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VNRA.DE vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VNRA.DE and VTI is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

VNRA.DE vs. VTI - 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 Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.34%
10.34%
VNRA.DE
VTI

Key characteristics

Sharpe Ratio

VNRA.DE:

2.18

VTI:

1.78

Sortino Ratio

VNRA.DE:

3.00

VTI:

2.41

Omega Ratio

VNRA.DE:

1.43

VTI:

1.33

Calmar Ratio

VNRA.DE:

3.35

VTI:

2.68

Martin Ratio

VNRA.DE:

15.04

VTI:

10.68

Ulcer Index

VNRA.DE:

1.84%

VTI:

2.15%

Daily Std Dev

VNRA.DE:

12.67%

VTI:

12.90%

Max Drawdown

VNRA.DE:

-34.48%

VTI:

-55.45%

Current Drawdown

VNRA.DE:

0.00%

VTI:

0.00%

Returns By Period

In the year-to-date period, VNRA.DE achieves a 4.29% return, which is significantly lower than VTI's 4.59% return.


VNRA.DE

YTD

4.29%

1M

1.76%

6M

18.28%

1Y

29.88%

5Y*

15.46%

10Y*

N/A

VTI

YTD

4.59%

1M

2.34%

6M

10.34%

1Y

24.42%

5Y*

14.06%

10Y*

12.70%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VNRA.DE vs. VTI - Expense Ratio Comparison

VNRA.DE has a 0.10% expense ratio, which is higher than VTI's 0.03% 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%.


VNRA.DE
Vanguard FTSE North America UCITS ETF (USD) Accumulating
Expense ratio chart for VNRA.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VNRA.DE vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VNRA.DE
The Risk-Adjusted Performance Rank of VNRA.DE is 8787
Overall Rank
The Sharpe Ratio Rank of VNRA.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VNRA.DE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VNRA.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VNRA.DE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VNRA.DE is 9090
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 7474
Overall Rank
The Sharpe Ratio Rank of VTI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VNRA.DE vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for VNRA.DE, currently valued at 1.87, compared to the broader market0.002.004.001.871.73
The chart of Sortino ratio for VNRA.DE, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.0012.002.572.32
The chart of Omega ratio for VNRA.DE, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.32
The chart of Calmar ratio for VNRA.DE, currently valued at 2.77, compared to the broader market0.005.0010.0015.002.772.56
The chart of Martin ratio for VNRA.DE, currently valued at 11.05, compared to the broader market0.0020.0040.0060.0080.00100.0011.0510.13
VNRA.DE
VTI

The current VNRA.DE Sharpe Ratio is 2.18, which is comparable to the VTI Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of VNRA.DE and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.87
1.73
VNRA.DE
VTI

Dividends

VNRA.DE vs. VTI - Dividend Comparison

VNRA.DE's dividend yield for the trailing twelve months is around 0.25%, less than VTI's 1.21% yield.


TTM20242023202220212020201920182017201620152014
VNRA.DE
Vanguard FTSE North America UCITS ETF (USD) Accumulating
0.25%0.26%0.00%0.00%0.00%0.89%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.21%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VNRA.DE vs. VTI - Drawdown Comparison

The maximum VNRA.DE drawdown since its inception was -34.48%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VNRA.DE and VTI. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.56%
0
VNRA.DE
VTI

Volatility

VNRA.DE vs. VTI - Volatility Comparison

Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) has a higher volatility of 3.30% compared to Vanguard Total Stock Market ETF (VTI) at 3.03%. This indicates that VNRA.DE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.30%
3.03%
VNRA.DE
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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