VNRT.DE vs. FUSR.DE
VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) and FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) are both Large Cap Blend Equities funds - VNRT.DE tracks the Russell 1000 TR USD while FUSR.DE tracks the Fidelity Sustainable Research Enhanced US Equity. Both are passively managed. Over the past 5 years, VNRT.DE returned 14.33%/yr vs 14.75%/yr for FUSR.DE. With a 0.98 correlation, they move nearly in lockstep. VNRT.DE charges 0.10%/yr vs 0.30%/yr for FUSR.DE.
Performance
VNRT.DE vs. FUSR.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VNRT.DE having a 11.18% return and FUSR.DE slightly lower at 10.99%.
VNRT.DE
- 1D
- -0.06%
- 1M
- 5.35%
- YTD
- 11.18%
- 6M
- 11.26%
- 1Y
- 25.31%
- 3Y*
- 19.05%
- 5Y*
- 14.33%
- 10Y*
- —
FUSR.DE
- 1D
- 0.07%
- 1M
- 4.38%
- YTD
- 10.99%
- 6M
- 10.70%
- 1Y
- 26.84%
- 3Y*
- 19.47%
- 5Y*
- 14.75%
- 10Y*
- —
VNRT.DE vs. FUSR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.18% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 12.01% |
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 10.99% | 5.18% | 33.40% | 24.94% | -16.94% | 38.09% | 12.94% |
Correlation
The correlation between VNRT.DE and FUSR.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.98 |
The correlation between VNRT.DE and FUSR.DE has been stable across timeframes, ranging from 0.92 to 0.98 - a consistent structural relationship.
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Return for Risk
VNRT.DE vs. FUSR.DE — Risk / Return Rank
VNRT.DE
FUSR.DE
VNRT.DE vs. FUSR.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 Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.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.
| VNRT.DE | FUSR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.40 | +0.15 |
| Martin ratioReturn relative to average drawdown | 12.68 | 12.17 | +0.52 |
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 | FUSR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.11 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.92 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.03 | -0.15 |
Drawdowns
VNRT.DE vs. FUSR.DE - Drawdown Comparison
The maximum VNRT.DE drawdown since its inception was -34.52%, which is greater than FUSR.DE's maximum drawdown of -24.29%. Use the drawdown chart below to compare losses from any high point for VNRT.DE and FUSR.DE.
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Drawdown Indicators
| VNRT.DE | FUSR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -24.29% | -10.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -7.85% | +0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -24.29% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -24.29% | +0.97% |
Current DrawdownCurrent decline from peak | -0.35% | -0.25% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -4.40% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.20% | -0.21% |
Volatility
VNRT.DE vs. FUSR.DE - Volatility Comparison
Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) and Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) have volatilities of 2.64% and 2.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNRT.DE | FUSR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.62% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.50% | 8.39% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 12.69% | -1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.27% | 15.84% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 15.99% | +0.83% |
VNRT.DE vs. FUSR.DE - Expense Ratio Comparison
VNRT.DE has a 0.10% expense ratio, which is lower than FUSR.DE's 0.30% expense ratio.
Dividends
VNRT.DE vs. FUSR.DE - Dividend Comparison
VNRT.DE's dividend yield for the trailing twelve months is around 0.88%, while FUSR.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.88% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
Frequently Asked Questions
With a correlation of 0.92, VNRT.DE and FUSR.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 FUSR.DE.
VNRT.DE tracks Russell 1000 TR USD, while FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity. They also come from different issuers: Vanguard and Fidelity. Their fees differ too: 0.10% for VNRT.DE and 0.30% for FUSR.DE.
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