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VTI vs. EMVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTI vs. EMVL.L

Last updated Jun 16, 2026

VTI (Vanguard Total Stock Market ETF) and EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while EMVL.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 5 years, VTI returned 12.71%/yr vs 16.74%/yr for EMVL.L. At a 0.46 correlation, their price movements are largely independent. VTI charges 0.03%/yr vs 0.40%/yr for EMVL.L.

Performance

VTI vs. EMVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTI achieves a 11.46% return, which is significantly lower than EMVL.L's 45.06% return.

VTI

1D
1.68%
1M
2.70%
YTD
11.46%
6M
11.76%
1Y
28.40%
3Y*
20.94%
5Y*
12.71%
10Y*
15.23%

EMVL.L

1D
2.91%
1M
8.74%
YTD
45.06%
6M
49.13%
1Y
82.04%
3Y*
36.29%
5Y*
16.74%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. EMVL.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VTI
Vanguard Total Stock Market ETF		11.46%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-7.19%
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		45.06%43.13%14.49%18.37%-16.29%5.29%7.72%17.64%-2.10%

Correlation

The correlation between VTI and EMVL.L is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.53

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

0.44

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

0.43

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.46

The correlation between VTI and EMVL.L has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.

VTI vs. EMVL.L - Sectors Allocation Comparison

Sectors
VTI
EMVL.L

Technology

33.3%
48.9%

Financial Services

11.9%
16.0%

Communication Services

10.1%
1.6%

Consumer Cyclical

9.8%
6.8%

Industrials

9.5%
3.3%

Healthcare

9.1%
1.5%

Consumer Defensive

4.7%
1.2%

Energy

3.8%
7.0%

Utilities

2.7%
1.4%

Real Estate

2.4%
1.7%

Basic Materials

2.0%
8.6%

Technology

VTI
33.3%
EMVL.L
48.9%

Financial Services

VTI
11.9%
EMVL.L
16.0%

Communication Services

VTI
10.1%
EMVL.L
1.6%

Consumer Cyclical

VTI
9.8%
EMVL.L
6.8%

Industrials

VTI
9.5%
EMVL.L
3.3%

Healthcare

VTI
9.1%
EMVL.L
1.5%

Consumer Defensive

VTI
4.7%
EMVL.L
1.2%

Energy

VTI
3.8%
EMVL.L
7.0%

Utilities

VTI
2.7%
EMVL.L
1.4%

Real Estate

VTI
2.4%
EMVL.L
1.7%

Basic Materials

VTI
2.0%
EMVL.L
8.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Total Stock Market ETF

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)

Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ
Often compared with EMVL.L:
EMVL.L vs. EIMI.LEMVL.L vs. AVESEMVL.L vs. AVEMEMVL.L vs. DGSE.LEMVL.L vs. HSEF.LEMVL.L vs. VWOEMVL.L vs. IWDA.L

Return for Risk

VTI vs. EMVL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTI
VTI Risk / Return Rank: 7777
Overall Rank
VTI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 7777
Sortino Ratio Rank
VTI Omega Ratio Rank: 7878
Omega Ratio Rank
VTI Calmar Ratio Rank: 7070
Calmar Ratio Rank
VTI Martin Ratio Rank: 8181
Martin Ratio Rank
EMVL.L
EMVL.L Risk / Return Rank: 9494
Overall Rank
EMVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 9494
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
EMVL.L Martin Ratio Rank: 9393
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.

VTI vs. EMVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VTIEMVL.LDifference
Sharpe ratioReturn per unit of total volatility
2.25
3.73

-1.48

Sortino ratioReturn per unit of downside risk
3.04
4.42

-1.39

Omega ratioGain probability vs. loss probability

1.41

1.64

-0.23

Calmar ratioReturn relative to maximum drawdown

3.20

7.00

-3.80

Martin ratioReturn relative to average drawdown

14.35

22.34

-7.99

VTI vs. EMVL.L - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 2.25, which is lower than the EMVL.L Sharpe Ratio of 3.73. The chart below compares the historical Sharpe Ratios of VTI and EMVL.L, 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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Drawdowns

VTI vs. EMVL.L - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than EMVL.L's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for VTI and EMVL.L.

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Drawdown Indicators

VTIEMVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-34.95%

-20.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-11.65%

+2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-16.42%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-33.55%

+8.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

—

—

Current Drawdown

Current decline from peak

-0.49%

-3.38%

+2.89%

Average Drawdown

Average peak-to-trough decline

-8.02%

-9.53%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

3.66%

-1.68%

Volatility

VTI vs. EMVL.L - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 4.74%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a volatility of 10.29%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than EMVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTIEMVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

10.29%

-5.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

18.92%

-8.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

21.93%

-9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

20.24%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

21.19%

-2.85%

VTI vs. EMVL.L - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than EMVL.L's 0.40% expense ratio.

Dividends

VTI vs. EMVL.L - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.01%, while EMVL.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(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%
VTI
Vanguard Total Stock Market ETF		1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

VTI and EMVL.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.40% for EMVL.L.

VTI is categorized as Large Cap Blend Equities, while EMVL.L is Emerging Markets Equities. VTI tracks CRSP US Total Market Index, while EMVL.L tracks MSCI EM NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VTI and 0.40% for EMVL.L.

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