VNRA.DE vs. EDMU.DE
VNRA.DE (Vanguard FTSE North America UCITS ETF (USD) Accumulating) and EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) are both Large Cap Blend Equities funds - VNRA.DE tracks the FTSE North America while EDMU.DE tracks the MSCI USA ESG Enhanced Focus. Both are passively managed. Over the past 5 years, VNRA.DE returned 14.38%/yr vs 12.84%/yr for EDMU.DE. With a 0.99 correlation, they move nearly in lockstep. VNRA.DE charges 0.10%/yr vs 0.07%/yr for EDMU.DE.
Performance
VNRA.DE vs. EDMU.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 EDMU.DE's 10.40% 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*
- —
EDMU.DE
- 1D
- -0.09%
- 1M
- 4.59%
- YTD
- 10.40%
- 6M
- 9.74%
- 1Y
- 23.04%
- 3Y*
- 17.44%
- 5Y*
- 12.84%
- 10Y*
- —
VNRA.DE vs. EDMU.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% |
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | 10.40% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 10.90% | 8.57% |
Correlation
The correlation between VNRA.DE and EDMU.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.99 |
The correlation between VNRA.DE and EDMU.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
VNRA.DE vs. EDMU.DE — Risk / Return Rank
VNRA.DE
EDMU.DE
VNRA.DE vs. EDMU.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 iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.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 | EDMU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.36 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 2.85 | +0.67 |
| Martin ratioReturn relative to average drawdown | 12.55 | 9.88 | +2.67 |
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 | EDMU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.95 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.82 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.83 | +0.04 |
Drawdowns
VNRA.DE vs. EDMU.DE - Drawdown Comparison
The maximum VNRA.DE drawdown since its inception was -34.48%, roughly equal to the maximum EDMU.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for VNRA.DE and EDMU.DE.
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Drawdown Indicators
| VNRA.DE | EDMU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.48% | -33.43% | -1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -8.15% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -24.12% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -24.12% | +0.82% |
Current DrawdownCurrent decline from peak | -0.35% | -0.41% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -5.36% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.36% | -0.35% |
Volatility
VNRA.DE vs. EDMU.DE - Volatility Comparison
Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) and iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) 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.DE | EDMU.DE | Difference | |
|---|---|---|---|
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% | 7.80% | -0.33% |
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% | 15.55% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 17.39% | +0.01% |
VNRA.DE vs. EDMU.DE - Expense Ratio Comparison
VNRA.DE has a 0.10% expense ratio, which is higher than EDMU.DE's 0.07% expense ratio. However, 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. EDMU.DE - Dividend Comparison
Neither VNRA.DE nor EDMU.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EDMU.DE iShares MSCI USA ESG Enhanced 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
With a correlation of 0.99, VNRA.DE and EDMU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EDMU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMU.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VNRA.DE.
VNRA.DE tracks FTSE North America, while EDMU.DE tracks MSCI USA ESG Enhanced Focus. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VNRA.DE and 0.07% for EDMU.DE.
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