PortfoliosLab logoPortfoliosLab logo
V3NM.L vs. VUAG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V3NM.L vs. VUAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG North America All Cap UCITS ETF USD Income (V3NM.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

V3NM.L vs. VUAG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
V3NM.L
Vanguard ESG North America All Cap UCITS ETF USD Income
-5.30%8.72%26.63%23.61%-13.01%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
-3.06%9.36%27.33%19.67%-10.32%

Returns By Period

In the year-to-date period, V3NM.L achieves a -5.30% return, which is significantly lower than VUAG.L's -3.06% return.


V3NM.L

1D
2.09%
1M
-3.60%
YTD
-5.30%
6M
-2.23%
1Y
13.57%
3Y*
15.02%
5Y*
10Y*

VUAG.L

1D
1.60%
1M
-3.29%
YTD
-3.06%
6M
0.22%
1Y
14.86%
3Y*
15.78%
5Y*
12.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


V3NM.L vs. VUAG.L - Expense Ratio Comparison


Return for Risk

V3NM.L vs. VUAG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

V3NM.L
V3NM.L Risk / Return Rank: 4141
Overall Rank
V3NM.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
V3NM.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
V3NM.L Omega Ratio Rank: 4141
Omega Ratio Rank
V3NM.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
V3NM.L Martin Ratio Rank: 4242
Martin Ratio Rank

VUAG.L
VUAG.L Risk / Return Rank: 5959
Overall Rank
VUAG.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 5151
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 6767
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.

V3NM.L vs. VUAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG North America All Cap UCITS ETF USD Income (V3NM.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.


V3NM.LVUAG.LDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.96

-0.14

Sortino ratio

Return per unit of downside risk

1.23

1.40

-0.17

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

1.31

2.05

-0.73

Martin ratio

Return relative to average drawdown

4.72

6.98

-2.26

V3NM.L vs. VUAG.L - Sharpe Ratio Comparison

The current V3NM.L Sharpe Ratio is 0.82, which is comparable to the VUAG.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of V3NM.L and VUAG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


V3NM.LVUAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.96

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.84

-0.19

Correlation

The correlation between V3NM.L and VUAG.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

V3NM.L vs. VUAG.L - Dividend Comparison

V3NM.L's dividend yield for the trailing twelve months is around 0.85%, while VUAG.L has not paid dividends to shareholders.


TTM202520242023202220212020
V3NM.L
Vanguard ESG North America All Cap UCITS ETF USD Income
0.85%0.80%0.85%1.06%0.41%0.00%0.00%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%71.39%

Drawdowns

V3NM.L vs. VUAG.L - Drawdown Comparison

The maximum V3NM.L drawdown since its inception was -22.46%, smaller than the maximum VUAG.L drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for V3NM.L and VUAG.L.


Loading graphics...

Drawdown Indicators


V3NM.LVUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.46%

-25.61%

+3.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-10.53%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.88%

Current Drawdown

Current decline from peak

-7.22%

-4.74%

-2.48%

Average Drawdown

Average peak-to-trough decline

-4.34%

-3.57%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.08%

+0.76%

Volatility

V3NM.L vs. VUAG.L - Volatility Comparison

Vanguard ESG North America All Cap UCITS ETF USD Income (V3NM.L) has a higher volatility of 4.74% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.83%. This indicates that V3NM.L's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


V3NM.LVUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

3.83%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

8.28%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

15.40%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

14.39%

+0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

36.50%

-21.51%