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VNRA.DE vs. 4UBI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNRA.DE vs. 4UBI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) and UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNRA.DE achieves a 11.15% return, which is significantly lower than 4UBI.DE's 14.39% return.


VNRA.DE

1D
-0.02%
1M
4.57%
YTD
11.15%
6M
10.70%
1Y
25.18%
3Y*
19.14%
5Y*
14.38%
10Y*

4UBI.DE

1D
-0.66%
1M
6.42%
YTD
14.39%
6M
13.20%
1Y
23.80%
3Y*
16.69%
5Y*
12.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNRA.DE vs. 4UBI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VNRA.DE
Vanguard FTSE North America UCITS ETF (USD) Accumulating
11.15%5.41%32.23%22.65%-15.14%38.59%17.69%
4UBI.DE
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc
14.39%-1.05%26.19%28.05%-21.21%43.58%18.50%

Correlation

The correlation between VNRA.DE and 4UBI.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.91

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

0.94

Correlation (All Time)
Calculated using the full available price history since May 7, 2020

0.94

The correlation between VNRA.DE and 4UBI.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

VNRA.DE vs. 4UBI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VNRA.DE
VNRA.DE Risk / Return Rank: 6868
Overall Rank
VNRA.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VNRA.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
VNRA.DE Omega Ratio Rank: 6969
Omega Ratio Rank
VNRA.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
VNRA.DE Martin Ratio Rank: 6969
Martin Ratio Rank

4UBI.DE
4UBI.DE Risk / Return Rank: 2929
Overall Rank
4UBI.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
4UBI.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
4UBI.DE Omega Ratio Rank: 4646
Omega Ratio Rank
4UBI.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
4UBI.DE Martin Ratio Rank: 2020
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.

VNRA.DE vs. 4UBI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) and UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.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.


VNRA.DE4UBI.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.41

1.29

+0.12

Calmar ratioReturn relative to maximum drawdown

3.52

1.17

+2.35

Martin ratioReturn relative to average drawdown

12.55

2.16

+10.39

VNRA.DE vs. 4UBI.DE - Sharpe Ratio Comparison

The current VNRA.DE Sharpe Ratio is 2.19, which is higher than the 4UBI.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VNRA.DE and 4UBI.DE, 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


VNRA.DE4UBI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

0.93

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.65

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.84

+0.03

Drawdowns

VNRA.DE vs. 4UBI.DE - Drawdown Comparison

The maximum VNRA.DE drawdown since its inception was -34.48%, which is greater than 4UBI.DE's maximum drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for VNRA.DE and 4UBI.DE.


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Drawdown Indicators


VNRA.DE4UBI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.48%

-24.63%

-9.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-20.21%

+13.07%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-24.63%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-24.63%

+1.33%

Current Drawdown

Current decline from peak

-0.35%

-2.14%

+1.79%

Average Drawdown

Average peak-to-trough decline

-4.72%

-7.53%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

10.95%

-8.94%

Volatility

VNRA.DE vs. 4UBI.DE - Volatility Comparison

The current volatility for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) is 2.61%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 3.91%. This indicates that VNRA.DE experiences smaller price fluctuations and is considered to be less risky than 4UBI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNRA.DE4UBI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

3.91%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

9.67%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

11.49%

25.41%

-13.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

19.14%

-3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

18.82%

-1.42%

VNRA.DE vs. 4UBI.DE - Expense Ratio Comparison

VNRA.DE has a 0.10% expense ratio, which is lower than 4UBI.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VNRA.DE vs. 4UBI.DE - Dividend Comparison

Neither VNRA.DE nor 4UBI.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020
4UBI.DE
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc
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%

Frequently Asked Questions


VNRA.DE and 4UBI.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VNRA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VNRA.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for 4UBI.DE.

VNRA.DE tracks FTSE North America, while 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Vanguard and UBS. Their fees differ too: 0.10% for VNRA.DE and 0.19% for 4UBI.DE.

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