V3YA.DE vs. VUSA.L

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) and Vanguard S&P 500 UCITS ETF (VUSA.L).

V3YA.DE and VUSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. V3YA.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE North America All Cap Choice Index. It was launched on Aug 16, 2022. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both V3YA.DE and VUSA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

V3YA.DE vs. VUSA.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) Accumulating (V3YA.DE) and Vanguard S&P 500 UCITS ETF (VUSA.L). The values are adjusted to include any dividend payments, if applicable.

V3YA.DE vs. VUSA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
V3YA.DE Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating	-5.44%	4.20%	31.35%	26.80%	-17.33%
VUSA.L Vanguard S&P 500 UCITS ETF	-2.74%	3.69%	33.47%	22.35%	-14.53%

Different Trading Currencies

V3YA.DE is traded in EUR, while VUSA.L is traded in GBP. To make them comparable, the VUSA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, V3YA.DE achieves a -5.44% return, which is significantly lower than VUSA.L's -2.74% return.

V3YA.DE

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

VUSA.L

• 1D: 2.09%
• 1M: -3.03%
• YTD: -2.74%
• 6M: 0.29%
• 1Y: 10.20%
• 3Y*: 16.21%
• 5Y*: 12.16%
• 10Y*: 13.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

V3YA.DE vs. VUSA.L - Expense Ratio Comparison

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

V3YA.DE

Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating

VUSA.L

Vanguard S&P 500 UCITS ETF

Return for Risk

V3YA.DE vs. VUSA.L — 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: 29
V3YA.DE Sharpe Ratio Rank: 26
V3YA.DE Sortino Ratio Rank: 25
V3YA.DE Omega Ratio Rank: 26
V3YA.DE Calmar Ratio Rank: 33
V3YA.DE Martin Ratio Rank: 33

VUSA.L

VUSA.L Risk / Return Rank: 59
VUSA.L Sharpe Ratio Rank: 51
VUSA.L Sortino Ratio Rank: 50
VUSA.L Omega Ratio Rank: 51
VUSA.L Calmar Ratio Rank: 75
VUSA.L Martin Ratio Rank: 67

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. VUSA.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) Accumulating (V3YA.DE) and Vanguard S&P 500 UCITS ETF (VUSA.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.

	V3YA.DE	VUSA.L	Difference
Sharpe ratio Return per unit of total volatility	0.49	0.61	-0.12
Sortino ratio Return per unit of downside risk	0.78	0.92	-0.14
Omega ratio Gain probability vs. loss probability	1.11	1.13	-0.02
Calmar ratio Return relative to maximum drawdown	0.93	1.36	-0.43
Martin ratio Return relative to average drawdown	3.17	4.34	-1.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

V3YA.DE vs. VUSA.L - Sharpe Ratio Comparison

The current V3YA.DE Sharpe Ratio is 0.49, which is comparable to the VUSA.L Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of V3YA.DE and VUSA.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.

Sharpe Ratios by Period

	V3YA.DE	VUSA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.49	0.61	-0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.90	-0.35

Correlation

The correlation between V3YA.DE and VUSA.L is 0.93, 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. VUSA.L - Dividend Comparison

V3YA.DE has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 0.99%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VUSA.L Vanguard S&P 500 UCITS ETF	0.99%	0.95%	1.00%	1.24%	1.41%	1.04%	1.44%	1.50%	1.72%	1.61%	1.58%	1.73%

Drawdowns

V3YA.DE vs. VUSA.L - Drawdown Comparison

The maximum V3YA.DE drawdown since its inception was -24.84%, smaller than the maximum VUSA.L drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for V3YA.DE and VUSA.L.

Drawdown Indicators

	V3YA.DE	VUSA.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.84%	-25.47%	+0.63%
Max Drawdown (1Y) Largest decline over 1 year	-13.56%	-10.49%	-3.07%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.47%	—
Current Drawdown Current decline from peak	-7.06%	-4.76%	-2.30%
Average Drawdown Average peak-to-trough decline	-5.50%	-3.22%	-2.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	2.07%	+0.74%

Volatility

V3YA.DE vs. VUSA.L - Volatility Comparison

Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) has a higher volatility of 4.49% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 4.00%. This indicates that V3YA.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	V3YA.DE	VUSA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.49%	4.00%	+0.49%
Volatility (6M) Calculated over the trailing 6-month period	9.53%	8.57%	+0.96%
Volatility (1Y) Calculated over the trailing 1-year period	18.17%	16.63%	+1.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.71%	15.11%	+0.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.71%	16.22%	-0.51%