VNRT.AS vs. VWRL.AS
VNRT.AS (Vanguard FTSE North America UCITS ETF) and VWRL.AS (Vanguard FTSE All-World UCITS ETF (USD) Distributing) are both exchange-traded funds - VNRT.AS is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while VWRL.AS is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 10 years, VNRT.AS returned 14.82%/yr vs 12.48%/yr for VWRL.AS. Their correlation of 0.92 suggests significant overlap in exposure. VNRT.AS charges 0.10%/yr vs 0.19%/yr for VWRL.AS.
Performance
VNRT.AS vs. VWRL.AS - Performance Comparison
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Returns By Period
In the year-to-date period, VNRT.AS achieves a 11.28% return, which is significantly lower than VWRL.AS's 13.10% return. Over the past 10 years, VNRT.AS has outperformed VWRL.AS with an annualized return of 14.82%, while VWRL.AS has yielded a comparatively lower 12.48% annualized return.
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%
VWRL.AS
- 1D
- -0.42%
- 1M
- 6.19%
- YTD
- 13.10%
- 6M
- 13.88%
- 1Y
- 26.87%
- 3Y*
- 18.01%
- 5Y*
- 12.33%
- 10Y*
- 12.48%
VNRT.AS vs. VWRL.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWRL.AS Vanguard FTSE All-World UCITS ETF (USD) Distributing | 13.10% | 8.40% | 25.57% | 18.07% | -13.65% | 28.52% | 6.31% | 27.76% | -4.68% | 8.95% |
Correlation
The correlation between VNRT.AS and VWRL.AS is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.92 |
The correlation between VNRT.AS and VWRL.AS has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
VNRT.AS vs. VWRL.AS — Risk / Return Rank
VNRT.AS
VWRL.AS
VNRT.AS vs. VWRL.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 Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.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.AS | VWRL.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.45 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 4.06 | -0.51 |
| Martin ratioReturn relative to average drawdown | 12.73 | 16.76 | -4.03 |
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
| VNRT.AS | VWRL.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 2.38 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.89 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.83 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.77 | -0.30 |
Drawdowns
VNRT.AS vs. VWRL.AS - Drawdown Comparison
The maximum VNRT.AS drawdown since its inception was -34.35%, roughly equal to the maximum VWRL.AS drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for VNRT.AS and VWRL.AS.
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Drawdown Indicators
| VNRT.AS | VWRL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -33.27% | -1.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.07% | -6.53% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -23.09% | -21.00% | -2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.09% | -21.00% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | -33.27% | -1.08% |
Current DrawdownCurrent decline from peak | -0.22% | -0.42% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -4.38% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.59% | +0.39% |
Volatility
VNRT.AS vs. VWRL.AS - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF (VNRT.AS) is 2.68%, while Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) has a volatility of 3.23%. This indicates that VNRT.AS experiences smaller price fluctuations and is considered to be less risky than VWRL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNRT.AS | VWRL.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 3.23% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.63% | 8.02% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 11.20% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.13% | 13.70% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 14.82% | +2.45% |
VNRT.AS vs. VWRL.AS - Expense Ratio Comparison
VNRT.AS has a 0.10% expense ratio, which is lower than VWRL.AS's 0.19% 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
VNRT.AS vs. VWRL.AS - Dividend Comparison
VNRT.AS's dividend yield for the trailing twelve months is around 0.87%, less than VWRL.AS's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWRL.AS Vanguard FTSE All-World UCITS ETF (USD) Distributing | 1.24% | 1.42% | 1.47% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% |
Frequently Asked Questions
VNRT.AS and VWRL.AS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.19% for VWRL.AS.
VNRT.AS is categorized as Large Cap Blend Equities, while VWRL.AS is Global Equities. VNRT.AS tracks Russell 1000 TR USD, while VWRL.AS tracks FTSE All-World Index. Their fees differ too: 0.10% for VNRT.AS and 0.19% for VWRL.AS.
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