Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in Vanguard ESG North America All Cap UCITS ETF USD Income, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Different Benchmark Currency
V3NM.L is traded in GBP, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBP using the latest available exchange rates.
Returns By Period
Vanguard ESG North America All Cap UCITS ETF USD Income (V3NM.L) has returned -7.25% so far this year and 13.07% over the past 12 months.
Vanguard ESG North America All Cap UCITS ETF USD Income
- 1D
- 0.77%
- 1M
- -5.45%
- YTD
- -7.25%
- 6M
- -3.87%
- 1Y
- 13.07%
- 3Y*
- 14.23%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.61%
- 1M
- -3.22%
- YTD
- -2.82%
- 6M
- -0.72%
- 1Y
- 13.66%
- 3Y*
- 14.01%
- 5Y*
- 11.18%
- 10Y*
- 12.98%
Monthly Returns
Based on dividend-adjusted daily data since Aug 18, 2022, V3NM.L's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.
Historically, 55% of months were positive and 45% were negative. The best month was Nov 2024 with a return of +7.4%, while the worst month was Mar 2025 at -8.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, V3NM.L closed higher 52% of trading days. The best single day was Apr 8, 2025 with a return of +4.1%, while the worst single day was Apr 3, 2025 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.99% | 0.09% | -5.45% | -7.25% | |||||||||
| 2025 | 4.23% | -6.04% | -8.93% | -3.08% | 6.67% | 3.32% | 6.89% | -0.55% | 3.59% | 5.45% | -1.10% | -0.63% | 8.72% |
| 2024 | 2.04% | 4.66% | 3.08% | -3.03% | 0.93% | 6.70% | -1.01% | -1.08% | 0.75% | 4.05% | 7.42% | -0.10% | 26.63% |
| 2023 | 5.09% | 0.58% | 0.19% | -0.55% | 3.10% | 4.20% | 2.28% | -0.22% | -1.15% | -3.31% | 5.90% | 5.76% | 23.61% |
| 2022 | -4.80% | -3.61% | 1.33% | -2.10% | -4.43% | -13.01% |
Benchmark Metrics
Vanguard ESG North America All Cap UCITS ETF USD Income has an annualized alpha of 6.40%, beta of 0.50, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since August 19, 2022.
- This ETF captured 107.88% of S&P 500 Index gains and 102.25% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- Beta of 0.50 may look defensive, but with R² of 0.27 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.27 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 6.40%
- Beta
- 0.50
- R²
- 0.27
- Upside Capture
- 107.88%
- Downside Capture
- 102.25%
Return for Risk
Risk / Return Rank
V3NM.L ranks 40 for risk / return — below 40% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard ESG North America All Cap UCITS ETF USD Income (V3NM.L) and compare them to a chosen benchmark (S&P 500 Index).
| V3NM.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.73 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.14 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.24 | -0.19 |
Martin ratioReturn relative to average drawdown | 3.37 | 4.87 | -1.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore V3NM.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Vanguard ESG North America All Cap UCITS ETF USD Income provided a 0.87% dividend yield over the last twelve months, with an annual payout of £0.05 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | £0.05 | £0.05 | £0.05 | £0.05 | £0.01 |
Dividend yield | 0.87% | 0.80% | 0.85% | 1.06% | 0.41% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard ESG North America All Cap UCITS ETF USD Income. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | £0.00 | £0.00 | £0.01 | £0.01 | |||||||||
| 2025 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.01 | £0.05 |
| 2024 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.01 | £0.05 |
| 2023 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.01 | £0.05 |
| 2022 | £0.00 | £0.00 | £0.00 | £0.01 | £0.01 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard ESG North America All Cap UCITS ETF USD Income. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Vanguard ESG North America All Cap UCITS ETF USD Income was 22.46%, occurring on Apr 7, 2025. Recovery took 114 trading sessions.
The current Vanguard ESG North America All Cap UCITS ETF USD Income drawdown is 9.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.46% | Jan 23, 2025 | 53 | Apr 7, 2025 | 114 | Sep 19, 2025 | 167 |
| -14.01% | Aug 22, 2022 | 85 | Dec 20, 2022 | 143 | Jul 19, 2023 | 228 |
| -10.2% | Oct 31, 2025 | 103 | Mar 27, 2026 | — | — | — |
| -7.16% | Jul 17, 2024 | 14 | Aug 5, 2024 | 45 | Oct 8, 2024 | 59 |
| -6.24% | Sep 15, 2023 | 32 | Oct 30, 2023 | 11 | Nov 14, 2023 | 43 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...