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VACNY vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VACNY vs. URTH

Last updated Jun 4, 2026

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 22.02%/yr vs 11.86%/yr for URTH. At a 0.35 correlation, their price movements are largely independent.

Performance

VACNY vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VAT Group AG (VACNY) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VACNY achieves a 62.76% return, which is significantly higher than URTH's 10.16% return.

VACNY

1D
-1.74%
1M
5.84%
YTD
62.76%
6M
58.51%
1Y
106.98%
3Y*
25.59%
5Y*
22.02%
10Y*
—

URTH

1D
-0.74%
1M
4.65%
YTD
10.16%
6M
10.88%
1Y
26.06%
3Y*
20.81%
5Y*
11.86%
10Y*
13.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VACNY vs. URTH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
VACNY
VAT Group AG		62.76%31.66%-24.10%86.29%-45.24%113.59%122.02%
URTH
iShares MSCI World ETF		10.16%21.36%18.66%23.95%-17.97%22.27%15.94%

Correlation

The correlation between VACNY and URTH is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

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

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2020

0.35

The correlation between VACNY and URTH shifts across timeframes, from 0.35 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

VAT Group AG

iShares MSCI World ETF

Often compared with VACNY:
VACNY vs. HDVACNY vs. CVXVACNY vs. IBMVACNY vs. UNPVACNY vs. CCIVACNY vs. CSCOVACNY vs. DGE.L
Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. VXUS

Return for Risk

VACNY vs. URTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VACNY
VACNY Risk / Return Rank: 9090
Overall Rank
VACNY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VACNY Sortino Ratio Rank: 9191
Sortino Ratio Rank
VACNY Omega Ratio Rank: 8787
Omega Ratio Rank
VACNY Calmar Ratio Rank: 8989
Calmar Ratio Rank
VACNY Martin Ratio Rank: 9090
Martin Ratio Rank
URTH
URTH Risk / Return Rank: 6363
Overall Rank
URTH Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6363
Sortino Ratio Rank
URTH Omega Ratio Rank: 6363
Omega Ratio Rank
URTH Calmar Ratio Rank: 5757
Calmar Ratio Rank
URTH Martin Ratio Rank: 6969
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.

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.

VACNYURTHDifference
Sharpe ratioReturn per unit of total volatility
2.52
2.17

+0.35

Sortino ratioReturn per unit of downside risk
3.40
3.02

+0.38

Omega ratioGain probability vs. loss probability

1.39

1.39

0.00

Calmar ratioReturn relative to maximum drawdown

4.24

2.89

+1.35

Martin ratioReturn relative to average drawdown

11.62

13.11

-1.49

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VACNY vs. URTH - Sharpe Ratio Comparison

The current VACNY Sharpe Ratio is 2.52, which is comparable to the URTH Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VACNY and URTH, 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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Sharpe Ratios by Period

VACNYURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.17

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.74

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.73

+0.05

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

VACNYURTHDifference

Max Drawdown

Largest peak-to-trough decline

-63.55%

-34.01%

-29.54%

Max Drawdown (1Y)

Largest decline over 1 year

-25.36%

-9.06%

-16.30%

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 Drawdown

Current decline from peak

-2.06%

-0.74%

-1.32%

Average Drawdown

Average peak-to-trough decline

-20.77%

-4.37%

-16.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.24%

1.99%

+7.25%

Volatility

VACNY vs. URTH - Volatility Comparison

VAT Group AG (VACNY) has a higher volatility of 12.12% compared to iShares MSCI World ETF (URTH) at 3.27%. 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

VACNYURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.12%

3.27%

+8.85%

Volatility (6M)

Calculated over the trailing 6-month period

29.95%

9.42%

+20.53%

Volatility (1Y)

Calculated over the trailing 1-year period

42.67%

12.05%

+30.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.21%

16.19%

+33.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.19%

17.27%

+36.92%

Dividends

VACNY vs. URTH - Dividend Comparison

VACNY's dividend yield for the trailing twelve months is around 1.14%, less than URTH's 1.35% yield.

PositionTTM20252024202320222021202020192018201720162015
URTH
iShares MSCI World ETF		1.35%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 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VACNY has higher volatility (12.12%) compared to URTH (3.27%). In terms of maximum drawdown, VACNY dropped -63.55% vs URTH's -34.01%.

VACNY currently has the higher Sharpe Ratio (2.52 vs 2.17), 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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