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Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) Sharpe Ratio: 1.98

ETF · Currency in EUR · Last updated Jun 5, 2026

Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating tracks the FTSE North America All Cap Choice Index, investing in large-, mid-, and small-cap stocks from the U.S. and Canada filtered according to ESG criteria.

V3YA.DE's Sharpe Ratio of 1.98 indicates that for each unit of volatility, it generates 1.98 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

V3YA.DE Sharpe Ratio Rank

V3YA.DE Sharpe Ratio Rank: 59.960
Average

V3YA.DE ranks above 59.9% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

V3YA.DE Sharpe Ratio Market Positioning

The chart shows V3YA.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.65+
  • Median: 1.71 — half of all investments score higher

How it compares to other similar ETFs

The table compares Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating's Sharpe Ratio with other ETFs in the Large Cap Blend Equities, ESG category across multiple time periods, showing how V3YA.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
H412.DEHSBC USA Sustainable Equity UCITS ETF USD2.90
QDVD.DEiShares MSCI USA Quality Dividend Advanced UCITS ETF2.55
XU61.DEBNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR2.53
XZSP.DEXtrackers S&P 500 ESG UCITS ETF 1C2.47
ZA30.DEiShares S&P 500 ESG UCITS ETF USD Acc2.47
4UBQ.DEUBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc2.47
F500.DEAmundi S&P 500 ESG UCITS ETF Acc2.44
SPPY.DEState Street SPDR S&P 500 Leaders UCITS ETF2.43
IQSA.DEInvesco Global Active ESG Equity UCITS ETF USD Acc2.34
FLXU.DEFranklin U.S. Equity UCITS ETF2.23
V3YA.DEVanguard ESG North America All Cap UCITS ETF (USD) Accumulating1.98

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows V3YA.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when V3YA.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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