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VDE vs. NEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDE vs. NEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Energy ETF (VDE) and iShares Short Duration Bond Active ETF (NEAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VDE achieves a 22.80% return, which is significantly higher than NEAR's 0.63% return. Over the past 10 years, VDE has outperformed NEAR with an annualized return of 8.84%, while NEAR has yielded a comparatively lower 2.84% annualized return.


VDE

1D
1.27%
1M
-8.49%
YTD
22.80%
6M
24.09%
1Y
26.80%
3Y*
15.90%
5Y*
18.82%
10Y*
8.84%

NEAR

1D
-0.10%
1M
0.11%
YTD
0.63%
6M
0.83%
1Y
3.79%
3Y*
5.48%
5Y*
3.84%
10Y*
2.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDE vs. NEAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDE
Vanguard Energy ETF
22.80%7.11%6.75%0.03%62.89%56.31%-33.02%9.28%-19.95%-2.50%
NEAR
iShares Short Duration Bond Active ETF
0.63%5.90%5.09%7.42%0.41%0.32%1.39%3.55%1.71%1.41%

Correlation

The correlation between VDE and NEAR is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.27

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

-0.11

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

-0.08

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2013

-0.03

Over the past year, the inverse relationship between VDE and NEAR has strengthened: their correlation has moved from -0.03 to -0.27, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

VDE vs. NEAR — Risk / Return Rank

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

VDE
VDE Risk / Return Rank: 3636
Overall Rank
VDE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VDE Sortino Ratio Rank: 3535
Sortino Ratio Rank
VDE Omega Ratio Rank: 3333
Omega Ratio Rank
VDE Calmar Ratio Rank: 3939
Calmar Ratio Rank
VDE Martin Ratio Rank: 3939
Martin Ratio Rank

NEAR
NEAR Risk / Return Rank: 8484
Overall Rank
NEAR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9292
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9191
Omega Ratio Rank
NEAR Calmar Ratio Rank: 6969
Calmar Ratio Rank
NEAR Martin Ratio Rank: 8080
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.

VDE vs. NEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) and iShares Short Duration Bond Active ETF (NEAR). 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.


VDENEARDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-2.44

Omega ratioGain probability vs. loss probability

1.22

1.56

-0.34

Calmar ratioReturn relative to maximum drawdown

1.90

3.36

-1.47

Martin ratioReturn relative to average drawdown

5.92

15.26

-9.34

VDE vs. NEAR - Sharpe Ratio Comparison

The current VDE Sharpe Ratio is 1.29, which is lower than the NEAR Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of VDE and NEAR, 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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Drawdowns

VDE vs. NEAR - Drawdown Comparison

The maximum VDE drawdown since its inception was -74.20%, which is greater than NEAR's maximum drawdown of -9.61%. Use the drawdown chart below to compare losses from any high point for VDE and NEAR.


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Drawdown Indicators


VDENEARDifference

Max Drawdown

Largest peak-to-trough decline

-74.20%

-9.61%

-64.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-1.13%

-13.07%

Max Drawdown (3Y)

Largest decline over 3 years

-21.41%

-1.16%

-20.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-1.32%

-25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-69.29%

-9.61%

-59.68%

Current Drawdown

Current decline from peak

-13.11%

-0.24%

-12.87%

Average Drawdown

Average peak-to-trough decline

-19.94%

-0.16%

-19.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

0.25%

+4.32%

Volatility

VDE vs. NEAR - Volatility Comparison

Vanguard Energy ETF (VDE) has a higher volatility of 7.02% compared to iShares Short Duration Bond Active ETF (NEAR) at 0.48%. This indicates that VDE's price experiences larger fluctuations and is considered to be riskier than NEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDENEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

0.48%

+6.54%

Volatility (6M)

Calculated over the trailing 6-month period

16.69%

1.06%

+15.63%

Volatility (1Y)

Calculated over the trailing 1-year period

20.84%

1.39%

+19.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.37%

1.35%

+25.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.96%

2.50%

+27.46%

VDE vs. NEAR - Expense Ratio Comparison

VDE has a 0.09% expense ratio, which is lower than NEAR's 0.25% 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

VDE vs. NEAR - Dividend Comparison

VDE's dividend yield for the trailing twelve months is around 2.56%, less than NEAR's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
NEAR
iShares Short Duration Bond Active ETF
4.44%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%
VDE
Vanguard Energy ETF
2.56%3.11%3.23%3.34%3.65%4.13%4.76%3.42%3.35%2.90%2.31%3.17%

Frequently Asked Questions


VDE and NEAR have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VDE has higher volatility (7.02%) compared to NEAR (0.48%). In terms of maximum drawdown, VDE dropped -74.20% vs NEAR's -9.61%.

On 10-year performance, VDE leads with 8.84% vs 2.84% for NEAR. On fees, VDE is cheaper at 0.09% per year. On volatility, NEAR has been the lower-risk option at 0.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VDE has performed better with a 8.84% return vs 2.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VDE is cheaper with a 0.09% expense ratio, compared with 0.25% for NEAR.

NEAR has the higher dividend yield at 4.44%, compared with 2.56% for VDE.

VDE is categorized as Energy Equities, while NEAR is Short-Term Bond. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VDE and 0.25% for NEAR.

NEAR currently has the higher Sharpe Ratio (2.75 vs 1.29), 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.

Portfolio Optimizer

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