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VNRA.DE vs. VGEK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNRA.DE vs. VGEK.DE - 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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNRA.DE achieves a 11.15% return, which is significantly lower than VGEK.DE's 49.52% 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*

VGEK.DE

1D
-3.21%
1M
6.68%
YTD
49.52%
6M
54.00%
1Y
77.62%
3Y*
24.83%
5Y*
12.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNRA.DE vs. VGEK.DE - 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%6.84%
VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating
49.52%25.03%1.02%6.43%-7.37%9.39%8.22%6.27%

Correlation

The correlation between VNRA.DE and VGEK.DE is 0.60, 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

0.60

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

0.59

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

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.66

The correlation between VNRA.DE and VGEK.DE has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.

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Return for Risk

VNRA.DE vs. VGEK.DE — 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

VGEK.DE
VGEK.DE Risk / Return Rank: 9393
Overall Rank
VGEK.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEK.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
VGEK.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VGEK.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGEK.DE Martin Ratio Rank: 9393
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. VGEK.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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.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.DEVGEK.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.41

1.66

-0.25

Calmar ratioReturn relative to maximum drawdown

3.52

6.17

-2.65

Martin ratioReturn relative to average drawdown

12.55

24.03

-11.48

VNRA.DE vs. VGEK.DE - Sharpe Ratio Comparison

The current VNRA.DE Sharpe Ratio is 2.19, which is lower than the VGEK.DE Sharpe Ratio of 3.77. The chart below compares the historical Sharpe Ratios of VNRA.DE and VGEK.DE, 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.DEVGEK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

3.77

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.76

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.69

+0.18

Drawdowns

VNRA.DE vs. VGEK.DE - Drawdown Comparison

The maximum VNRA.DE drawdown since its inception was -34.48%, smaller than the maximum VGEK.DE drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for VNRA.DE and VGEK.DE.


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Drawdown Indicators


VNRA.DEVGEK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.48%

-36.64%

+2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-12.88%

+5.74%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-19.68%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-19.68%

-3.62%

Current Drawdown

Current decline from peak

-0.35%

-3.76%

+3.41%

Average Drawdown

Average peak-to-trough decline

-4.72%

-6.08%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

3.32%

-1.31%

Volatility

VNRA.DE vs. VGEK.DE - Volatility Comparison

The current volatility for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) is 2.61%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a volatility of 10.20%. This indicates that VNRA.DE experiences smaller price fluctuations and is considered to be less risky than VGEK.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.DEVGEK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

10.20%

-7.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.47%

18.52%

-11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.49%

21.09%

-9.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

16.60%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

19.60%

-2.20%

VNRA.DE vs. VGEK.DE - Expense Ratio Comparison

VNRA.DE has a 0.10% expense ratio, which is lower than VGEK.DE's 0.15% expense ratio. Despite the difference, 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. VGEK.DE - Dividend Comparison

Neither VNRA.DE nor VGEK.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020
VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating
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 VGEK.DE have a correlation of 0.60, 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 0.15% for VGEK.DE.

VNRA.DE is categorized as Large Cap Blend Equities, while VGEK.DE is Asia Pacific Equities. VNRA.DE tracks FTSE North America, while VGEK.DE tracks FTSE Developed Asia Pacific ex Japan. Their fees differ too: 0.10% for VNRA.DE and 0.15% for VGEK.DE.

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