V3AA.DE vs. ZA30.DE
V3AA.DE (Vanguard ESG Global All Cap UCITS ETF (USD) Acc) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both exchange-traded funds - V3AA.DE is a Global Equities fund tracking the FTSE Global All Cap Choice Index, while ZA30.DE is a S&P 500 fund tracking the S&P 500 ESG. Both are passively managed. Over the past 3 years, V3AA.DE returned 17.62%/yr vs 18.54%/yr for ZA30.DE. Their correlation of 0.92 suggests significant overlap in exposure. V3AA.DE charges 0.24%/yr vs 0.07%/yr for ZA30.DE.
Performance
V3AA.DE vs. ZA30.DE - Performance Comparison
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Returns By Period
In the year-to-date period, V3AA.DE achieves a 12.77% return, which is significantly higher than ZA30.DE's 11.16% return.
V3AA.DE
- 1D
- -0.11%
- 1M
- 4.35%
- YTD
- 12.77%
- 6M
- 13.07%
- 1Y
- 26.49%
- 3Y*
- 17.62%
- 5Y*
- 11.33%
- 10Y*
- —
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
V3AA.DE vs. ZA30.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
V3AA.DE Vanguard ESG Global All Cap UCITS ETF (USD) Acc | 12.77% | 7.60% | 24.41% | 20.63% | -5.49% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 24.10% | -5.78% |
Correlation
The correlation between V3AA.DE and ZA30.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.92 |
The correlation between V3AA.DE and ZA30.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
V3AA.DE vs. ZA30.DE — Risk / Return Rank
V3AA.DE
ZA30.DE
V3AA.DE vs. ZA30.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) and iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.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.
| V3AA.DE | ZA30.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.46 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 4.12 | -0.82 |
| Martin ratioReturn relative to average drawdown | 13.32 | 15.63 | -2.31 |
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
| V3AA.DE | ZA30.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.47 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.18 | -0.36 |
Drawdowns
V3AA.DE vs. ZA30.DE - Drawdown Comparison
The maximum V3AA.DE drawdown since its inception was -22.30%, roughly equal to the maximum ZA30.DE drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for V3AA.DE and ZA30.DE.
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Drawdown Indicators
| V3AA.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -23.45% | +1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -6.91% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -23.45% | +1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | — | — |
Current DrawdownCurrent decline from peak | -0.75% | 0.00% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -3.22% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.83% | +0.20% |
Volatility
V3AA.DE vs. ZA30.DE - Volatility Comparison
Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) has a higher volatility of 3.38% compared to iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) at 2.73%. This indicates that V3AA.DE's price experiences larger fluctuations and is considered to be riskier than ZA30.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| V3AA.DE | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 2.73% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 7.54% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 11.54% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 14.38% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 14.38% | -0.05% |
V3AA.DE vs. ZA30.DE - Expense Ratio Comparison
V3AA.DE has a 0.24% expense ratio, which is higher than ZA30.DE's 0.07% 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
V3AA.DE vs. ZA30.DE - Dividend Comparison
Neither V3AA.DE nor ZA30.DE has paid dividends to shareholders.
Frequently Asked Questions
V3AA.DE and ZA30.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.24% for V3AA.DE.
V3AA.DE is categorized as Global Equities, while ZA30.DE is S&P 500. V3AA.DE tracks FTSE Global All Cap Choice Index, while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.24% for V3AA.DE and 0.07% for ZA30.DE.
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