Correlation
The correlation between VUSA.L and VFEM.L 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.
VUSA.L vs. VFEM.L
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSA.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L).
VUSA.L and VFEM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012. 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. Both VUSA.L and VFEM.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: VUSA.L or VFEM.L.
Performance
VUSA.L vs. VFEM.L - Performance Comparison
Loading data...
Key characteristics
VUSA.L:
0.43
VFEM.L:
0.35
VUSA.L:
0.77
VFEM.L:
0.74
VUSA.L:
1.11
VFEM.L:
1.09
VUSA.L:
0.38
VFEM.L:
0.47
VUSA.L:
1.16
VFEM.L:
1.67
VUSA.L:
6.93%
VFEM.L:
4.29%
VUSA.L:
16.74%
VFEM.L:
15.67%
VUSA.L:
-25.47%
VFEM.L:
-31.32%
VUSA.L:
-11.26%
VFEM.L:
-5.78%
Returns By Period
In the year-to-date period, VUSA.L achieves a -7.13% return, which is significantly lower than VFEM.L's -1.45% return. Over the past 10 years, VUSA.L has outperformed VFEM.L with an annualized return of 13.91%, while VFEM.L has yielded a comparatively lower 7.57% annualized return.
VUSA.L
-7.13%
5.97%
-7.47%
7.25%
11.56%
13.76%
13.91%
VFEM.L
-1.45%
3.36%
0.09%
5.48%
6.69%
9.26%
7.57%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VUSA.L vs. VFEM.L - Expense Ratio Comparison
VUSA.L has a 0.07% expense ratio, which is lower than VFEM.L's 0.22% 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
VUSA.L vs. VFEM.L — Risk-Adjusted Performance Rank
VUSA.L
VFEM.L
VUSA.L vs. VFEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.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.
Loading data...
Dividends
VUSA.L vs. VFEM.L - Dividend Comparison
VUSA.L's dividend yield for the trailing twelve months is around 1.10%, less than VFEM.L's 1.62% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | 1.10% | 1.00% | 1.24% | 1.41% | 1.04% | 1.44% | 1.50% | 1.72% | 1.61% | 1.58% | 1.73% | 1.50% |
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | 1.62% | 2.27% | 5.28% | 6.54% | 4.52% | 3.89% | 2.67% | 2.73% | 2.27% | 2.22% | 2.82% | 2.57% |
Drawdowns
VUSA.L vs. VFEM.L - Drawdown Comparison
The maximum VUSA.L drawdown since its inception was -25.47%, smaller than the maximum VFEM.L drawdown of -31.32%. Use the drawdown chart below to compare losses from any high point for VUSA.L and VFEM.L.
Loading data...
Volatility
VUSA.L vs. VFEM.L - Volatility Comparison
Vanguard S&P 500 UCITS ETF (VUSA.L) has a higher volatility of 5.55% compared to Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) at 4.65%. This indicates that VUSA.L's price experiences larger fluctuations and is considered to be riskier than VFEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...