PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SSAC.L vs. VNRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SSAC.L vs. VNRG.L

Last updated Jun 6, 2026

SSAC.L (iShares MSCI ACWI UCITS ETF (Acc)) and VNRG.L (Vanguard FTSE North America UCITS ETF (USD) Accumulating) are both exchange-traded funds - SSAC.L is a Global Equities fund tracking the MSCI ACWI NR USD, while VNRG.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, SSAC.L returned 12.32%/yr vs 14.40%/yr for VNRG.L. With a 0.96 correlation, they move nearly in lockstep. SSAC.L charges 0.20%/yr vs 0.10%/yr for VNRG.L.

Performance

SSAC.L vs. VNRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SSAC.L is traded in GBp, while VNRG.L is traded in GBP. To make them comparable, the VNRG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SSAC.L achieves a 10.62% return, which is significantly higher than VNRG.L's 9.60% return.

SSAC.L

1D
-1.10%
1M
2.63%
YTD
10.62%
6M
10.60%
1Y
28.46%
3Y*
17.60%
5Y*
12.32%
10Y*
13.35%

VNRG.L

1D
-0.71%
1M
3.96%
YTD
9.60%
6M
8.96%
1Y
27.77%
3Y*
19.11%
5Y*
14.40%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSAC.L vs. VNRG.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)		10.62%13.95%19.63%16.14%-8.56%20.35%11.80%1.49%
VNRG.L
Vanguard FTSE North America UCITS ETF (USD) Accumulating		9.60%10.01%27.28%19.88%-9.85%28.98%16.98%1.78%

Correlation

The correlation between SSAC.L and VNRG.L is 0.95, 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2019

0.96

The correlation between SSAC.L and VNRG.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

SSAC.L vs. VNRG.L - Sectors Allocation Comparison

Sectors
SSAC.L
VNRG.L

Technology

31.1%
34.4%

Financial Services

15.7%
13.0%

Industrials

10.4%
8.3%

Consumer Cyclical

9.1%
9.8%

Communication Services

8.9%
10.9%

Healthcare

8.0%
8.2%

Consumer Defensive

5.0%
4.7%

Energy

4.2%
4.3%

Basic Materials

3.6%
2.4%

Utilities

2.4%
2.3%

Real Estate

1.7%
1.8%

Technology

SSAC.L
31.1%
VNRG.L
34.4%

Financial Services

SSAC.L
15.7%
VNRG.L
13.0%

Industrials

SSAC.L
10.4%
VNRG.L
8.3%

Consumer Cyclical

SSAC.L
9.1%
VNRG.L
9.8%

Communication Services

SSAC.L
8.9%
VNRG.L
10.9%

Healthcare

SSAC.L
8.0%
VNRG.L
8.2%

Consumer Defensive

SSAC.L
5.0%
VNRG.L
4.7%

Energy

SSAC.L
4.2%
VNRG.L
4.3%

Basic Materials

SSAC.L
3.6%
VNRG.L
2.4%

Utilities

SSAC.L
2.4%
VNRG.L
2.3%

Real Estate

SSAC.L
1.7%
VNRG.L
1.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI ACWI UCITS ETF (Acc)

Vanguard FTSE North America UCITS ETF (USD) Accumulating

Often compared with SSAC.L:
SSAC.L vs. ACWISSAC.L vs. VWRP.LSSAC.L vs. ISAC.LSSAC.L vs. SWDA.LSSAC.L vs. IUSQ.DESSAC.L vs. ACWI.LSSAC.L vs. VWRL.AS
Often compared with VNRG.L:
VNRG.L vs. VUAG.LVNRG.L vs. SPYVNRG.L vs. VNRT.LVNRG.L vs. ^IMXLVNRG.L vs. VUSA.LVNRG.L vs. LGUG.LVNRG.L vs. VOO

Return for Risk

SSAC.L vs. VNRG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SSAC.L
SSAC.L Risk / Return Rank: 8585
Overall Rank
SSAC.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SSAC.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SSAC.L Omega Ratio Rank: 8787
Omega Ratio Rank
SSAC.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
SSAC.L Martin Ratio Rank: 8585
Martin Ratio Rank
VNRG.L
VNRG.L Risk / Return Rank: 8383
Overall Rank
VNRG.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VNRG.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
VNRG.L Omega Ratio Rank: 8686
Omega Ratio Rank
VNRG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
VNRG.L Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSAC.L vs. VNRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L). 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.

SSAC.LVNRG.LDifference
Sharpe ratioReturn per unit of total volatility
2.69
2.65

+0.04

Sortino ratioReturn per unit of downside risk
3.69
3.57

+0.12

Omega ratioGain probability vs. loss probability

1.51

1.49

+0.01

Calmar ratioReturn relative to maximum drawdown

4.04

3.87

+0.17

Martin ratioReturn relative to average drawdown

16.30

14.17

+2.13

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSAC.L vs. VNRG.L - Sharpe Ratio Comparison

The current SSAC.L Sharpe Ratio is 2.69, which is comparable to the VNRG.L Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of SSAC.L and VNRG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

SSAC.LVNRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

2.65

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

1.01

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.90

-0.43

Drawdowns

SSAC.L vs. VNRG.L - Drawdown Comparison

The maximum SSAC.L drawdown since its inception was -43.12%, which is greater than VNRG.L's maximum drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for SSAC.L and VNRG.L.

Loading charts...

Drawdown Indicators

SSAC.LVNRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.12%

-26.12%

-17.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-7.15%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.01%

-20.91%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-20.01%

-20.91%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-25.43%

—

—

Current Drawdown

Current decline from peak

-1.49%

-0.84%

-0.65%

Average Drawdown

Average peak-to-trough decline

-9.21%

-3.68%

-5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.96%

-0.22%

Volatility

SSAC.L vs. VNRG.L - Volatility Comparison

iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) has a higher volatility of 2.91% compared to Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) at 2.64%. This indicates that SSAC.L's price experiences larger fluctuations and is considered to be riskier than VNRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SSAC.LVNRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

2.64%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

7.17%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

10.54%

10.43%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

14.30%

+4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

16.21%

+1.06%

SSAC.L vs. VNRG.L - Expense Ratio Comparison

SSAC.L has a 0.20% expense ratio, which is higher than VNRG.L'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

SSAC.L vs. VNRG.L - Dividend Comparison

Neither SSAC.L nor VNRG.L has paid dividends to shareholders.

PositionTTM202520242023202220212020
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNRG.L
Vanguard FTSE North America UCITS ETF (USD) Accumulating		0.00%0.00%0.27%0.00%0.00%0.00%0.97%

Frequently Asked Questions

With a correlation of 0.95, SSAC.L and VNRG.L 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, VNRG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VNRG.L is cheaper with a 0.10% expense ratio, compared with 0.20% for SSAC.L.

SSAC.L is categorized as Global Equities, while VNRG.L is Large Cap Blend Equities. SSAC.L tracks MSCI ACWI NR USD, while VNRG.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for SSAC.L and 0.10% for VNRG.L.

Portfolio Optimizer

Find the right allocation for SSAC.L and VNRG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer