.DE vs. VGWE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEM.DE vs. VGWE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGEM.DE achieves a 2.34% return, which is significantly lower than VGWE.DE's 12.43% return.


VGEM.DE

1D
0.20%
1M
1.24%
YTD
2.34%
6M
1.63%
1Y
6.72%
3Y*
5.24%
5Y*
2.73%
10Y*

VGWE.DE

1D
0.23%
1M
3.30%
YTD
12.43%
6M
14.13%
1Y
24.76%
3Y*
15.83%
5Y*
11.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEM.DE vs. VGWE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VGEM.DE
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
2.34%-1.55%12.06%5.25%-10.22%5.82%-2.10%
VGWE.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc
12.43%12.81%15.59%7.89%0.02%27.83%6.23%

Correlation

The correlation between VGEM.DE and VGWE.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.31

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Return for Risk

VGEM.DE vs. VGWE.DE — Risk / Return Rank

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

VGEM.DE
VGEM.DE Risk / Return Rank: 3535
Overall Rank
VGEM.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VGEM.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
VGEM.DE Omega Ratio Rank: 3131
Omega Ratio Rank
VGEM.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
VGEM.DE Martin Ratio Rank: 3838
Martin Ratio Rank

VGWE.DE
VGWE.DE Risk / Return Rank: 8181
Overall Rank
VGWE.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGWE.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
VGWE.DE Omega Ratio Rank: 7979
Omega Ratio Rank
VGWE.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
VGWE.DE Martin Ratio Rank: 8181
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.

VGEM.DE vs. VGWE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.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.


VGEM.DEVGWE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.21

1.47

-0.26

Calmar ratioReturn relative to maximum drawdown

2.16

4.11

-1.95

Martin ratioReturn relative to average drawdown

5.71

15.82

-10.12

VGEM.DE vs. VGWE.DE - Sharpe Ratio Comparison

The current VGEM.DE Sharpe Ratio is 1.13, which is lower than the VGWE.DE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of VGEM.DE and VGWE.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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Sharpe Ratios by Period


VGEM.DEVGWE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

2.60

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.99

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

1.10

-0.81

Drawdowns

VGEM.DE vs. VGWE.DE - Drawdown Comparison

The maximum VGEM.DE drawdown since its inception was -19.64%, which is greater than VGWE.DE's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for VGEM.DE and VGWE.DE.


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Drawdown Indicators


VGEM.DEVGWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.64%

-16.43%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-6.00%

+2.90%

Max Drawdown (3Y)

Largest decline over 3 years

-11.98%

-16.43%

+4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-12.46%

-16.43%

+3.97%

Current Drawdown

Current decline from peak

-2.18%

-0.37%

-1.81%

Average Drawdown

Average peak-to-trough decline

-6.63%

-2.37%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.56%

-0.39%

Volatility

VGEM.DE vs. VGWE.DE - Volatility Comparison

The current volatility for Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VGEM.DE) is 1.18%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) has a volatility of 2.38%. This indicates that VGEM.DE experiences smaller price fluctuations and is considered to be less risky than VGWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEM.DEVGWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

2.38%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.96%

7.18%

-3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

5.93%

9.47%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.89%

11.51%

-3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.77%

12.23%

-3.46%

VGEM.DE vs. VGWE.DE - Expense Ratio Comparison

VGEM.DE has a 0.25% expense ratio, which is lower than VGWE.DE's 0.29% expense ratio.


Dividends

VGEM.DE vs. VGWE.DE - Dividend Comparison

VGEM.DE's dividend yield for the trailing twelve months is around 5.06%, while VGWE.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
VGEM.DE
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
5.06%5.60%5.23%5.14%4.84%3.16%3.99%3.87%3.84%0.68%
VGWE.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VGEM.DE and VGWE.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEM.DE is cheaper with a 0.25% expense ratio, compared with 0.29% for VGWE.DE.

VGEM.DE is categorized as Emerging Markets Bonds, while VGWE.DE is Dividend. VGEM.DE tracks Bloomberg EM USD Sovereign + Quasi-Sov, while VGWE.DE tracks FTSE All-World High Dividend Yield Index. Their fees differ too: 0.25% for VGEM.DE and 0.29% for VGWE.DE.

Portfolio Optimizer

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