VNRT.DE vs. JRUD.DE
VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - VNRT.DE tracks the Russell 1000 TR USD while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, VNRT.DE returned 14.33%/yr vs 14.63%/yr for JRUD.DE. With a 0.99 correlation, they move nearly in lockstep. VNRT.DE charges 0.10%/yr vs 0.20%/yr for JRUD.DE.
Performance
VNRT.DE vs. JRUD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VNRT.DE achieves a 11.18% return, which is significantly higher than JRUD.DE's 10.50% 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*
- —
JRUD.DE
- 1D
- -0.13%
- 1M
- 4.62%
- YTD
- 10.50%
- 6M
- 10.77%
- 1Y
- 24.44%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
VNRT.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.18% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 8.35% | -0.47% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.50% | 3.71% | 32.10% | 23.94% | -14.78% | 42.20% | 8.45% | -0.59% |
Correlation
The correlation between VNRT.DE and JRUD.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.99 |
The correlation between VNRT.DE and JRUD.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
VNRT.DE vs. JRUD.DE — Risk / Return Rank
VNRT.DE
JRUD.DE
VNRT.DE vs. JRUD.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 JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.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 | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.40 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.55 | 0.00 |
| Martin ratioReturn relative to average drawdown | 12.68 | 13.27 | -0.59 |
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 | JRUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.14 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.94 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.83 | +0.04 |
Drawdowns
VNRT.DE vs. JRUD.DE - Drawdown Comparison
The maximum VNRT.DE drawdown since its inception was -34.52%, roughly equal to the maximum JRUD.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for VNRT.DE and JRUD.DE.
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Drawdown Indicators
| VNRT.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -34.16% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -6.86% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -23.42% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -23.42% | +0.10% |
Current DrawdownCurrent decline from peak | -0.35% | -0.48% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -4.95% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.84% | +0.15% |
Volatility
VNRT.DE vs. JRUD.DE - Volatility Comparison
Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) have volatilities of 2.64% and 2.56%, 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 | JRUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.56% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.50% | 7.41% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 11.40% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.27% | 15.31% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 17.76% | -0.94% |
VNRT.DE vs. JRUD.DE - Expense Ratio Comparison
VNRT.DE has a 0.10% expense ratio, which is lower than JRUD.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VNRT.DE vs. JRUD.DE - Dividend Comparison
VNRT.DE's dividend yield for the trailing twelve months is around 0.88%, more than JRUD.DE's 0.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.58% | 0.57% | 0.44% | 0.78% | 0.88% | 0.65% | 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 0.99, VNRT.DE and JRUD.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 0.20% for JRUD.DE.
VNRT.DE tracks Russell 1000 TR USD, while JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.10% for VNRT.DE and 0.20% for JRUD.DE.
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