VNRG.L vs. SXR8.DE
VNRG.L (Vanguard FTSE North America UCITS ETF (USD) Accumulating) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - VNRG.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, VNRG.L returned 14.50%/yr vs 14.93%/yr for SXR8.DE. Their correlation of 0.93 suggests significant overlap in exposure. VNRG.L charges 0.10%/yr vs 0.07%/yr for SXR8.DE.
Performance
VNRG.L vs. SXR8.DE - Performance Comparison
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%
VNRG.L vs. SXR8.DE - 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% |
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
VNRG.L
SXR8.DE
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.L | SXR8.DE | Difference | |
|---|---|---|---|
| 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 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
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.L | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.14% | -0.26% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -3.76% | -4.92% | +1.16% |
Ulcer IndexDepth 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.L | SXR8.DE | Difference | |
|---|---|---|---|
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.
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.
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