GACA.DE vs. VNRT.DE
GACA.DE (Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both Large Cap Blend Equities funds - GACA.DE tracks the Goldman Sachs ActiveBeta US Large Cap Equity while VNRT.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, GACA.DE returned 13.63%/yr vs 14.33%/yr for VNRT.DE. With a 0.97 correlation, they move nearly in lockstep. GACA.DE charges 0.14%/yr vs 0.10%/yr for VNRT.DE.
Performance
GACA.DE vs. VNRT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GACA.DE achieves a 10.44% return, which is significantly lower than VNRT.DE's 11.18% return.
GACA.DE
- 1D
- -0.16%
- 1M
- 5.10%
- YTD
- 10.44%
- 6M
- 10.26%
- 1Y
- 20.78%
- 3Y*
- 17.51%
- 5Y*
- 13.63%
- 10Y*
- —
VNRT.DE
- 1D
- -0.06%
- 1M
- 4.58%
- YTD
- 11.18%
- 6M
- 10.72%
- 1Y
- 25.15%
- 3Y*
- 19.05%
- 5Y*
- 14.33%
- 10Y*
- —
GACA.DE vs. VNRT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 10.44% | 3.94% | 29.59% | 21.02% | -14.66% | 38.66% | 7.33% | 8.54% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.18% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 8.35% | 9.66% |
Correlation
The correlation between GACA.DE and VNRT.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2019 | 0.97 |
The correlation between GACA.DE and VNRT.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
GACA.DE vs. VNRT.DE — Risk / Return Rank
GACA.DE
VNRT.DE
GACA.DE vs. VNRT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE). 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.
| GACA.DE | VNRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.41 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.55 | -1.23 |
| Martin ratioReturn relative to average drawdown | 8.09 | 12.68 | -4.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GACA.DE | VNRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 2.20 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.93 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.87 | -0.03 |
Drawdowns
GACA.DE vs. VNRT.DE - Drawdown Comparison
The maximum GACA.DE drawdown since its inception was -33.50%, roughly equal to the maximum VNRT.DE drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for GACA.DE and VNRT.DE.
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Drawdown Indicators
| GACA.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -34.52% | +1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -7.10% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -23.32% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -23.32% | -0.36% |
Current DrawdownCurrent decline from peak | -0.33% | -0.35% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -4.44% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 1.99% | +0.58% |
Volatility
GACA.DE vs. VNRT.DE - Volatility Comparison
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) has a higher volatility of 3.46% compared to Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) at 2.64%. This indicates that GACA.DE's price experiences larger fluctuations and is considered to be riskier than VNRT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GACA.DE | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.64% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 7.50% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 11.47% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 15.27% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 16.82% | +0.40% |
GACA.DE vs. VNRT.DE - Expense Ratio Comparison
GACA.DE has a 0.14% expense ratio, which is higher than VNRT.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GACA.DE vs. VNRT.DE - Dividend Comparison
GACA.DE has not paid dividends to shareholders, while VNRT.DE's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.88% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
Frequently Asked Questions
With a correlation of 0.94, GACA.DE and VNRT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VNRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.DE is cheaper with a 0.10% expense ratio, compared with 0.14% for GACA.DE.
GACA.DE tracks Goldman Sachs ActiveBeta US Large Cap Equity, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: Goldman Sachs and Vanguard. Their fees differ too: 0.14% for GACA.DE and 0.10% for VNRT.DE.
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