VNRT.DE vs. EL4I.DE
VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) and EL4I.DE (Deka MSCI USA Large Cap UCITS ETF) are both Large Cap Blend Equities funds - VNRT.DE tracks the Russell 1000 TR USD while EL4I.DE tracks the MSCI USA Large Cap. Both are passively managed. Over the past 5 years, VNRT.DE returned 13.37%/yr vs 13.59%/yr for EL4I.DE. Their correlation of 0.90 suggests significant overlap in exposure. VNRT.DE charges 0.10%/yr vs 0.30%/yr for EL4I.DE.
Performance
VNRT.DE vs. EL4I.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VNRT.DE achieves a 10.48% return, which is significantly higher than EL4I.DE's 9.83% return.
VNRT.DE
- 1D
- -0.93%
- 1M
- 0.32%
- YTD
- 10.48%
- 6M
- 10.85%
- 1Y
- 24.44%
- 3Y*
- 19.07%
- 5Y*
- 13.37%
- 10Y*
- —
EL4I.DE
- 1D
- -1.05%
- 1M
- -0.39%
- YTD
- 9.83%
- 6M
- 10.60%
- 1Y
- 23.83%
- 3Y*
- 19.31%
- 5Y*
- 13.59%
- 10Y*
- 15.05%
VNRT.DE vs. EL4I.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 10.48% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 8.35% | 34.70% | -1.98% | 2.78% |
EL4I.DE Deka MSCI USA Large Cap UCITS ETF | 9.83% | 5.10% | 32.52% | 24.65% | -16.01% | 38.80% | 9.21% | 34.03% | -0.66% | 4.00% |
Correlation
The correlation between VNRT.DE and EL4I.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.90 |
The correlation between VNRT.DE and EL4I.DE has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.
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Return for Risk
VNRT.DE vs. EL4I.DE — Risk / Return Rank
VNRT.DE
EL4I.DE
VNRT.DE vs. EL4I.DE - 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 Deka MSCI USA Large Cap UCITS ETF (EL4I.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VNRT.DE | EL4I.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.30 | +0.21 |
| Martin ratioReturn relative to average drawdown | 12.51 | 11.21 | +1.29 |
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Drawdowns
VNRT.DE vs. EL4I.DE - Drawdown Comparison
The maximum VNRT.DE drawdown since its inception was -34.52%, smaller than the maximum EL4I.DE drawdown of -57.01%. Use the drawdown chart below to compare losses from any high point for VNRT.DE and EL4I.DE.
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Drawdown Indicators
| VNRT.DE | EL4I.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -57.01% | +22.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -7.19% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -23.91% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -23.91% | +0.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.88% | — |
Current DrawdownCurrent decline from peak | -0.98% | -1.53% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -10.52% | +6.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.12% | -0.17% |
Volatility
VNRT.DE vs. EL4I.DE - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) is 3.34%, while Deka MSCI USA Large Cap UCITS ETF (EL4I.DE) has a volatility of 3.86%. This indicates that VNRT.DE experiences smaller price fluctuations and is considered to be less risky than EL4I.DE 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 | EL4I.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 3.86% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 8.32% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.76% | 12.66% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 17.15% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 17.00% | -0.21% |
VNRT.DE vs. EL4I.DE - Expense Ratio Comparison
VNRT.DE has a 0.10% expense ratio, which is lower than EL4I.DE's 0.30% expense ratio.
Dividends
VNRT.DE vs. EL4I.DE - Dividend Comparison
VNRT.DE's dividend yield for the trailing twelve months is around 0.89%, more than EL4I.DE's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4I.DE Deka MSCI USA Large Cap UCITS ETF | 0.46% | 0.59% | 0.72% | 0.98% | 0.95% | 0.56% | 0.87% | 0.99% | 1.17% | 1.07% | 1.10% | 1.66% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.89% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, VNRT.DE and EL4I.DE 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.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for EL4I.DE.
VNRT.DE tracks Russell 1000 TR USD, while EL4I.DE tracks MSCI USA Large Cap. They also come from different issuers: Vanguard and Deka Investment GmbH. Their fees differ too: 0.10% for VNRT.DE and 0.30% for EL4I.DE.
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