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VNRT.DE vs. FUSR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNRT.DE vs. FUSR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) and Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNRT.DE vs. FUSR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VNRT.DE
VNRT.DE Risk / Return Rank: 6969
Overall Rank
VNRT.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VNRT.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
VNRT.DE Omega Ratio Rank: 7070
Omega Ratio Rank
VNRT.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
VNRT.DE Martin Ratio Rank: 6969
Martin Ratio Rank

FUSR.DE
FUSR.DE Risk / Return Rank: 6565
Overall Rank
FUSR.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FUSR.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
FUSR.DE Omega Ratio Rank: 6363
Omega Ratio Rank
FUSR.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
FUSR.DE Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEFUSR.DEDifference
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

VNRT.DE vs. FUSR.DE - Sharpe Ratio Comparison

The current VNRT.DE Sharpe Ratio is 2.20, which is comparable to the FUSR.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VNRT.DE and FUSR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VNRT.DEFUSR.DEDifference

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.DEFUSR.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.35%

-0.25%

-0.10%

Average Drawdown

Average peak-to-trough decline

-4.44%

-4.40%

-0.04%

Ulcer Index

Depth 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.DEFUSR.DEDifference

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.


PositionTTM202520242023202220212020201920182017
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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