PortfoliosLab logoPortfoliosLab logo
FUSR.DE vs. VNRT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUSR.DE vs. VNRT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with FUSR.DE having a 10.99% return and VNRT.DE slightly higher at 11.18%.


FUSR.DE

1D
0.07%
1M
4.38%
YTD
10.99%
6M
10.70%
1Y
26.84%
3Y*
19.47%
5Y*
14.75%
10Y*

VNRT.DE

1D
-0.06%
1M
5.35%
YTD
11.18%
6M
11.26%
1Y
25.31%
3Y*
19.05%
5Y*
14.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUSR.DE vs. VNRT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FUSR.DE
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc
10.99%5.18%33.40%24.94%-16.94%38.09%12.94%
VNRT.DE
Vanguard FTSE North America UCITS ETF Distributing
11.18%5.38%31.91%22.71%-15.21%38.59%12.01%

Correlation

The correlation between FUSR.DE and VNRT.DE is 0.92, 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

0.92

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

0.95

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.98

The correlation between FUSR.DE and VNRT.DE has been stable across timeframes, ranging from 0.92 to 0.98 - 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

FUSR.DE vs. VNRT.DE — Risk / Return Rank

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

FUSR.DE
FUSR.DE Risk / Return Rank: 6565
Overall Rank
FUSR.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FUSR.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
FUSR.DE Omega Ratio Rank: 6363
Omega Ratio Rank
FUSR.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
FUSR.DE Martin Ratio Rank: 6767
Martin Ratio Rank

VNRT.DE
VNRT.DE Risk / Return Rank: 6969
Overall Rank
VNRT.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VNRT.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
VNRT.DE Omega Ratio Rank: 7070
Omega Ratio Rank
VNRT.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
VNRT.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.

FUSR.DE vs. VNRT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.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.


FUSR.DEVNRT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

3.40

3.55

-0.15

Martin ratioReturn relative to average drawdown

12.17

12.68

-0.52

FUSR.DE vs. VNRT.DE - Sharpe Ratio Comparison

The current FUSR.DE Sharpe Ratio is 2.11, which is comparable to the VNRT.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of FUSR.DE and VNRT.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


FUSR.DEVNRT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.20

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.93

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.87

+0.15

Drawdowns

FUSR.DE vs. VNRT.DE - Drawdown Comparison

The maximum FUSR.DE drawdown since its inception was -24.29%, smaller than the maximum VNRT.DE drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and VNRT.DE.


Loading charts...

Drawdown Indicators


FUSR.DEVNRT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.29%

-34.52%

+10.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.85%

-7.10%

-0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-24.29%

-23.32%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-24.29%

-23.32%

-0.97%

Current Drawdown

Current decline from peak

-0.25%

-0.35%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.40%

-4.44%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.99%

+0.21%

Volatility

FUSR.DE vs. VNRT.DE - Volatility Comparison

Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) have volatilities of 2.62% and 2.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FUSR.DEVNRT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.64%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

7.50%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

11.47%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

15.27%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

16.82%

-0.83%

FUSR.DE vs. VNRT.DE - Expense Ratio Comparison

FUSR.DE has a 0.30% expense ratio, which is higher than VNRT.DE's 0.10% expense ratio.


Dividends

FUSR.DE vs. VNRT.DE - Dividend Comparison

FUSR.DE has not paid dividends to shareholders, while VNRT.DE's dividend yield for the trailing twelve months is around 0.88%.


PositionTTM202520242023202220212020201920182017
FUSR.DE
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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


With a correlation of 0.92, FUSR.DE and VNRT.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, 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 0.30% for FUSR.DE.

FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.30% for FUSR.DE and 0.10% for VNRT.DE.

Portfolio Optimizer

Find the right allocation for FUSR.DE and VNRT.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