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

Performance

V3YA.DE vs. VNRA.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 FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE). The values are adjusted to include any dividend payments, if applicable.

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V3YA.DE vs. VNRA.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%
VNRA.DE
Vanguard FTSE North America UCITS ETF (USD) Accumulating
-3.09%5.41%32.23%22.65%-15.07%

Returns By Period

In the year-to-date period, V3YA.DE achieves a -5.44% return, which is significantly lower than VNRA.DE's -3.09% return.


V3YA.DE

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

VNRA.DE

1D
1.67%
1M
-3.09%
YTD
-3.09%
6M
-0.06%
1Y
10.54%
3Y*
16.29%
5Y*
11.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

V3YA.DE has a 0.12% expense ratio, which is higher than VNRA.DE'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%.


Return for Risk

V3YA.DE vs. VNRA.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

VNRA.DE
VNRA.DE Risk / Return Rank: 3636
Overall Rank
VNRA.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VNRA.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
VNRA.DE Omega Ratio Rank: 3232
Omega Ratio Rank
VNRA.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
VNRA.DE Martin Ratio Rank: 4545
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. VNRA.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 FTSE North America UCITS ETF (USD) Accumulating (VNRA.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.DEVNRA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.62

-0.13

Sortino ratio

Return per unit of downside risk

0.78

0.93

-0.15

Omega ratio

Gain probability vs. loss probability

1.11

1.14

-0.03

Calmar ratio

Return relative to maximum drawdown

0.93

1.23

-0.30

Martin ratio

Return relative to average drawdown

3.17

4.55

-1.37

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

The current V3YA.DE Sharpe Ratio is 0.49, which is comparable to the VNRA.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of V3YA.DE and VNRA.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.DEVNRA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.62

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.75

-0.20

Correlation

The correlation between V3YA.DE and VNRA.DE is 0.98, 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. VNRA.DE - Dividend Comparison

Neither V3YA.DE nor VNRA.DE has paid dividends to shareholders.


TTM202520242023202220212020
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%
VNRA.DE
Vanguard FTSE North America UCITS ETF (USD) Accumulating
0.00%0.00%0.26%0.00%0.00%0.00%0.89%

Drawdowns

V3YA.DE vs. VNRA.DE - Drawdown Comparison

The maximum V3YA.DE drawdown since its inception was -24.84%, smaller than the maximum VNRA.DE drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for V3YA.DE and VNRA.DE.


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Drawdown Indicators


V3YA.DEVNRA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.84%

-34.48%

+9.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

-13.44%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

Current Drawdown

Current decline from peak

-7.06%

-5.16%

-1.90%

Average Drawdown

Average peak-to-trough decline

-5.50%

-4.82%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.31%

+0.50%

Volatility

V3YA.DE vs. VNRA.DE - Volatility Comparison

Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) has a higher volatility of 4.49% compared to Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) at 3.76%. This indicates that V3YA.DE's price experiences larger fluctuations and is considered to be riskier than VNRA.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.DEVNRA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

3.76%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

8.59%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

16.98%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

15.26%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

17.55%

-1.84%