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VUSD.L vs. VFEM.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSD.L and VFEM.L is 0.61, 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.


-0.50.00.51.00.6

Performance

VUSD.L vs. VFEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 UCITS ETF (VUSD.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%SeptemberOctoberNovemberDecember2025February
465.66%
127.65%
VUSD.L
VFEM.L

Key characteristics

Sharpe Ratio

VUSD.L:

1.87

VFEM.L:

1.25

Sortino Ratio

VUSD.L:

2.57

VFEM.L:

1.85

Omega Ratio

VUSD.L:

1.35

VFEM.L:

1.23

Calmar Ratio

VUSD.L:

3.00

VFEM.L:

2.44

Martin Ratio

VUSD.L:

11.67

VFEM.L:

5.98

Ulcer Index

VUSD.L:

1.96%

VFEM.L:

2.74%

Daily Std Dev

VUSD.L:

12.21%

VFEM.L:

13.03%

Max Drawdown

VUSD.L:

-33.93%

VFEM.L:

-31.32%

Current Drawdown

VUSD.L:

-0.05%

VFEM.L:

-0.79%

Returns By Period

In the year-to-date period, VUSD.L achieves a 3.22% return, which is significantly higher than VFEM.L's 2.84% return. Over the past 10 years, VUSD.L has outperformed VFEM.L with an annualized return of 12.92%, while VFEM.L has yielded a comparatively lower 8.31% annualized return.


VUSD.L

YTD

3.22%

1M

1.85%

6M

10.99%

1Y

22.89%

5Y*

14.18%

10Y*

12.92%

VFEM.L

YTD

2.84%

1M

1.07%

6M

7.99%

1Y

16.37%

5Y*

7.90%

10Y*

8.31%

*Annualized

Compare stocks, funds, or ETFs

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


VUSD.L vs. VFEM.L - Expense Ratio Comparison

VUSD.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%.


VFEM.L
Vanguard FTSE Emerging Markets UCITS ETF Distributing
Expense ratio chart for VFEM.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for VUSD.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VUSD.L vs. VFEM.L — Risk-Adjusted Performance Rank

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

VUSD.L
The Risk-Adjusted Performance Rank of VUSD.L is 7777
Overall Rank
The Sharpe Ratio Rank of VUSD.L is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSD.L is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VUSD.L is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VUSD.L is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VUSD.L is 8080
Martin Ratio Rank

VFEM.L
The Risk-Adjusted Performance Rank of VFEM.L is 5454
Overall Rank
The Sharpe Ratio Rank of VFEM.L is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VFEM.L is 4949
Sortino Ratio Rank
The Omega Ratio Rank of VFEM.L is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VFEM.L is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VFEM.L is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VUSD.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 (VUSD.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.


Sharpe ratio
The chart of Sharpe ratio for VUSD.L, currently valued at 1.87, compared to the broader market0.002.004.001.871.10
The chart of Sortino ratio for VUSD.L, currently valued at 2.57, compared to the broader market0.005.0010.002.571.64
The chart of Omega ratio for VUSD.L, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.20
The chart of Calmar ratio for VUSD.L, currently valued at 3.00, compared to the broader market0.005.0010.0015.0020.003.001.34
The chart of Martin ratio for VUSD.L, currently valued at 11.67, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.673.69
VUSD.L
VFEM.L

The current VUSD.L Sharpe Ratio is 1.87, which is higher than the VFEM.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VUSD.L and VFEM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.87
1.10
VUSD.L
VFEM.L

Dividends

VUSD.L vs. VFEM.L - Dividend Comparison

VUSD.L's dividend yield for the trailing twelve months is around 0.99%, less than VFEM.L's 22.36% yield.


TTM20242023202220212020201920182017201620152014
VUSD.L
Vanguard S&P 500 UCITS ETF
0.99%1.03%1.22%1.43%1.06%1.34%1.45%1.78%1.54%1.72%1.78%1.57%
VFEM.L
Vanguard FTSE Emerging Markets UCITS ETF Distributing
22.36%22.99%5.28%6.54%4.52%3.89%2.68%2.74%2.26%2.21%2.81%2.57%

Drawdowns

VUSD.L vs. VFEM.L - Drawdown Comparison

The maximum VUSD.L drawdown since its inception was -33.93%, which is greater than VFEM.L's maximum drawdown of -31.32%. Use the drawdown chart below to compare losses from any high point for VUSD.L and VFEM.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.05%
-4.32%
VUSD.L
VFEM.L

Volatility

VUSD.L vs. VFEM.L - Volatility Comparison

Vanguard S&P 500 UCITS ETF (VUSD.L) has a higher volatility of 3.85% compared to Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) at 3.32%. This indicates that VUSD.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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.85%
3.32%
VUSD.L
VFEM.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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