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V3YA.DE vs. V3YL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V3YA.DE vs. V3YL.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 Vanguard ESG North America All Cap UCITS ETF (USD) Distributing (V3YL.DE). The values are adjusted to include any dividend payments, if applicable.

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V3YA.DE vs. V3YL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
V3YA.DE
Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating
-5.44%4.20%31.35%26.80%-17.33%
V3YL.DE
Vanguard ESG North America All Cap UCITS ETF (USD) Distributing
-5.38%4.17%31.45%26.32%-17.36%

Returns By Period

The year-to-date returns for both investments are quite close, with V3YA.DE having a -5.44% return and V3YL.DE slightly higher at -5.38%.


V3YA.DE

1D
2.18%
1M
-3.44%
YTD
-5.44%
6M
-2.42%
1Y
8.99%
3Y*
15.30%
5Y*
10Y*

V3YL.DE

1D
2.22%
1M
-3.47%
YTD
-5.38%
6M
-2.43%
1Y
8.88%
3Y*
15.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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V3YA.DE vs. V3YL.DE - Expense Ratio Comparison

Both V3YA.DE and V3YL.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

V3YA.DE vs. V3YL.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: 2929
Overall Rank
V3YA.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
V3YA.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
V3YA.DE Omega Ratio Rank: 2626
Omega Ratio Rank
V3YA.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
V3YA.DE Martin Ratio Rank: 3333
Martin Ratio Rank

V3YL.DE
V3YL.DE Risk / Return Rank: 2828
Overall Rank
V3YL.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
V3YL.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
V3YL.DE Omega Ratio Rank: 2626
Omega Ratio Rank
V3YL.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
V3YL.DE Martin Ratio Rank: 3232
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. V3YL.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 Vanguard ESG North America All Cap UCITS ETF (USD) Distributing (V3YL.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.


V3YA.DEV3YL.DEDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.49

+0.01

Sortino ratio

Return per unit of downside risk

0.78

0.78

+0.01

Omega ratio

Gain probability vs. loss probability

1.11

1.11

0.00

Calmar ratio

Return relative to maximum drawdown

0.93

0.91

+0.02

Martin ratio

Return relative to average drawdown

3.17

3.11

+0.07

V3YA.DE vs. V3YL.DE - Sharpe Ratio Comparison

The current V3YA.DE Sharpe Ratio is 0.49, which is comparable to the V3YL.DE Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of V3YA.DE and V3YL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


V3YA.DEV3YL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.49

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.55

+0.01

Correlation

The correlation between V3YA.DE and V3YL.DE is 0.99, 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

V3YA.DE vs. V3YL.DE - Dividend Comparison

V3YA.DE has not paid dividends to shareholders, while V3YL.DE's dividend yield for the trailing twelve months is around 0.74%.


Drawdowns

V3YA.DE vs. V3YL.DE - Drawdown Comparison

The maximum V3YA.DE drawdown since its inception was -24.84%, roughly equal to the maximum V3YL.DE drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for V3YA.DE and V3YL.DE.


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Drawdown Indicators


V3YA.DEV3YL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.84%

-24.77%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

-13.64%

+0.08%

Current Drawdown

Current decline from peak

-7.06%

-7.09%

+0.03%

Average Drawdown

Average peak-to-trough decline

-5.50%

-5.49%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.81%

0.00%

Volatility

V3YA.DE vs. V3YL.DE - Volatility Comparison

Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) and Vanguard ESG North America All Cap UCITS ETF (USD) Distributing (V3YL.DE) have volatilities of 4.49% and 4.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3YA.DEV3YL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

4.56%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

9.57%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

18.17%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

15.70%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

15.70%

+0.01%