VNRA.DE vs. DJAM.DE
VNRA.DE (Vanguard FTSE North America UCITS ETF (USD) Accumulating) and DJAM.DE (Lyxor Dow Jones Industrial Average UCITS ETF Dist) are both Large Cap Blend Equities funds - VNRA.DE tracks the FTSE North America while DJAM.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 5 years, VNRA.DE returned 14.38%/yr vs 10.75%/yr for DJAM.DE. Their correlation of 0.87 suggests significant overlap in exposure. VNRA.DE charges 0.10%/yr vs 0.50%/yr for DJAM.DE.
Performance
VNRA.DE vs. DJAM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VNRA.DE achieves a 11.15% return, which is significantly higher than DJAM.DE's 8.12% 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*
- —
DJAM.DE
- 1D
- 1.22%
- 1M
- 4.72%
- YTD
- 8.12%
- 6M
- 8.16%
- 1Y
- 20.50%
- 3Y*
- 13.60%
- 5Y*
- 10.75%
- 10Y*
- 12.59%
VNRA.DE vs. DJAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 8.12% | 2.01% | 21.39% | 11.90% | -2.34% | 31.92% | -1.77% | 6.06% |
Correlation
The correlation between VNRA.DE and DJAM.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.87 |
The correlation between VNRA.DE and DJAM.DE has been stable across timeframes, ranging from 0.77 to 0.87 - a consistent structural relationship.
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Return for Risk
VNRA.DE vs. DJAM.DE — Risk / Return Rank
VNRA.DE
DJAM.DE
VNRA.DE vs. DJAM.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 Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.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.DE | DJAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.31 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 2.77 | +0.75 |
| Martin ratioReturn relative to average drawdown | 12.55 | 9.22 | +3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VNRA.DE | DJAM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.70 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.76 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.62 | +0.25 |
Drawdowns
VNRA.DE vs. DJAM.DE - Drawdown Comparison
The maximum VNRA.DE drawdown since its inception was -34.48%, smaller than the maximum DJAM.DE drawdown of -47.32%. Use the drawdown chart below to compare losses from any high point for VNRA.DE and DJAM.DE.
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Drawdown Indicators
| VNRA.DE | DJAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.48% | -47.32% | +12.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -7.34% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -21.15% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -21.15% | -2.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.30% | — |
Current DrawdownCurrent decline from peak | -0.35% | 0.00% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -7.81% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.21% | -0.20% |
Volatility
VNRA.DE vs. DJAM.DE - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) is 2.61%, while Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) has a volatility of 2.87%. This indicates that VNRA.DE experiences smaller price fluctuations and is considered to be less risky than DJAM.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 | DJAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 2.87% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 8.34% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.49% | 11.93% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 14.07% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 16.09% | +1.31% |
VNRA.DE vs. DJAM.DE - Expense Ratio Comparison
VNRA.DE has a 0.10% expense ratio, which is lower than DJAM.DE's 0.50% expense ratio.
Dividends
VNRA.DE vs. DJAM.DE - Dividend Comparison
VNRA.DE has not paid dividends to shareholders, while DJAM.DE's dividend yield for the trailing twelve months is around 0.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 0.73% | 0.79% | 1.17% | 1.06% | 1.80% | 1.11% | 1.62% | 1.25% | 1.90% | 1.71% | 2.26% | 2.44% |
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VNRA.DE and DJAM.DE have a correlation of 0.77, 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 0.50% for DJAM.DE.
VNRA.DE tracks FTSE North America, while DJAM.DE tracks Dow Jones Industrial Average. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.10% for VNRA.DE and 0.50% for DJAM.DE.
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