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XD9D.DE vs. VNRA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD9D.DE vs. VNRA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA UCITS ETF (XD9D.DE) and Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XD9D.DE having a 11.29% return and VNRA.DE slightly lower at 11.15%.


XD9D.DE

1D
-0.10%
1M
4.52%
YTD
11.29%
6M
10.68%
1Y
25.18%
3Y*
19.01%
5Y*
14.44%
10Y*

VNRA.DE

1D
-0.02%
1M
4.57%
YTD
11.15%
6M
10.70%
1Y
25.18%
3Y*
19.14%
5Y*
14.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XD9D.DE vs. VNRA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XD9D.DE
Xtrackers MSCI USA UCITS ETF
11.29%4.60%32.05%23.70%-15.63%33.05%
VNRA.DE
Vanguard FTSE North America UCITS ETF (USD) Accumulating
11.15%5.41%32.23%22.65%-15.14%32.43%

Correlation

The correlation between XD9D.DE and VNRA.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

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

1.00

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

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.99

The correlation between XD9D.DE and VNRA.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

XD9D.DE vs. VNRA.DE — Risk / Return Rank

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

XD9D.DE
XD9D.DE Risk / Return Rank: 6666
Overall Rank
XD9D.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XD9D.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XD9D.DE Omega Ratio Rank: 6767
Omega Ratio Rank
XD9D.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
XD9D.DE Martin Ratio Rank: 6666
Martin Ratio Rank

VNRA.DE
VNRA.DE Risk / Return Rank: 6868
Overall Rank
VNRA.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VNRA.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
VNRA.DE Omega Ratio Rank: 6969
Omega Ratio Rank
VNRA.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
VNRA.DE Martin Ratio Rank: 6969
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.

XD9D.DE vs. VNRA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF (XD9D.DE) and Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.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.


XD9D.DEVNRA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

3.41

3.52

-0.11

Martin ratioReturn relative to average drawdown

11.88

12.55

-0.68

XD9D.DE vs. VNRA.DE - Sharpe Ratio Comparison

The current XD9D.DE Sharpe Ratio is 2.14, which is comparable to the VNRA.DE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of XD9D.DE and VNRA.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.


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Sharpe Ratios by Period


XD9D.DEVNRA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.19

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.93

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.87

+0.13

Drawdowns

XD9D.DE vs. VNRA.DE - Drawdown Comparison

The maximum XD9D.DE drawdown since its inception was -23.73%, smaller than the maximum VNRA.DE drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for XD9D.DE and VNRA.DE.


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Drawdown Indicators


XD9D.DEVNRA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-34.48%

+10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.36%

-7.14%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-23.73%

-23.30%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-23.30%

-0.43%

Current Drawdown

Current decline from peak

-0.39%

-0.35%

-0.04%

Average Drawdown

Average peak-to-trough decline

-4.60%

-4.72%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.01%

+0.11%

Volatility

XD9D.DE vs. VNRA.DE - Volatility Comparison

Xtrackers MSCI USA UCITS ETF (XD9D.DE) has a higher volatility of 2.77% compared to Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) at 2.61%. This indicates that XD9D.DE's price experiences larger fluctuations and is considered to be riskier than VNRA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XD9D.DEVNRA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

2.61%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

7.47%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.76%

11.49%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

15.22%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

17.40%

-2.04%

XD9D.DE vs. VNRA.DE - Expense Ratio Comparison

XD9D.DE has a 0.07% expense ratio, which is lower than VNRA.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XD9D.DE vs. VNRA.DE - Dividend Comparison

XD9D.DE's dividend yield for the trailing twelve months is around 0.83%, while VNRA.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
VNRA.DE
Vanguard FTSE North America UCITS ETF (USD) Accumulating
0.00%0.00%0.26%0.00%0.00%0.00%0.89%
XD9D.DE
Xtrackers MSCI USA UCITS ETF
0.83%0.94%1.17%1.16%1.08%0.27%0.00%

Frequently Asked Questions


With a correlation of 1.00, XD9D.DE and VNRA.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, XD9D.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XD9D.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VNRA.DE.

XD9D.DE tracks MSCI USA, while VNRA.DE tracks FTSE North America. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.07% for XD9D.DE and 0.10% for VNRA.DE.

Portfolio Optimizer

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