VACNY vs. URTH
VACNY (VAT Group AG) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 5 years, VACNY returned 15.31%/yr vs 11.72%/yr for URTH. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
VACNY vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, VACNY achieves a 62.81% return, which is significantly higher than URTH's 13.34% return.
VACNY
- 1D
- 0.44%
- 1M
- -9.17%
- 6M
- 26.97%
- YTD
- 62.81%
- 1Y
- 126.17%
- 3Y*
- 24.72%
- 5Y*
- 15.31%
- 10Y*
- —
- ALL TIME*
- 40.74%
URTH
- 1D
- -0.04%
- 1M
- 2.30%
- 6M
- 11.41%
- YTD
- 13.34%
- 1Y
- 24.24%
- 3Y*
- 20.46%
- 5Y*
- 11.72%
- 10Y*
- 13.23%
- ALL TIME*
- 12.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $95.39M | $87.25M | $137.64M | |
VACNY VAT Group AG | $1.00M | $1.30M | $889.23K |
VACNY vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VACNY VAT Group AG | 62.81% | 31.66% | -24.10% | 86.29% | -45.24% | 113.59% | 122.02% |
URTH iShares MSCI World ETF | 13.34% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 16.50% |
Correlation
The correlation between VACNY and URTH is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2020 | 0.36 |
Over the past year, VACNY and URTH have become more correlated (0.60) than their long-term average of 0.36, meaning their price movements have been converging.
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Return for Risk
VACNY vs. URTH — Risk / Return Rank
VACNY
URTH
VACNY vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VAT Group AG (VACNY) and iShares MSCI World ETF (URTH). 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.
| VACNY | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.33 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 6.77 | 2.69 | +4.08 |
| Martin ratioReturn relative to average drawdown | 20.09 | 11.62 | +8.47 |
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Drawdowns
VACNY vs. URTH - Drawdown Comparison
The maximum VACNY drawdown since its inception was -63.55%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for VACNY and URTH.
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Drawdown Indicators
| VACNY | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.55% | -34.01% | -29.54% |
Max Drawdown (1Y)Largest decline over 1 year | -18.76% | -9.06% | -9.70% |
Max Drawdown (3Y)Largest decline over 3 years | -48.87% | -16.94% | -31.93% |
Max Drawdown (5Y)Largest decline over 5 years | -63.55% | -26.05% | -37.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.01% | — |
Current DrawdownCurrent decline from peak | -11.21% | -0.04% | -11.17% |
Average DrawdownAverage peak-to-trough decline | -20.33% | -4.34% | -15.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.31% | 2.09% | +4.22% |
Volatility
VACNY vs. URTH - Volatility Comparison
VAT Group AG (VACNY) has a higher volatility of 15.27% compared to iShares MSCI World ETF (URTH) at 3.94%. This indicates that VACNY's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VACNY | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.27% | 3.94% | +11.33% |
Volatility (6M)Calculated over the trailing 6-month period | 30.92% | 10.76% | +20.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.17% | 13.05% | +32.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.27% | 16.33% | +32.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.07% | 17.20% | +36.87% |
Dividends
VACNY vs. URTH - Dividend Comparison
VACNY's dividend yield for the trailing twelve months is around 1.14%, less than URTH's 1.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.36% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
VACNY VAT Group AG | 1.14% | 1.58% | 1.82% | 1.39% | 1.97% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VACNY and URTH have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VACNY has higher volatility (15.27%) compared to URTH (3.94%). In terms of maximum drawdown, VACNY dropped -63.55% vs URTH's -34.01%.
VACNY currently has the higher Sharpe Ratio (2.81 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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