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

Performance

VNRT.AS vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE North America UCITS ETF (VNRT.AS) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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VNRT.AS vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNRT.AS
Vanguard FTSE North America UCITS ETF
-2.88%5.05%33.00%21.72%-14.59%38.18%9.34%33.03%-1.13%6.64%
VOOG
Vanguard S&P 500 Growth ETF
-5.18%7.62%44.86%26.06%-25.11%41.82%22.36%33.89%4.47%11.56%
Different Trading Currencies

VNRT.AS is traded in EUR, while VOOG is traded in USD. To make them comparable, the VOOG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VNRT.AS achieves a -2.88% return, which is significantly higher than VOOG's -5.18% return. Over the past 10 years, VNRT.AS has underperformed VOOG with an annualized return of 13.53%, while VOOG has yielded a comparatively higher 15.76% annualized return.


VNRT.AS

1D
0.30%
1M
-2.47%
YTD
-2.88%
6M
-0.18%
1Y
10.75%
3Y*
16.10%
5Y*
11.75%
10Y*
13.53%

VOOG

1D
0.57%
1M
-2.64%
YTD
-5.18%
6M
-3.84%
1Y
14.71%
3Y*
19.81%
5Y*
12.95%
10Y*
15.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VNRT.AS vs. VOOG - Expense Ratio Comparison

VNRT.AS has a 0.10% expense ratio, which is higher than VOOG's 0.07% 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%.


Return for Risk

VNRT.AS vs. VOOG — 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: 5555
Overall Rank
VNRT.AS Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VNRT.AS Sortino Ratio Rank: 3030
Sortino Ratio Rank
VNRT.AS Omega Ratio Rank: 3232
Omega Ratio Rank
VNRT.AS Calmar Ratio Rank: 9292
Calmar Ratio Rank
VNRT.AS Martin Ratio Rank: 8989
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 5656
Overall Rank
VOOG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 5656
Sortino Ratio Rank
VOOG Omega Ratio Rank: 5555
Omega Ratio Rank
VOOG Calmar Ratio Rank: 5858
Calmar Ratio Rank
VOOG Martin Ratio Rank: 5757
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. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF (VNRT.AS) and Vanguard S&P 500 Growth ETF (VOOG). 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.ASVOOGDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.61

+0.02

Sortino ratio

Return per unit of downside risk

0.94

1.00

-0.06

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

3.81

1.08

+2.73

Martin ratio

Return relative to average drawdown

13.19

3.60

+9.60

VNRT.AS vs. VOOG - Sharpe Ratio Comparison

The current VNRT.AS Sharpe Ratio is 0.63, which is comparable to the VOOG Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VNRT.AS and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VNRT.ASVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.61

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.62

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.75

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.85

-0.43

Correlation

The correlation between VNRT.AS and VOOG is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VNRT.AS vs. VOOG - Dividend Comparison

VNRT.AS's dividend yield for the trailing twelve months is around 1.00%, more than VOOG's 0.53% yield.


TTM20252024202320222021202020192018201720162015
VNRT.AS
Vanguard FTSE North America UCITS ETF
1.00%0.98%0.99%1.25%1.45%1.00%1.42%1.44%1.77%1.64%1.58%1.70%
VOOG
Vanguard S&P 500 Growth ETF
0.53%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

VNRT.AS vs. VOOG - Drawdown Comparison

The maximum VNRT.AS drawdown since its inception was -34.35%, which is greater than VOOG's maximum drawdown of -30.89%. Use the drawdown chart below to compare losses from any high point for VNRT.AS and VOOG.


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Drawdown Indicators


VNRT.ASVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-34.35%

-32.73%

-1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-13.71%

+5.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

-32.73%

+9.64%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

-32.73%

-1.62%

Current Drawdown

Current decline from peak

-4.86%

-8.97%

+4.11%

Average Drawdown

Average peak-to-trough decline

-6.01%

-5.01%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

3.59%

-1.55%

Volatility

VNRT.AS vs. VOOG - Volatility Comparison

The current volatility for Vanguard FTSE North America UCITS ETF (VNRT.AS) is 3.91%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 6.22%. This indicates that VNRT.AS experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNRT.ASVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

6.22%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

12.80%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

24.35%

-7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

20.88%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

21.07%

-3.77%