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VWO vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWO vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Emerging Markets ETF (VWO) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWO achieves a 12.22% return, which is significantly lower than VEXC's 20.21% return.


VWO

1D
-1.41%
1M
2.72%
YTD
12.22%
6M
13.79%
1Y
30.72%
3Y*
18.02%
5Y*
5.17%
10Y*
8.85%

VEXC

1D
-1.20%
1M
4.95%
YTD
20.21%
6M
23.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWO vs. VEXC - Yearly Performance Comparison


Correlation

The correlation between VWO and VEXC is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 3, 2025

0.95

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Return for Risk

VWO vs. VEXC — Risk / Return Rank

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

VWO
VWO Risk / Return Rank: 5656
Overall Rank
VWO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VWO Sortino Ratio Rank: 5555
Sortino Ratio Rank
VWO Omega Ratio Rank: 5757
Omega Ratio Rank
VWO Calmar Ratio Rank: 5454
Calmar Ratio Rank
VWO Martin Ratio Rank: 5656
Martin Ratio Rank

VEXC
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.

VWO vs. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.


VWOVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.76

Martin ratioReturn relative to average drawdown

9.96

VWO vs. VEXC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VWOVEXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

2.21

-1.94

Drawdowns

VWO vs. VEXC - Drawdown Comparison

The maximum VWO drawdown since its inception was -67.68%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for VWO and VEXC.


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Drawdown Indicators


VWOVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-67.68%

-12.42%

-55.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

Max Drawdown (5Y)

Largest decline over 5 years

-32.64%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

Current Drawdown

Current decline from peak

-1.41%

-1.20%

-0.21%

Average Drawdown

Average peak-to-trough decline

-15.82%

-2.23%

-13.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

Volatility

VWO vs. VEXC - Volatility Comparison


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Volatility by Period


VWOVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

18.89%

-3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

18.89%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.20%

18.89%

+0.31%

VWO vs. VEXC - Expense Ratio Comparison

VWO has a 0.08% expense ratio, which is higher than VEXC's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VWO vs. VEXC - Dividend Comparison

VWO's dividend yield for the trailing twelve months is around 2.40%, more than VEXC's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
VEXC
Vanguard Emerging Markets Ex-China ETF
0.74%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
2.40%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

Frequently Asked Questions


With a correlation of 0.95, VWO and VEXC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.08% for VWO.

VWO has the higher dividend yield at 2.40%, compared with 0.74% for VEXC.

VWO tracks FTSE Emerging Index, while VEXC tracks FTSE Emerging ex China Index. Their fees differ too: 0.08% for VWO and 0.07% for VEXC.

Portfolio Optimizer

Find the right allocation for VWO and VEXC

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