VNRG.L vs. ^IMXL
Compare and contrast key facts about Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) and Dow Jones Islamic Market Titans 100 Index (^IMXL).
VNRG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on Jul 23, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VNRG.L or ^IMXL.
Key characteristics
| VNRG.L | ^IMXL | |
|---|---|---|
| YTD Return | 26.45% | 26.19% |
| 1Y Return | 32.32% | 32.86% |
| 3Y Return (Ann) | 11.24% | 6.84% |
| 5Y Return (Ann) | 15.70% | 13.85% |
| Sharpe Ratio | 2.84 | 1.68 |
| Sortino Ratio | 4.00 | 2.34 |
| Omega Ratio | 1.55 | 1.34 |
| Calmar Ratio | 4.98 | 2.05 |
| Martin Ratio | 20.91 | 7.90 |
| Ulcer Index | 1.51% | 2.76% |
| Daily Std Dev | 11.12% | 12.13% |
| Max Drawdown | -26.12% | -48.36% |
| Current Drawdown | 0.00% | -0.94% |
Correlation
The correlation between VNRG.L and ^IMXL is 0.64, 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.
Performance
VNRG.L vs. ^IMXL - Performance Comparison
The year-to-date returns for both stocks are quite close, with VNRG.L having a 26.45% return and ^IMXL slightly lower at 26.19%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VNRG.L vs. ^IMXL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) and Dow Jones Islamic Market Titans 100 Index (^IMXL). 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.
Drawdowns
VNRG.L vs. ^IMXL - Drawdown Comparison
The maximum VNRG.L drawdown since its inception was -26.12%, smaller than the maximum ^IMXL drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for VNRG.L and ^IMXL. For additional features, visit the drawdowns tool.
Volatility
VNRG.L vs. ^IMXL - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) is 3.02%, while Dow Jones Islamic Market Titans 100 Index (^IMXL) has a volatility of 3.81%. This indicates that VNRG.L experiences smaller price fluctuations and is considered to be less risky than ^IMXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.