PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) Sharpe Ratio: 0.50

V3YA.DE's Sharpe Ratio of 0.50 indicates that for each unit of volatility, it generates 0.50 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 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: 25.526
Below Average

V3YA.DE ranks above 25.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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 may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

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%): 0.48 or lower
  • Yellow zone (middle 50%): 0.48 to 1.43
  • Green zone (top 25%): 1.43 or higher
  • Top 1%: 5.92+
  • Median: 0.96 — 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 Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
IBCY.DEiShares Edge MSCI USA Multifactor UCITS ETF1.44
DBX4.DEXtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF1.12
FLXU.DEFranklin U.S. Equity UCITS ETF0.79
H412.DEHSBC USA Sustainable Equity UCITS ETF USD0.73
SPPY.DEState Street SPDR S&P 500 Leaders UCITS ETF0.72
CSY2.DECSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD0.71
XZSP.DEXtrackers S&P 500 ESG UCITS ETF 1C0.71
ZA30.DEiShares S&P 500 ESG UCITS ETF USD Acc0.70
F500.DEAmundi S&P 500 ESG UCITS ETF Acc0.70
4UBQ.DEUBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc0.70
V3YA.DEVanguard ESG North America All Cap UCITS ETF (USD) Accumulating0.50

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.

Loading graphics...

Explore V3YA.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

V3YA.DE Sortino Ratio