SSAC.L vs. VNRT.AS
SSAC.L (iShares MSCI ACWI UCITS ETF (Acc)) and VNRT.AS (Vanguard FTSE North America UCITS ETF) are both exchange-traded funds - SSAC.L is a Global Equities fund tracking the MSCI ACWI NR USD, while VNRT.AS is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 10 years, SSAC.L returned 13.64%/yr vs 15.97%/yr for VNRT.AS. Their correlation of 0.86 suggests significant overlap in exposure. SSAC.L charges 0.20%/yr vs 0.10%/yr for VNRT.AS.
Performance
SSAC.L vs. VNRT.AS - Performance Comparison
Loading charts...
Different Trading Currencies
SSAC.L is traded in GBp, while VNRT.AS is traded in EUR. To make them comparable, the VNRT.AS 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 11.92% return, which is significantly higher than VNRT.AS's 10.36% return. Over the past 10 years, SSAC.L has underperformed VNRT.AS with an annualized return of 13.64%, while VNRT.AS has yielded a comparatively higher 15.97% annualized return.
SSAC.L
- 1D
- -0.34%
- 1M
- 5.84%
- YTD
- 11.92%
- 6M
- 12.52%
- 1Y
- 30.38%
- 3Y*
- 18.28%
- 5Y*
- 12.59%
- 10Y*
- 13.64%
VNRT.AS
- 1D
- -0.21%
- 1M
- 6.17%
- YTD
- 10.36%
- 6M
- 10.47%
- 1Y
- 28.96%
- 3Y*
- 19.51%
- 5Y*
- 14.51%
- 10Y*
- 15.97%
SSAC.L vs. VNRT.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSAC.L iShares MSCI ACWI UCITS ETF (Acc) | 11.92% | 13.95% | 19.63% | 16.14% | -8.56% | 20.35% | 11.80% | 22.09% | -4.79% | 13.30% |
VNRT.AS Vanguard FTSE North America UCITS ETF | 10.36% | 10.67% | 26.96% | 19.29% | -10.17% | 29.99% | 15.52% | 25.48% | -0.15% | 11.19% |
Correlation
The correlation between SSAC.L and VNRT.AS is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.86 |
The correlation between SSAC.L and VNRT.AS has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SSAC.L vs. VNRT.AS — Risk / Return Rank
SSAC.L
VNRT.AS
SSAC.L vs. VNRT.AS - 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 (VNRT.AS). 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.L | VNRT.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.49 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.31 | 4.00 | +0.31 |
| Martin ratioReturn relative to average drawdown | 17.42 | 14.34 | +3.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SSAC.L | VNRT.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.89 | 2.62 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.97 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.91 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.52 | +0.37 |
Drawdowns
SSAC.L vs. VNRT.AS - Drawdown Comparison
The maximum SSAC.L drawdown since its inception was -25.43%, smaller than the maximum VNRT.AS drawdown of -27.01%. Use the drawdown chart below to compare losses from any high point for SSAC.L and VNRT.AS.
Loading charts...
Drawdown Indicators
| SSAC.L | VNRT.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.43% | -27.01% | +1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -7.14% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -17.99% | -21.67% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -21.67% | +3.68% |
Max Drawdown (10Y)Largest decline over 10 years | -25.43% | -27.01% | +1.58% |
Current DrawdownCurrent decline from peak | -0.34% | -0.21% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -6.03% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.00% | -0.26% |
Volatility
SSAC.L vs. VNRT.AS - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) is 2.89%, while Vanguard FTSE North America UCITS ETF (VNRT.AS) has a volatility of 3.12%. This indicates that SSAC.L experiences smaller price fluctuations and is considered to be less risky than VNRT.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SSAC.L | VNRT.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 3.12% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 7.49% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 10.94% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 14.74% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 17.29% | -2.91% |
SSAC.L vs. VNRT.AS - Expense Ratio Comparison
SSAC.L has a 0.20% expense ratio, which is higher than VNRT.AS'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. VNRT.AS - Dividend Comparison
SSAC.L has not paid dividends to shareholders, while VNRT.AS's dividend yield for the trailing twelve months is around 0.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSAC.L iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNRT.AS Vanguard FTSE North America UCITS ETF | 0.87% | 0.98% | 0.99% | 1.25% | 1.45% | 1.00% | 1.42% | 1.44% | 1.77% | 1.64% | 1.58% | 1.70% |
Frequently Asked Questions
SSAC.L and VNRT.AS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VNRT.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.AS is cheaper with a 0.10% expense ratio, compared with 0.20% for SSAC.L.
SSAC.L is categorized as Global Equities, while VNRT.AS is Large Cap Blend Equities. SSAC.L tracks MSCI ACWI NR USD, while VNRT.AS 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 VNRT.AS.
Find the right allocation for SSAC.L and VNRT.AS
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