DURA vs. RINT

Last updated Jun 4, 2026

DURA (VanEck Vectors Morningstar Durable Dividend ETF) and RINT (Russell Investments International Developed Equity ETF) are both exchange-traded funds - DURA is a Large Cap Blend Equities fund tracking the Morningstar US Dividend Valuation Index, while RINT is a Foreign Large Cap Equities fund actively managed by Russell. DURA is passively managed, while RINT is actively managed. Over the past year, DURA returned 21.36% vs 21.90% for RINT. At a 0.38 correlation, their price movements are largely independent. DURA charges 0.29%/yr vs 0.49%/yr for RINT.

Performance

DURA vs. RINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Russell Investments International Developed Equity ETF (RINT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DURA achieves a 12.48% return, which is significantly higher than RINT's 8.39% return.

DURA

• 1D: 0.24%
• 1M: 0.38%
• YTD: 12.48%
• 6M: 12.41%
• 1Y: 21.36%
• 3Y*: 10.54%
• 5Y*: 7.29%
• 10Y*: —

RINT

• 1D: -0.77%
• 1M: 3.99%
• YTD: 8.39%
• 6M: 11.05%
• 1Y: 21.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DURA vs. RINT - Yearly Performance Comparison

	2026 (YTD)	2025
DURA VanEck Vectors Morningstar Durable Dividend ETF	12.48%	9.22%
RINT Russell Investments International Developed Equity ETF	8.39%	16.65%

Correlation

The correlation between DURA and RINT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (All Time) Calculated using the full available price history since May 15, 2025	0.38

Return for Risk

DURA vs. RINT — Risk / Return Rank

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

DURA

DURA Risk / Return Rank: 49
DURA Sharpe Ratio Rank: 41
DURA Sortino Ratio Rank: 43
DURA Omega Ratio Rank: 51
DURA Calmar Ratio Rank: 51
DURA Martin Ratio Rank: 60

RINT

RINT Risk / Return Rank: 42
RINT Sharpe Ratio Rank: 43
RINT Sortino Ratio Rank: 43
RINT Omega Ratio Rank: 44
RINT Calmar Ratio Rank: 38
RINT Martin Ratio Rank: 44

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.

DURA vs. RINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Russell Investments International Developed Equity ETF (RINT). 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.

	DURA	RINT	Difference
Sharpe ratio Return per unit of total volatility	1.45	1.49	-0.04
Sortino ratio Return per unit of downside risk	2.18	2.12	+0.06
Omega ratio Gain probability vs. loss probability	1.32	1.27	+0.05
Calmar ratio Return relative to maximum drawdown	2.51	1.85	+0.67
Martin ratio Return relative to average drawdown	10.60	6.94	+3.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DURA vs. RINT - Sharpe Ratio Comparison

The current DURA Sharpe Ratio is 1.45, which is comparable to the RINT Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of DURA and RINT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DURA	RINT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	1.49	-0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	1.72	-1.19

Drawdowns

DURA vs. RINT - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.15%, which is greater than RINT's maximum drawdown of -11.91%. Use the drawdown chart below to compare losses from any high point for DURA and RINT.

Drawdown Indicators

	DURA	RINT	Difference
Max Drawdown Largest peak-to-trough decline	-33.15%	-11.91%	-21.24%
Max Drawdown (1Y) Largest decline over 1 year	-8.53%	-11.91%	+3.38%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.80%	—	—
Current Drawdown Current decline from peak	-2.55%	-0.86%	-1.69%
Average Drawdown Average peak-to-trough decline	-3.92%	-1.82%	-2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	3.16%	-1.14%

Volatility

DURA vs. RINT - Volatility Comparison

The current volatility for VanEck Vectors Morningstar Durable Dividend ETF (DURA) is 3.29%, while Russell Investments International Developed Equity ETF (RINT) has a volatility of 4.31%. This indicates that DURA experiences smaller price fluctuations and is considered to be less risky than RINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DURA	RINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.29%	4.31%	-1.02%
Volatility (6M) Calculated over the trailing 6-month period	7.86%	12.36%	-4.50%
Volatility (1Y) Calculated over the trailing 1-year period	14.79%	14.79%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.63%	14.64%	-1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.99%	14.64%	+2.35%

DURA vs. RINT - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is lower than RINT's 0.49% expense ratio.

Dividends

DURA vs. RINT - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.30%, more than RINT's 0.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DURA VanEck Vectors Morningstar Durable Dividend ETF	3.30%	3.59%	3.33%	3.58%	3.01%	2.89%	3.49%	3.83%	0.66%
RINT Russell Investments International Developed Equity ETF	0.82%	0.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DURA and RINT in my portfolio?

DURA and RINT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DURA or RINT?

RINT has higher volatility (4.31%) compared to DURA (3.29%). In terms of maximum drawdown, DURA dropped -33.15% vs RINT's -11.91%.

Which ETF is better, DURA or RINT?

On 1-year performance, RINT leads with 21.90% vs 21.36% for DURA. On fees, DURA is cheaper at 0.29% per year. On volatility, DURA has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DURA or RINT?

Over the 1-year period, RINT has performed better with a 21.90% return vs 21.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DURA or RINT?

DURA is cheaper with a 0.29% expense ratio, compared with 0.49% for RINT.

Which ETF pays a higher dividend yield, DURA or RINT?

DURA has the higher dividend yield at 3.30%, compared with 0.82% for RINT.

What is the main difference between DURA and RINT?

DURA is categorized as Large Cap Blend Equities, while RINT is Foreign Large Cap Equities. They also come from different issuers: VanEck and Russell. Their fees differ too: 0.29% for DURA and 0.49% for RINT.

Which has better risk-adjusted returns?

RINT currently has the higher Sharpe Ratio (1.49 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.