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VGVE.DE vs. VNRT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGVE.DE vs. VNRT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VGVE.DE is traded in EUR, while VNRT.L is traded in GBP. To make them comparable, the VNRT.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VGVE.DE achieves a 12.54% return, which is significantly higher than VNRT.L's 11.08% return.


VGVE.DE

1D
-0.18%
1M
5.25%
YTD
12.54%
6M
13.19%
1Y
26.14%
3Y*
18.04%
5Y*
12.95%
10Y*

VNRT.L

1D
0.04%
1M
4.55%
YTD
11.08%
6M
10.21%
1Y
24.14%
3Y*
18.30%
5Y*
13.93%
10Y*
14.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGVE.DE vs. VNRT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGVE.DE
Vanguard FTSE Developed World UCITS ETF Distributing
12.54%8.78%24.92%19.91%-13.71%31.39%5.44%30.68%-5.85%2.00%
VNRT.L
Vanguard FTSE North America UCITS ETF Distributing
11.08%3.10%32.45%22.53%-14.62%37.38%9.15%34.43%-2.04%2.44%

Correlation

The correlation between VGVE.DE and VNRT.L 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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.90

The correlation between VGVE.DE and VNRT.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

VGVE.DE vs. VNRT.L — Risk / Return Rank

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

VGVE.DE
VGVE.DE Risk / Return Rank: 7777
Overall Rank
VGVE.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGVE.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
VGVE.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VGVE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
VGVE.DE Martin Ratio Rank: 8484
Martin Ratio Rank

VNRT.L
VNRT.L Risk / Return Rank: 7777
Overall Rank
VNRT.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VNRT.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
VNRT.L Omega Ratio Rank: 8282
Omega Ratio Rank
VNRT.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
VNRT.L 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.

VGVE.DE vs. VNRT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.L). 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.


VGVE.DEVNRT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.44

1.40

+0.04

Calmar ratioReturn relative to maximum drawdown

4.15

3.22

+0.92

Martin ratioReturn relative to average drawdown

17.12

11.78

+5.34

VGVE.DE vs. VNRT.L - Sharpe Ratio Comparison

The current VGVE.DE Sharpe Ratio is 2.32, which is comparable to the VNRT.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VGVE.DE and VNRT.L, 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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Sharpe Ratios by Period


VGVE.DEVNRT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.17

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.92

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.85

-0.05

Drawdowns

VGVE.DE vs. VNRT.L - Drawdown Comparison

The maximum VGVE.DE drawdown since its inception was -33.63%, roughly equal to the maximum VNRT.L drawdown of -33.53%. Use the drawdown chart below to compare losses from any high point for VGVE.DE and VNRT.L.


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Drawdown Indicators


VGVE.DEVNRT.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-33.53%

-0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-7.45%

+1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-21.26%

-23.09%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.26%

-23.09%

+1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-0.58%

-0.32%

-0.26%

Average Drawdown

Average peak-to-trough decline

-4.35%

-4.56%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

2.04%

-0.52%

Volatility

VGVE.DE vs. VNRT.L - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) has a higher volatility of 2.88% compared to Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) at 2.12%. This indicates that VGVE.DE's price experiences larger fluctuations and is considered to be riskier than VNRT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGVE.DEVNRT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

2.12%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

7.37%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

11.09%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

15.15%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

16.11%

-0.48%

VGVE.DE vs. VNRT.L - Expense Ratio Comparison

VGVE.DE has a 0.12% expense ratio, which is higher than VNRT.L'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

VGVE.DE vs. VNRT.L - Dividend Comparison

VGVE.DE's dividend yield for the trailing twelve months is around 1.06%, while VNRT.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
VGVE.DE
Vanguard FTSE Developed World UCITS ETF Distributing
1.06%1.22%1.36%1.59%1.93%1.22%1.40%1.67%1.95%0.34%0.00%0.00%
VNRT.L
Vanguard FTSE North America UCITS ETF Distributing
0.00%0.00%0.49%1.24%1.41%1.02%1.43%1.48%1.76%1.61%1.51%1.68%

Frequently Asked Questions


With a correlation of 0.92, VGVE.DE and VNRT.L 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.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VNRT.L is cheaper with a 0.10% expense ratio, compared with 0.12% for VGVE.DE.

VGVE.DE is categorized as Global Equities, while VNRT.L is Large Cap Blend Equities. VGVE.DE tracks FTSE Developed, while VNRT.L tracks Russell 1000 TR USD. Their fees differ too: 0.12% for VGVE.DE and 0.10% for VNRT.L.

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