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VNRA.DE vs. DGRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNRA.DE vs. DGRA.L - 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 WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VNRA.DE achieves a 11.15% return, which is significantly higher than DGRA.L's 7.98% 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*

DGRA.L

1D
-0.02%
1M
4.20%
YTD
7.98%
6M
6.41%
1Y
17.89%
3Y*
13.33%
5Y*
12.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNRA.DE vs. DGRA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VNRA.DE
Vanguard FTSE North America UCITS ETF (USD) Accumulating
11.15%5.41%32.23%22.65%-15.14%38.59%9.69%8.03%
DGRA.L
WisdomTree US Quality Dividend Growth UCITS ETF USD Acc
7.99%-0.33%26.03%15.14%-2.64%34.64%3.30%7.98%

Correlation

The correlation between VNRA.DE and DGRA.L is 0.64, 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

0.64

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

0.75

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

0.79

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2019

0.82

The correlation between VNRA.DE and DGRA.L shifts across timeframes, from 0.64 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VNRA.DE vs. DGRA.L — 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

DGRA.L
DGRA.L Risk / Return Rank: 5757
Overall Rank
DGRA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DGRA.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
DGRA.L Omega Ratio Rank: 5555
Omega Ratio Rank
DGRA.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGRA.L Martin Ratio Rank: 5959
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. DGRA.L - 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 WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.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.


VNRA.DEDGRA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.41

1.28

+0.13

Calmar ratioReturn relative to maximum drawdown

3.52

3.31

+0.21

Martin ratioReturn relative to average drawdown

12.55

10.67

+1.89

VNRA.DE vs. DGRA.L - Sharpe Ratio Comparison

The current VNRA.DE Sharpe Ratio is 2.19, which is higher than the DGRA.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of VNRA.DE and DGRA.L, 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.DEDGRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

1.53

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.88

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.86

+0.01

Drawdowns

VNRA.DE vs. DGRA.L - Drawdown Comparison

The maximum VNRA.DE drawdown since its inception was -34.48%, which is greater than DGRA.L's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for VNRA.DE and DGRA.L.


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Drawdown Indicators


VNRA.DEDGRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.48%

-30.97%

-3.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-5.38%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-19.64%

-3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-19.64%

-3.66%

Current Drawdown

Current decline from peak

-0.35%

-0.02%

-0.33%

Average Drawdown

Average peak-to-trough decline

-4.72%

-3.91%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.67%

+0.34%

Volatility

VNRA.DE vs. DGRA.L - Volatility Comparison

Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) and WisdomTree US Quality Dividend Growth UCITS ETF USD Acc (DGRA.L) have volatilities of 2.61% and 2.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNRA.DEDGRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

2.69%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

8.29%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

11.49%

11.63%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

14.42%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

15.63%

+1.77%

VNRA.DE vs. DGRA.L - Expense Ratio Comparison

VNRA.DE has a 0.10% expense ratio, which is lower than DGRA.L's 0.33% expense ratio.


Dividends

VNRA.DE vs. DGRA.L - Dividend Comparison

Neither VNRA.DE nor DGRA.L has paid dividends to shareholders.


PositionTTM202520242023202220212020
DGRA.L
WisdomTree US Quality Dividend Growth 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 DGRA.L have a correlation of 0.64, 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 0.33% for DGRA.L.

VNRA.DE tracks FTSE North America, while DGRA.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.10% for VNRA.DE and 0.33% for DGRA.L.

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