VGVF.DE vs. AMEM.DE
Compare and contrast key facts about Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE).
VGVF.DE and AMEM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGVF.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed. It was launched on Sep 24, 2019. AMEM.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Emerging Markets. It was launched on Nov 30, 2010. Both VGVF.DE and AMEM.DE 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: VGVF.DE or AMEM.DE.
Key characteristics
| VGVF.DE | AMEM.DE | |
|---|---|---|
| YTD Return | 18.12% | 14.66% |
| 1Y Return | 26.59% | 19.01% |
| 3Y Return (Ann) | 7.86% | 0.85% |
| Sharpe Ratio | 2.49 | 1.35 |
| Sortino Ratio | 3.23 | 1.93 |
| Omega Ratio | 1.51 | 1.25 |
| Calmar Ratio | 3.13 | 0.85 |
| Martin Ratio | 15.20 | 6.77 |
| Ulcer Index | 1.75% | 2.75% |
| Daily Std Dev | 10.65% | 13.76% |
| Max Drawdown | -33.54% | -35.87% |
| Current Drawdown | -2.55% | -5.70% |
Correlation
The correlation between VGVF.DE and AMEM.DE is 0.71, 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.
Performance
VGVF.DE vs. AMEM.DE - Performance Comparison
In the year-to-date period, VGVF.DE achieves a 18.12% return, which is significantly higher than AMEM.DE's 14.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGVF.DE vs. AMEM.DE - Expense Ratio Comparison
VGVF.DE has a 0.12% expense ratio, which is lower than AMEM.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VGVF.DE vs. AMEM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.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.
Dividends
VGVF.DE vs. AMEM.DE - Dividend Comparison
Neither VGVF.DE nor AMEM.DE has paid dividends to shareholders.
Drawdowns
VGVF.DE vs. AMEM.DE - Drawdown Comparison
The maximum VGVF.DE drawdown since its inception was -33.54%, smaller than the maximum AMEM.DE drawdown of -35.87%. Use the drawdown chart below to compare losses from any high point for VGVF.DE and AMEM.DE. For additional features, visit the drawdowns tool.
Volatility
VGVF.DE vs. AMEM.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) is 2.28%, while Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) has a volatility of 4.02%. This indicates that VGVF.DE experiences smaller price fluctuations and is considered to be less risky than AMEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.