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XFVT.L vs. EMV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFVT.L vs. EMV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.L) and iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.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, XFVT.L achieves a 5.81% return, which is significantly lower than EMV.L's 20.08% return. Over the past 10 years, XFVT.L has underperformed EMV.L with an annualized return of 6.44%, while EMV.L has yielded a comparatively higher 6.86% annualized return.


XFVT.L

1D
2.80%
1M
3.84%
YTD
5.81%
6M
5.40%
1Y
55.07%
3Y*
12.82%
5Y*
0.52%
10Y*
6.44%

EMV.L

1D
-0.56%
1M
1.26%
YTD
20.08%
6M
20.48%
1Y
27.11%
3Y*
12.87%
5Y*
6.74%
10Y*
6.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFVT.L vs. EMV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XFVT.L
Xtrackers Vietnam Swap UCITS ETF 1C
5.81%57.38%-8.97%-0.07%-37.94%33.66%13.67%0.55%-6.19%36.66%
EMV.L
iShares Edge MSCI EM Minimum Volatility UCITS ETF
20.08%5.04%10.84%1.45%-4.20%5.93%4.08%3.48%-0.20%15.47%

Correlation

The correlation between XFVT.L and EMV.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.27

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

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

0.37

The correlation between XFVT.L and EMV.L shifts across timeframes, from 0.27 (3 years) to 0.38 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

XFVT.L vs. EMV.L — Risk / Return Rank

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

XFVT.L
XFVT.L Risk / Return Rank: 6767
Overall Rank
XFVT.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XFVT.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
XFVT.L Omega Ratio Rank: 6565
Omega Ratio Rank
XFVT.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
XFVT.L Martin Ratio Rank: 5858
Martin Ratio Rank

EMV.L
EMV.L Risk / Return Rank: 7878
Overall Rank
EMV.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EMV.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
EMV.L Omega Ratio Rank: 8383
Omega Ratio Rank
EMV.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
EMV.L Martin Ratio Rank: 7272
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.

XFVT.L vs. EMV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.L) and iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.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.


XFVT.LEMV.LDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.33

1.43

-0.10

Calmar ratioReturn relative to maximum drawdown

3.25

3.46

-0.21

Martin ratioReturn relative to average drawdown

8.84

11.45

-2.61

XFVT.L vs. EMV.L - Sharpe Ratio Comparison

The current XFVT.L Sharpe Ratio is 2.03, which is comparable to the EMV.L Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of XFVT.L and EMV.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

XFVT.L vs. EMV.L - Drawdown Comparison

The maximum XFVT.L drawdown since its inception was -87.46%, which is greater than EMV.L's maximum drawdown of -44.99%. Use the drawdown chart below to compare losses from any high point for XFVT.L and EMV.L.


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Drawdown Indicators


XFVT.LEMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-87.46%

-44.99%

-42.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.42%

-7.93%

-9.49%

Max Drawdown (3Y)

Largest decline over 3 years

-36.89%

-21.33%

-15.56%

Max Drawdown (5Y)

Largest decline over 5 years

-51.80%

-21.33%

-30.47%

Max Drawdown (10Y)

Largest decline over 10 years

-51.80%

-22.59%

-29.21%

Current Drawdown

Current decline from peak

-63.84%

-2.88%

-60.96%

Average Drawdown

Average peak-to-trough decline

-74.09%

-16.50%

-57.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.41%

2.40%

+4.01%

Volatility

XFVT.L vs. EMV.L - Volatility Comparison

Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.L) has a higher volatility of 7.23% compared to iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.L) at 5.83%. This indicates that XFVT.L's price experiences larger fluctuations and is considered to be riskier than EMV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFVT.LEMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

5.83%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

19.63%

10.89%

+8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

27.92%

12.40%

+15.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.01%

17.99%

+11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

16.60%

+9.28%

XFVT.L vs. EMV.L - Expense Ratio Comparison

XFVT.L has a 0.85% expense ratio, which is higher than EMV.L's 0.40% expense ratio.


Dividends

XFVT.L vs. EMV.L - Dividend Comparison

Neither XFVT.L nor EMV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XFVT.L and EMV.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMV.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMV.L is cheaper with a 0.40% expense ratio, compared with 0.85% for XFVT.L.

XFVT.L tracks STOXX Vietnam Total Market Liquid, while EMV.L tracks MSCI EM NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.85% for XFVT.L and 0.40% for EMV.L.

Portfolio Optimizer

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