BacktestPortfolios.com
Backtest any portfolio free - stocks, ETFs, crypto & gold, history back to 1871.
vs

VEA vs VWO: Performance & Backtest Comparison

VEA delivered the higher return - 5.11% CAGR vs 3.89% - over 2007-08-31 → 2026-07-31.

Growth comparison

Drawdown

Annual returns

VEAVWO
NameVanguard FTSE Developed Markets ETFVanguard FTSE Emerging Markets ETF
CAGR5.11%3.89%
Total return157.87%106.60%
Volatility17.81%20.47%
Max drawdown-57.05%Feb 2009-61.69%Feb 2009
Sharpe0.290.22
Sortino0.410.31
Best year35.17%76.31%
Worst year-40.62%-52.46%
Final balance$25,787$20,660

Correlation of monthly returns: 0.86. Wondering if you need both? Check their fund overlap →

All figures are total returns: every dividend and distribution is reinvested on its ex-date, and prices are split-adjusted. See the methodology.

Which has performed better, VEA or VWO?

Over 2007-08-31 to 2026-07-31, VEA performed better: 5.11% annualized versus 3.89% for VWO, with dividends reinvested. Past performance does not guarantee future results.

How similar are VEA and VWO?

Their monthly returns have a correlation of 0.86 over the common period. VEA is Vanguard FTSE Developed Markets ETF; VWO is Vanguard FTSE Emerging Markets ETF.

Which is riskier, VEA or VWO?

Over the common period VEA had 17.81% annualized volatility and a -57.05% max drawdown, versus 20.47% and -61.69% for VWO.