3SUR.DE vs. VNRT.DE
3SUR.DE (iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist)) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both Large Cap Blend Equities funds - 3SUR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index while VNRT.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, 3SUR.DE returned 7.70%/yr vs 13.05%/yr for VNRT.DE. Their correlation of 0.82 suggests significant overlap in exposure. 3SUR.DE charges 0.23%/yr vs 0.10%/yr for VNRT.DE.
Performance
3SUR.DE vs. VNRT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 3SUR.DE achieves a 10.71% return, which is significantly lower than VNRT.DE's 11.63% return.
3SUR.DE
- 1D
- -1.14%
- 1M
- -2.84%
- 6M
- 8.46%
- YTD
- 10.71%
- 1Y
- 16.59%
- 3Y*
- 12.02%
- 5Y*
- 7.70%
- 10Y*
- —
VNRT.DE
- 1D
- -1.20%
- 1M
- 0.83%
- 6M
- 9.44%
- YTD
- 11.63%
- 1Y
- 21.42%
- 3Y*
- 18.81%
- 5Y*
- 13.05%
- 10Y*
- —
3SUR.DE vs. VNRT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 10.71% | 9.40% | 11.63% | 20.98% | -22.39% | 31.13% | 22.49% | 28.86% | -9.69% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.63% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 8.35% | 34.70% | -7.59% |
Correlation
The correlation between 3SUR.DE and VNRT.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2018 | 0.82 |
The correlation between 3SUR.DE and VNRT.DE has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
3SUR.DE vs. VNRT.DE — Risk / Return Rank
3SUR.DE
VNRT.DE
3SUR.DE vs. VNRT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 3SUR.DE | VNRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 3.08 | -1.21 |
| Martin ratioReturn relative to average drawdown | 6.77 | 10.96 | -4.19 |
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Drawdowns
3SUR.DE vs. VNRT.DE - Drawdown Comparison
The maximum 3SUR.DE drawdown since its inception was -33.43%, roughly equal to the maximum VNRT.DE drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for 3SUR.DE and VNRT.DE.
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Drawdown Indicators
| 3SUR.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -34.52% | +1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -6.93% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -20.15% | -23.32% | +3.17% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -23.32% | -4.37% |
Current DrawdownCurrent decline from peak | -3.53% | -1.29% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -4.38% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.95% | +0.49% |
Volatility
3SUR.DE vs. VNRT.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) has a higher volatility of 4.25% compared to Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) at 2.96%. This indicates that 3SUR.DE's price experiences larger fluctuations and is considered to be riskier than VNRT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 3SUR.DE | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 2.96% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 7.77% | +3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.61% | 11.70% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 15.31% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 16.75% | +1.02% |
3SUR.DE vs. VNRT.DE - Expense Ratio Comparison
3SUR.DE has a 0.23% expense ratio, which is higher than VNRT.DE's 0.10% 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
3SUR.DE vs. VNRT.DE - Dividend Comparison
3SUR.DE's dividend yield for the trailing twelve months is around 0.90%, more than VNRT.DE's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 0.90% | 0.91% | 1.11% | 1.24% | 1.42% | 0.94% | 0.95% | 1.19% | 0.60% | 0.00% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.88% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
Frequently Asked Questions
3SUR.DE and VNRT.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VNRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.DE is cheaper with a 0.10% expense ratio, compared with 0.23% for 3SUR.DE.
3SUR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.23% for 3SUR.DE and 0.10% for VNRT.DE.
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