PortfoliosLab logoPortfoliosLab logo
VNRG.L vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNRG.L vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VNRG.L is traded in GBP, while SXR8.DE is traded in EUR. To make them comparable, the SXR8.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with VNRG.L having a 10.37% return and SXR8.DE slightly higher at 10.49%.


VNRG.L

1D
0.11%
1M
4.70%
YTD
10.37%
6M
9.73%
1Y
28.68%
3Y*
19.20%
5Y*
14.50%
10Y*

SXR8.DE

1D
-0.02%
1M
5.45%
YTD
10.49%
6M
10.34%
1Y
29.02%
3Y*
19.04%
5Y*
14.93%
10Y*
16.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNRG.L vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
10.44%10.18%26.55%20.03%-9.61%30.81%12.83%3.29%

Correlation

The correlation between VNRG.L and SXR8.DE is 0.95, 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2019

0.93

The correlation between VNRG.L and SXR8.DE has been stable across timeframes, ranging from 0.93 to 0.95 - 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. SXR8.DE — Risk / Return Rank

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

VNRG.L
VNRG.L Risk / Return Rank: 8282
Overall Rank
VNRG.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VNRG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
VNRG.L Omega Ratio Rank: 8585
Omega Ratio Rank
VNRG.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
VNRG.L Martin Ratio Rank: 7777
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 6969
Overall Rank
SXR8.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VNRG.L vs. SXR8.DE - 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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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.LSXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.52

1.48

+0.04

Calmar ratioReturn relative to maximum drawdown

4.01

4.08

-0.07

Martin ratioReturn relative to average drawdown

14.70

14.71

-0.01

VNRG.L vs. SXR8.DE - Sharpe Ratio Comparison

The current VNRG.L Sharpe Ratio is 2.76, which is comparable to the SXR8.DE Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of VNRG.L and SXR8.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VNRG.LSXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

2.61

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

1.00

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.81

+0.08

Drawdowns

VNRG.L vs. SXR8.DE - Drawdown Comparison

The maximum VNRG.L drawdown since its inception was -26.12%, smaller than the maximum SXR8.DE drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for VNRG.L and SXR8.DE.


Loading charts...

Drawdown Indicators


VNRG.LSXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.12%

-30.78%

+4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-7.08%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-20.92%

-22.03%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-22.03%

+1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-26.38%

Current Drawdown

Current decline from peak

-0.14%

-0.26%

+0.12%

Average Drawdown

Average peak-to-trough decline

-3.76%

-4.92%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.97%

-0.02%

Volatility

VNRG.L vs. SXR8.DE - Volatility Comparison

The current volatility for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) is 2.56%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.03%. This indicates that VNRG.L experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VNRG.LSXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

3.03%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

7.42%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

10.40%

11.09%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

14.73%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

15.98%

+0.28%

VNRG.L vs. SXR8.DE - Expense Ratio Comparison

VNRG.L has a 0.10% expense ratio, which is higher than SXR8.DE's 0.07% 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%.


Dividends

VNRG.L vs. SXR8.DE - Dividend Comparison

Neither VNRG.L nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, VNRG.L and SXR8.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VNRG.L.

VNRG.L is categorized as Large Cap Blend Equities, while SXR8.DE is S&P 500. VNRG.L tracks Russell 1000 TR USD, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VNRG.L and 0.07% for SXR8.DE.

Portfolio Optimizer

Find the right allocation for VNRG.L and SXR8.DE

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