VNRT.DE vs. ^NDX
VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) is Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while ^NDX (NASDAQ 100 Index) is an index. Over the past 5 years, VNRT.DE returned 14.33%/yr vs 18.26%/yr for ^NDX. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
VNRT.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
VNRT.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VNRT.DE achieves a 11.18% return, which is significantly lower than ^NDX's 21.80% return.
VNRT.DE
- 1D
- -0.06%
- 1M
- 5.35%
- YTD
- 11.18%
- 6M
- 11.26%
- 1Y
- 25.31%
- 3Y*
- 19.05%
- 5Y*
- 14.33%
- 10Y*
- —
^NDX
- 1D
- -0.67%
- 1M
- 9.26%
- YTD
- 21.80%
- 6M
- 19.18%
- 1Y
- 37.64%
- 3Y*
- 24.43%
- 5Y*
- 18.26%
- 10Y*
- 20.72%
VNRT.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.18% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 8.35% | 34.70% | -1.98% | 2.78% |
^NDX NASDAQ 100 Index | 21.80% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 2.85% |
Correlation
The correlation between VNRT.DE and ^NDX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.55 |
The correlation between VNRT.DE and ^NDX shifts across timeframes, from 0.55 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VNRT.DE vs. ^NDX — Risk / Return Rank
VNRT.DE
^NDX
VNRT.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) and NASDAQ 100 Index (^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.
| VNRT.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.40 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.38 | +0.17 |
| Martin ratioReturn relative to average drawdown | 12.68 | 10.55 | +2.13 |
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.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.32 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.82 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.73 | +0.14 |
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 -46.44%. Use the drawdown chart below to compare losses from any high point for VNRT.DE and ^NDX.
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Drawdown Indicators
| VNRT.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -46.44% | +11.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -11.19% | +4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -27.30% | +3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -31.53% | +8.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.69% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -8.00% | +3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 3.58% | -1.59% |
Volatility
VNRT.DE vs. ^NDX - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) is 2.64%, while NASDAQ 100 Index (^NDX) has a volatility of 3.80%. 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.
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Volatility by Period
| VNRT.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 3.80% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.50% | 11.58% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 16.31% | -4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.27% | 22.24% | -6.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 22.83% | -6.01% |
Frequently Asked Questions
VNRT.DE and ^NDX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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