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V3YA.DE vs. IQQN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V3YA.DE vs. IQQN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) and iShares MSCI North America UCITS ETF (IQQN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, V3YA.DE achieves a 11.25% return, which is significantly higher than IQQN.DE's 10.41% return.


V3YA.DE

1D
0.00%
1M
1.47%
YTD
11.25%
6M
11.67%
1Y
25.74%
3Y*
19.12%
5Y*
10Y*

IQQN.DE

1D
-0.92%
1M
0.29%
YTD
10.41%
6M
10.72%
1Y
24.25%
3Y*
18.66%
5Y*
13.01%
10Y*
14.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V3YA.DE vs. IQQN.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
V3YA.DE
Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating
11.25%4.20%31.35%26.80%-16.65%
IQQN.DE
iShares MSCI North America UCITS ETF
10.41%4.95%31.43%22.31%-14.53%

Correlation

The correlation between V3YA.DE and IQQN.DE is 0.97 - 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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2022

0.98

The correlation between V3YA.DE and IQQN.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

V3YA.DE vs. IQQN.DE — Risk / Return Rank

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

V3YA.DE
V3YA.DE Risk / Return Rank: 6565
Overall Rank
V3YA.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
V3YA.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
V3YA.DE Omega Ratio Rank: 6767
Omega Ratio Rank
V3YA.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
V3YA.DE Martin Ratio Rank: 6161
Martin Ratio Rank

IQQN.DE
IQQN.DE Risk / Return Rank: 7272
Overall Rank
IQQN.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IQQN.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
IQQN.DE Omega Ratio Rank: 7171
Omega Ratio Rank
IQQN.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
IQQN.DE Martin Ratio Rank: 7171
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.

V3YA.DE vs. IQQN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) and iShares MSCI North America UCITS ETF (IQQN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


V3YA.DEIQQN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.71

3.34

-0.64

Martin ratioReturn relative to average drawdown

9.66

11.68

-2.02

V3YA.DE vs. IQQN.DE - Sharpe Ratio Comparison

The current V3YA.DE Sharpe Ratio is 1.95, which is comparable to the IQQN.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of V3YA.DE and IQQN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

V3YA.DE vs. IQQN.DE - Drawdown Comparison

The maximum V3YA.DE drawdown since its inception was -24.84%, smaller than the maximum IQQN.DE drawdown of -52.40%. Use the drawdown chart below to compare losses from any high point for V3YA.DE and IQQN.DE.


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Drawdown Indicators


V3YA.DEIQQN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.84%

-52.40%

+27.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-7.22%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-24.84%

-23.46%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

Current Drawdown

Current decline from peak

-0.28%

-0.95%

+0.67%

Average Drawdown

Average peak-to-trough decline

-5.24%

-9.12%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.07%

+0.61%

Volatility

V3YA.DE vs. IQQN.DE - Volatility Comparison

Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) has a higher volatility of 3.65% compared to iShares MSCI North America UCITS ETF (IQQN.DE) at 3.30%. This indicates that V3YA.DE's price experiences larger fluctuations and is considered to be riskier than IQQN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3YA.DEIQQN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.30%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

8.01%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.32%

11.88%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

15.29%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

16.10%

-0.49%

V3YA.DE vs. IQQN.DE - Expense Ratio Comparison

V3YA.DE has a 0.12% expense ratio, which is lower than IQQN.DE's 0.40% expense ratio.


Dividends

V3YA.DE vs. IQQN.DE - Dividend Comparison

V3YA.DE has not paid dividends to shareholders, while IQQN.DE's dividend yield for the trailing twelve months is around 0.60%.


PositionTTM20252024202320222021202020192018201720162015
IQQN.DE
iShares MSCI North America UCITS ETF
0.60%0.68%0.75%0.99%1.15%0.73%1.09%1.22%1.42%1.34%1.37%1.53%
V3YA.DE
Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, V3YA.DE and IQQN.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, V3YA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V3YA.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for IQQN.DE.

V3YA.DE tracks FTSE North America All Cap Choice Index, while IQQN.DE tracks MSCI North America. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.12% for V3YA.DE and 0.40% for IQQN.DE.

Portfolio Optimizer

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