VNRG.L vs. HIUS.L
VNRG.L (Vanguard FTSE North America UCITS ETF (USD) Accumulating) and HIUS.L (HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating) are both Large Cap Blend Equities funds - VNRG.L tracks the Russell 1000 TR USD while HIUS.L tracks the MSCI USA Islamic ESG Universal Screened Select Index. Both are passively managed. Over the past 3 years, VNRG.L returned 19.20%/yr vs 19.10%/yr for HIUS.L. Their correlation of 0.89 suggests significant overlap in exposure. VNRG.L charges 0.10%/yr vs 0.30%/yr for HIUS.L.
Performance
VNRG.L vs. HIUS.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VNRG.L achieves a 10.37% return, which is significantly lower than HIUS.L's 27.34% return.
VNRG.L
- 1D
- 0.11%
- 1M
- 4.70%
- YTD
- 10.37%
- 6M
- 9.73%
- 1Y
- 28.68%
- 3Y*
- 19.20%
- 5Y*
- 14.50%
- 10Y*
- —
HIUS.L
- 1D
- -0.76%
- 1M
- 14.96%
- YTD
- 27.34%
- 6M
- 27.08%
- 1Y
- 49.89%
- 3Y*
- 19.10%
- 5Y*
- —
- 10Y*
- —
VNRG.L vs. HIUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VNRG.L Vanguard FTSE North America UCITS ETF (USD) Accumulating | 10.37% | 10.01% | 26.94% | 19.89% | -4.19% |
HIUS.L HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating | 27.34% | 10.31% | 9.54% | 23.06% | -3.81% |
Correlation
The correlation between VNRG.L and HIUS.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2022 | 0.89 |
The correlation between VNRG.L and HIUS.L has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VNRG.L vs. HIUS.L — Risk / Return Rank
VNRG.L
HIUS.L
VNRG.L vs. HIUS.L - 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 HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L). 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 | HIUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.60 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 7.20 | -3.19 |
| Martin ratioReturn relative to average drawdown | 14.70 | 20.58 | -5.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VNRG.L | HIUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 3.44 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 1.18 | -0.28 |
Drawdowns
VNRG.L vs. HIUS.L - Drawdown Comparison
The maximum VNRG.L drawdown since its inception was -26.12%, roughly equal to the maximum HIUS.L drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for VNRG.L and HIUS.L.
Loading charts...
Drawdown Indicators
| VNRG.L | HIUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.12% | -25.20% | -0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -6.86% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -20.92% | -25.20% | +4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | -0.76% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -3.76% | -3.87% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.41% | -0.46% |
Volatility
VNRG.L vs. HIUS.L - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) is 2.56%, while HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) has a volatility of 5.46%. This indicates that VNRG.L experiences smaller price fluctuations and is considered to be less risky than HIUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VNRG.L | HIUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 5.46% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 10.84% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 14.36% | -3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 15.67% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 15.67% | +0.59% |
VNRG.L vs. HIUS.L - Expense Ratio Comparison
VNRG.L has a 0.10% expense ratio, which is lower than HIUS.L's 0.30% expense ratio.
Dividends
VNRG.L vs. HIUS.L - Dividend Comparison
Neither VNRG.L nor HIUS.L has paid dividends to shareholders.
Frequently Asked Questions
VNRG.L and HIUS.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VNRG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRG.L is cheaper with a 0.10% expense ratio, compared with 0.30% for HIUS.L.
VNRG.L tracks Russell 1000 TR USD, while HIUS.L tracks MSCI USA Islamic ESG Universal Screened Select Index. They also come from different issuers: Vanguard and HSBC. Their fees differ too: 0.10% for VNRG.L and 0.30% for HIUS.L.
Find the right allocation for VNRG.L and HIUS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer