IQQN.DE vs. VNRT.DE
IQQN.DE (iShares MSCI North America UCITS ETF) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both Large Cap Blend Equities funds - IQQN.DE tracks the MSCI North America while VNRT.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, IQQN.DE returned 13.97%/yr vs 14.33%/yr for VNRT.DE. With a 1.00 correlation, they move nearly in lockstep. IQQN.DE charges 0.40%/yr vs 0.10%/yr for VNRT.DE.
Performance
IQQN.DE vs. VNRT.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with IQQN.DE having a 11.09% return and VNRT.DE slightly higher at 11.18%.
IQQN.DE
- 1D
- -0.05%
- 1M
- 4.42%
- YTD
- 11.09%
- 6M
- 10.54%
- 1Y
- 24.97%
- 3Y*
- 18.64%
- 5Y*
- 13.97%
- 10Y*
- 14.38%
VNRT.DE
- 1D
- -0.06%
- 1M
- 4.58%
- YTD
- 11.18%
- 6M
- 10.72%
- 1Y
- 25.15%
- 3Y*
- 19.05%
- 5Y*
- 14.33%
- 10Y*
- —
IQQN.DE vs. VNRT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQN.DE iShares MSCI North America UCITS ETF | 11.09% | 4.95% | 31.43% | 22.31% | -15.50% | 38.10% | 8.53% | 34.21% | -2.31% | 2.70% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.18% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 8.35% | 34.70% | -1.98% | 2.78% |
Correlation
The correlation between IQQN.DE and VNRT.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 | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 1.00 |
The correlation between IQQN.DE and VNRT.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
IQQN.DE vs. VNRT.DE — Risk / Return Rank
IQQN.DE
VNRT.DE
IQQN.DE vs. VNRT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF (IQQN.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.
| IQQN.DE | VNRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 3.55 | -0.09 |
| Martin ratioReturn relative to average drawdown | 12.25 | 12.68 | -0.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQQN.DE | VNRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.20 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.93 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.87 | -0.29 |
Drawdowns
IQQN.DE vs. VNRT.DE - Drawdown Comparison
The maximum IQQN.DE drawdown since its inception was -52.40%, which is greater than VNRT.DE's maximum drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for IQQN.DE and VNRT.DE.
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Drawdown Indicators
| IQQN.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.40% | -34.52% | -17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -7.10% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -23.32% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -23.32% | -0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -34.38% | — | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.35% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -4.44% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.99% | +0.06% |
Volatility
IQQN.DE vs. VNRT.DE - Volatility Comparison
iShares MSCI North America UCITS ETF (IQQN.DE) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) have volatilities of 2.66% 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.
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Volatility by Period
| IQQN.DE | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 2.64% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 7.50% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 11.47% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 15.27% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 16.82% | -0.73% |
IQQN.DE vs. VNRT.DE - Expense Ratio Comparison
IQQN.DE has a 0.40% expense ratio, which is higher than VNRT.DE's 0.10% expense ratio.
Dividends
IQQN.DE vs. VNRT.DE - Dividend Comparison
IQQN.DE's dividend yield for the trailing twelve months is around 0.61%, less than VNRT.DE's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQN.DE iShares MSCI North America UCITS ETF | 0.61% | 0.68% | 0.75% | 0.99% | 1.15% | 0.73% | 1.09% | 1.22% | 1.42% | 1.34% | 1.37% | 1.53% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 1.00, IQQN.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 0.40% for IQQN.DE.
IQQN.DE tracks MSCI North America, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IQQN.DE and 0.10% for VNRT.DE.
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