OM3L.DE vs. VNRA.DE
OM3L.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and VNRA.DE (Vanguard FTSE North America UCITS ETF (USD) Accumulating) are both Large Cap Blend Equities funds - OM3L.DE tracks the MSCI USA ESG Enhanced Focus while VNRA.DE tracks the FTSE North America. Both are passively managed. Over the past 5 years, OM3L.DE returned 13.77%/yr vs 14.38%/yr for VNRA.DE. With a 0.99 correlation, they move nearly in lockstep. OM3L.DE charges 0.07%/yr vs 0.10%/yr for VNRA.DE.
Performance
OM3L.DE vs. VNRA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3L.DE achieves a 10.41% return, which is significantly lower than VNRA.DE's 11.15% return.
OM3L.DE
- 1D
- -0.11%
- 1M
- 4.57%
- YTD
- 10.41%
- 6M
- 9.75%
- 1Y
- 23.08%
- 3Y*
- 17.98%
- 5Y*
- 13.77%
- 10Y*
- —
VNRA.DE
- 1D
- -0.02%
- 1M
- 4.57%
- YTD
- 11.15%
- 6M
- 10.70%
- 1Y
- 25.18%
- 3Y*
- 19.14%
- 5Y*
- 14.38%
- 10Y*
- —
OM3L.DE vs. VNRA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 10.41% | 2.65% | 31.09% | 23.69% | -16.09% | 40.76% | 12.80% | 9.43% |
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 11.15% | 5.41% | 32.23% | 22.65% | -15.14% | 38.59% | 9.69% | 8.03% |
Correlation
The correlation between OM3L.DE and VNRA.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.99 |
The correlation between OM3L.DE and VNRA.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
OM3L.DE vs. VNRA.DE — Risk / Return Rank
OM3L.DE
VNRA.DE
OM3L.DE vs. VNRA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) and Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.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.
| OM3L.DE | VNRA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 3.52 | -0.68 |
| Martin ratioReturn relative to average drawdown | 9.78 | 12.55 | -2.77 |
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
| OM3L.DE | VNRA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.19 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.93 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.87 | +0.03 |
Drawdowns
OM3L.DE vs. VNRA.DE - Drawdown Comparison
The maximum OM3L.DE drawdown since its inception was -33.35%, roughly equal to the maximum VNRA.DE drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for OM3L.DE and VNRA.DE.
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Drawdown Indicators
| OM3L.DE | VNRA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -34.48% | +1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -7.14% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -24.21% | -23.30% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -23.30% | -0.91% |
Current DrawdownCurrent decline from peak | -0.41% | -0.35% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -4.72% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.01% | +0.36% |
Volatility
OM3L.DE vs. VNRA.DE - Volatility Comparison
iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) and Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) have volatilities of 2.71% and 2.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OM3L.DE | VNRA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.61% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 7.47% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 11.49% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 15.22% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 17.40% | 0.00% |
OM3L.DE vs. VNRA.DE - Expense Ratio Comparison
OM3L.DE has a 0.07% expense ratio, which is lower than VNRA.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
OM3L.DE vs. VNRA.DE - Dividend Comparison
OM3L.DE's dividend yield for the trailing twelve months is around 0.81%, while VNRA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 0.81% | 0.89% | 0.99% | 2.46% | 2.99% | 2.12% | 2.86% | 2.21% |
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.89% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, OM3L.DE and VNRA.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, OM3L.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3L.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VNRA.DE.
OM3L.DE tracks MSCI USA ESG Enhanced Focus, while VNRA.DE tracks FTSE North America. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for OM3L.DE and 0.10% for VNRA.DE.
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