VNRG.L vs. ^IMXL
VNRG.L (Vanguard FTSE North America UCITS ETF (USD) Accumulating) is Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while ^IMXL (Dow Jones Islamic Market Titans 100 Index) is an index. Over the past 5 years, VNRG.L returned 13.51%/yr vs 14.21%/yr for ^IMXL. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
VNRG.L vs. ^IMXL - Performance Comparison
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Different Trading Currencies
VNRG.L is traded in GBP, while ^IMXL is traded in USD. To make them comparable, the ^IMXL values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, VNRG.L achieves a 9.19% return, which is significantly lower than ^IMXL's 11.43% return.
VNRG.L
- 1D
- -0.92%
- 1M
- -0.01%
- YTD
- 9.19%
- 6M
- 9.35%
- 1Y
- 25.55%
- 3Y*
- 19.37%
- 5Y*
- 13.51%
- 10Y*
- —
^IMXL
- 1D
- -0.20%
- 1M
- -1.70%
- YTD
- 11.43%
- 6M
- 10.93%
- 1Y
- 32.97%
- 3Y*
- 20.58%
- 5Y*
- 14.21%
- 10Y*
- 15.65%
VNRG.L vs. ^IMXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VNRG.L Vanguard FTSE North America UCITS ETF (USD) Accumulating | 9.19% | 10.01% | 27.28% | 19.88% | -9.85% | 28.98% | 16.98% | 1.78% |
^IMXL Dow Jones Islamic Market Titans 100 Index | 11.43% | 11.81% | 28.21% | 26.84% | -16.63% | 26.12% | 23.09% | 3.50% |
Correlation
The correlation between VNRG.L and ^IMXL is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.61 |
The correlation between VNRG.L and ^IMXL shifts across timeframes, from 0.61 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VNRG.L vs. ^IMXL — Risk / Return Rank
VNRG.L
^IMXL
VNRG.L vs. ^IMXL - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VNRG.L | ^IMXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.46 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 3.54 | +0.01 |
| Martin ratioReturn relative to average drawdown | 12.79 | 12.69 | +0.10 |
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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 -31.92%. Use the drawdown chart below to compare losses from any high point for VNRG.L and ^IMXL.
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Drawdown Indicators
| VNRG.L | ^IMXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.12% | -31.92% | +5.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -9.35% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -20.91% | -23.97% | +3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -20.91% | -23.97% | +3.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.97% | — |
Current DrawdownCurrent decline from peak | -1.53% | -3.64% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -5.03% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.60% | -0.61% |
Volatility
VNRG.L vs. ^IMXL - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) is 3.51%, while Dow Jones Islamic Market Titans 100 Index (^IMXL) has a volatility of 5.30%. 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.
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Volatility by Period
| VNRG.L | ^IMXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 5.30% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 9.91% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.81% | 13.07% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 16.16% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 16.85% | -0.66% |
Frequently Asked Questions
VNRG.L and ^IMXL have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for VNRG.L and ^IMXL
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