VNRT.DE vs. ^NDX
Compare and contrast key facts about Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) and NASDAQ 100 (^NDX).
VNRT.DE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VNRT.DE or ^NDX.
Correlation
The correlation between VNRT.DE and ^NDX is 0.55, 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.
Performance
VNRT.DE vs. ^NDX - Performance Comparison
Key characteristics
VNRT.DE:
2.21
^NDX:
1.33
VNRT.DE:
3.11
^NDX:
1.81
VNRT.DE:
1.45
^NDX:
1.24
VNRT.DE:
3.46
^NDX:
1.80
VNRT.DE:
15.34
^NDX:
6.17
VNRT.DE:
1.84%
^NDX:
3.97%
VNRT.DE:
12.79%
^NDX:
18.51%
VNRT.DE:
-34.52%
^NDX:
-82.90%
VNRT.DE:
-0.32%
^NDX:
0.00%
Returns By Period
In the year-to-date period, VNRT.DE achieves a 3.94% return, which is significantly lower than ^NDX's 5.48% return.
VNRT.DE
3.94%
0.78%
17.56%
27.59%
14.63%
N/A
^NDX
5.48%
3.37%
12.40%
25.32%
18.23%
17.49%
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Risk-Adjusted Performance
VNRT.DE vs. ^NDX — Risk-Adjusted Performance Rank
VNRT.DE
^NDX
VNRT.DE vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) and NASDAQ 100 (^NDX). 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.
Drawdowns
VNRT.DE vs. ^NDX - Drawdown Comparison
The maximum VNRT.DE drawdown since its inception was -34.52%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for VNRT.DE and ^NDX. For additional features, visit the drawdowns tool.
Volatility
VNRT.DE vs. ^NDX - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) is 3.32%, while NASDAQ 100 (^NDX) has a volatility of 4.82%. This indicates that VNRT.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.