VNRA.DE vs. EFRN.DE
VNRA.DE (Vanguard FTSE North America UCITS ETF (USD) Accumulating) and EFRN.DE (iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)) are both exchange-traded funds - VNRA.DE is a Large Cap Blend Equities fund tracking the FTSE North America, while EFRN.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Both are passively managed. Over the past 5 years, VNRA.DE returned 14.38%/yr vs 2.35%/yr for EFRN.DE. At a 0.03 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
VNRA.DE vs. EFRN.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 EFRN.DE's 0.87% 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*
- —
EFRN.DE
- 1D
- 0.05%
- 1M
- 0.17%
- YTD
- 0.87%
- 6M
- 1.29%
- 1Y
- 2.55%
- 3Y*
- 3.61%
- 5Y*
- 2.35%
- 10Y*
- —
VNRA.DE vs. EFRN.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% |
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 0.87% | 2.94% | 4.31% | 3.97% | -0.03% | -0.22% | -0.04% | 0.07% |
Correlation
The correlation between VNRA.DE and EFRN.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.03 |
The correlation between VNRA.DE and EFRN.DE shifts across timeframes, from 0.02 (5 years) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VNRA.DE vs. EFRN.DE — Risk / Return Rank
VNRA.DE
EFRN.DE
VNRA.DE vs. EFRN.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 EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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 | EFRN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.55 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 8.25 | -4.73 |
| Martin ratioReturn relative to average drawdown | 12.55 | 32.61 | -20.06 |
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 | EFRN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.58 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 2.35 | -1.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.12 | -0.25 |
Drawdowns
VNRA.DE vs. EFRN.DE - Drawdown Comparison
The maximum VNRA.DE drawdown since its inception was -34.48%, which is greater than EFRN.DE's maximum drawdown of -5.68%. Use the drawdown chart below to compare losses from any high point for VNRA.DE and EFRN.DE.
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Drawdown Indicators
| VNRA.DE | EFRN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.48% | -5.68% | -28.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -0.31% | -6.83% |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | -0.48% | -22.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -1.13% | -22.17% |
Current DrawdownCurrent decline from peak | -0.35% | -0.01% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -0.33% | -4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 0.08% | +1.93% |
Volatility
VNRA.DE vs. EFRN.DE - Volatility Comparison
Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) has a higher volatility of 2.61% compared to iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) at 0.34%. This indicates that VNRA.DE's price experiences larger fluctuations and is considered to be riskier than EFRN.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 | EFRN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 0.34% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 0.80% | +6.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.49% | 0.98% | +10.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 0.99% | +14.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 1.35% | +16.05% |
VNRA.DE vs. EFRN.DE - Expense Ratio Comparison
Both VNRA.DE and EFRN.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VNRA.DE vs. EFRN.DE - Dividend Comparison
VNRA.DE has not paid dividends to shareholders, while EFRN.DE's dividend yield for the trailing twelve months is around 2.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 2.50% | 2.88% | 4.22% | 2.93% | 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 EFRN.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
VNRA.DE and EFRN.DE have the same expense ratio: 0.10% per year.
VNRA.DE is categorized as Large Cap Blend Equities, while EFRN.DE is European Corporate Bonds. VNRA.DE tracks FTSE North America, while EFRN.DE tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: Vanguard and iShares.
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