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 14.50%/yr vs 16.03%/yr for ^IMXL. A 0.60 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 10.37% return, which is significantly lower than ^IMXL's 15.09% return.
VNRG.L
- 1D
- 0.11%
- 1M
- 5.68%
- YTD
- 10.37%
- 6M
- 10.33%
- 1Y
- 28.80%
- 3Y*
- 19.20%
- 5Y*
- 14.50%
- 10Y*
- —
^IMXL
- 1D
- -0.10%
- 1M
- 7.26%
- YTD
- 15.09%
- 6M
- 13.87%
- 1Y
- 38.96%
- 3Y*
- 21.23%
- 5Y*
- 16.03%
- 10Y*
- 16.45%
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 | 10.37% | 10.01% | 26.94% | 19.89% | -9.87% | 28.98% | 15.46% | 1.78% |
^IMXL Dow Jones Islamic Market Titans 100 Index | 15.09% | 11.81% | 28.21% | 26.84% | -16.63% | 26.12% | 23.09% | 3.59% |
Correlation
The correlation between VNRG.L and ^IMXL is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.60 |
The correlation between VNRG.L and ^IMXL has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
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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.
| VNRG.L | ^IMXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.54 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 3.22 | +0.79 |
| Martin ratioReturn relative to average drawdown | 14.70 | 12.01 | +2.69 |
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
| VNRG.L | ^IMXL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 2.77 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.98 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.70 | +0.19 |
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% | -9.45% | +2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -20.92% | -23.97% | +3.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -23.97% | +3.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.97% | — |
Current DrawdownCurrent decline from peak | -0.14% | -0.48% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -3.76% | -5.03% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.79% | -0.84% |
Volatility
VNRG.L vs. ^IMXL - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) is 2.56%, while Dow Jones Islamic Market Titans 100 Index (^IMXL) has a volatility of 3.00%. 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 | 2.56% | 3.00% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 8.30% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 11.00% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 15.59% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 16.65% | -0.39% |
Frequently Asked Questions
VNRG.L and ^IMXL have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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