VNRA.DE vs. 5HEE.DE
VNRA.DE (Vanguard FTSE North America UCITS ETF (USD) Accumulating) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - VNRA.DE tracks the FTSE North America while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, VNRA.DE returned 14.37%/yr vs 3.35%/yr for 5HEE.DE. Their correlation of 0.81 suggests significant overlap in exposure. VNRA.DE charges 0.10%/yr vs 0.75%/yr for 5HEE.DE.
Performance
VNRA.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VNRA.DE achieves a 12.89% return, which is significantly higher than 5HEE.DE's 4.85% return.
VNRA.DE
- 1D
- 0.20%
- 1M
- 1.60%
- 6M
- 11.98%
- YTD
- 12.89%
- 1Y
- 23.48%
- 3Y*
- 20.28%
- 5Y*
- 14.37%
- 10Y*
- —
5HEE.DE
- 1D
- 0.63%
- 1M
- 2.85%
- 6M
- 2.05%
- YTD
- 4.85%
- 1Y
- 9.90%
- 3Y*
- 3.62%
- 5Y*
- 3.35%
- 10Y*
- —
VNRA.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 12.89% | 5.72% | 33.35% | 24.31% | -13.97% | 39.73% | 8.72% | -3.11% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 8.52% |
Correlation
The correlation between VNRA.DE and 5HEE.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.81 |
Over the past year, the correlation between VNRA.DE and 5HEE.DE has dropped to 0.43 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
VNRA.DE vs. 5HEE.DE — Risk / Return Rank
VNRA.DE
5HEE.DE
VNRA.DE vs. 5HEE.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 Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.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.
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.
| VNRA.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.16 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 1.42 | +1.85 |
| Martin ratioReturn relative to average drawdown | 11.53 | 3.42 | +8.11 |
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Drawdowns
VNRA.DE vs. 5HEE.DE - Drawdown Comparison
The maximum VNRA.DE drawdown since its inception was -34.48%, which is greater than 5HEE.DE's maximum drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for VNRA.DE and 5HEE.DE.
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Drawdown Indicators
| VNRA.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.48% | -32.56% | -1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -6.95% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -22.48% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -23.07% | -22.48% | -0.59% |
Current DrawdownCurrent decline from peak | -0.14% | -7.28% | +7.14% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -6.27% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.89% | -0.86% |
Volatility
VNRA.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) is 2.70%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 4.31%. This indicates that VNRA.DE experiences smaller price fluctuations and is considered to be less risky than 5HEE.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.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 4.31% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 8.40% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 11.13% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 14.99% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 16.92% | +0.83% |
VNRA.DE vs. 5HEE.DE - Expense Ratio Comparison
VNRA.DE has a 0.10% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
VNRA.DE vs. 5HEE.DE - Dividend Comparison
Neither VNRA.DE nor 5HEE.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 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% | 0.26% | 0.98% | 1.24% | 1.45% | 0.73% | 0.27% |
Frequently Asked Questions
VNRA.DE and 5HEE.DE have a correlation of 0.43, 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 0.75% for 5HEE.DE.
VNRA.DE tracks FTSE North America, while 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: Vanguard and Natixis. Their fees differ too: 0.10% for VNRA.DE and 0.75% for 5HEE.DE.
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