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VNRT.AS vs. CSUS.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNRT.AS vs. CSUS.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE North America UCITS ETF (VNRT.AS) and iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with VNRT.AS having a 11.28% return and CSUS.AS slightly higher at 11.33%. Both investments have delivered pretty close results over the past 10 years, with VNRT.AS having a 14.82% annualized return and CSUS.AS not far ahead at 14.83%.


VNRT.AS

1D
-0.22%
1M
6.09%
YTD
11.28%
6M
11.69%
1Y
25.46%
3Y*
19.30%
5Y*
14.36%
10Y*
14.82%

CSUS.AS

1D
-0.31%
1M
6.15%
YTD
11.33%
6M
11.61%
1Y
25.34%
3Y*
19.23%
5Y*
14.35%
10Y*
14.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNRT.AS vs. CSUS.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNRT.AS
Vanguard FTSE North America UCITS ETF
11.28%5.05%33.00%21.72%-14.59%38.18%9.34%33.03%-1.13%6.64%
CSUS.AS
iShares MSCI USA UCITS ETF USD (Acc)
11.33%4.04%33.96%22.33%-15.27%37.95%10.18%32.81%-0.73%6.52%

Correlation

The correlation between VNRT.AS and CSUS.AS is 0.91, 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

0.91

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

0.95

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

0.95

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.96

The correlation between VNRT.AS and CSUS.AS has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

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Return for Risk

VNRT.AS vs. CSUS.AS — Risk / Return Rank

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

VNRT.AS
VNRT.AS Risk / Return Rank: 6969
Overall Rank
VNRT.AS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VNRT.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
VNRT.AS Omega Ratio Rank: 7373
Omega Ratio Rank
VNRT.AS Calmar Ratio Rank: 7171
Calmar Ratio Rank
VNRT.AS Martin Ratio Rank: 6969
Martin Ratio Rank

CSUS.AS
CSUS.AS Risk / Return Rank: 6767
Overall Rank
CSUS.AS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CSUS.AS Sortino Ratio Rank: 6565
Sortino Ratio Rank
CSUS.AS Omega Ratio Rank: 6969
Omega Ratio Rank
CSUS.AS Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSUS.AS Martin Ratio Rank: 6666
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.

VNRT.AS vs. CSUS.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF (VNRT.AS) and iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS). 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.


VNRT.ASCSUS.ASDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.43

1.42

+0.02

Calmar ratioReturn relative to maximum drawdown

3.55

3.41

+0.15

Martin ratioReturn relative to average drawdown

12.73

11.93

+0.80

VNRT.AS vs. CSUS.AS - Sharpe Ratio Comparison

The current VNRT.AS Sharpe Ratio is 2.23, which is comparable to the CSUS.AS Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of VNRT.AS and CSUS.AS, 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


VNRT.ASCSUS.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

2.23

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.91

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.90

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.90

-0.43

Drawdowns

VNRT.AS vs. CSUS.AS - Drawdown Comparison

The maximum VNRT.AS drawdown since its inception was -34.35%, roughly equal to the maximum CSUS.AS drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for VNRT.AS and CSUS.AS.


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Drawdown Indicators


VNRT.ASCSUS.ASDifference

Max Drawdown

Largest peak-to-trough decline

-34.35%

-34.08%

-0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-7.34%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-23.09%

-23.49%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

-23.49%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

-34.08%

-0.27%

Current Drawdown

Current decline from peak

-0.22%

-0.31%

+0.09%

Average Drawdown

Average peak-to-trough decline

-5.94%

-4.41%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.11%

-0.13%

Volatility

VNRT.AS vs. CSUS.AS - Volatility Comparison

Vanguard FTSE North America UCITS ETF (VNRT.AS) and iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) have volatilities of 2.68% and 2.79%, 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


VNRT.ASCSUS.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.79%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.63%

7.58%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

11.33%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

15.48%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

16.23%

+1.04%

VNRT.AS vs. CSUS.AS - Expense Ratio Comparison

VNRT.AS has a 0.10% expense ratio, which is lower than CSUS.AS's 0.33% expense ratio.


Dividends

VNRT.AS vs. CSUS.AS - Dividend Comparison

VNRT.AS's dividend yield for the trailing twelve months is around 0.87%, while CSUS.AS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSUS.AS
iShares MSCI USA UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNRT.AS
Vanguard FTSE North America UCITS ETF
0.87%0.98%0.99%1.25%1.45%1.00%1.42%1.44%1.77%1.64%1.58%1.70%

Frequently Asked Questions


With a correlation of 0.91, VNRT.AS and CSUS.AS 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.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VNRT.AS is cheaper with a 0.10% expense ratio, compared with 0.33% for CSUS.AS.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VNRT.AS and 0.33% for CSUS.AS.

Portfolio Optimizer

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