VNRT.DE vs. SLUS.DE
VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) and SLUS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) are both Large Cap Blend Equities funds - VNRT.DE tracks the Russell 1000 TR USD while SLUS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, VNRT.DE returned 14.33%/yr vs 14.97%/yr for SLUS.DE. With a 0.99 correlation, they move nearly in lockstep. VNRT.DE charges 0.10%/yr vs 0.07%/yr for SLUS.DE.
Performance
VNRT.DE vs. SLUS.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VNRT.DE having a 11.18% return and SLUS.DE slightly higher at 11.22%.
VNRT.DE
- 1D
- -0.06%
- 1M
- 5.35%
- YTD
- 11.18%
- 6M
- 11.26%
- 1Y
- 25.31%
- 3Y*
- 19.05%
- 5Y*
- 14.33%
- 10Y*
- —
SLUS.DE
- 1D
- 0.00%
- 1M
- 5.80%
- YTD
- 11.22%
- 6M
- 11.10%
- 1Y
- 26.09%
- 3Y*
- 19.85%
- 5Y*
- 14.97%
- 10Y*
- —
VNRT.DE vs. SLUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -7.54% |
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 11.22% | 4.97% | 33.89% | 26.23% | -17.11% | 39.38% | 10.48% | 35.11% | -7.65% |
Correlation
The correlation between VNRT.DE and SLUS.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 Oct 25, 2018 | 0.99 |
The correlation between VNRT.DE and SLUS.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. SLUS.DE — Risk / Return Rank
VNRT.DE
SLUS.DE
VNRT.DE vs. SLUS.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 iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.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 | SLUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.05 | +0.50 |
| Martin ratioReturn relative to average drawdown | 12.68 | 10.67 | +2.01 |
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 | SLUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.07 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.93 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.92 | -0.04 |
Drawdowns
VNRT.DE vs. SLUS.DE - Drawdown Comparison
The maximum VNRT.DE drawdown since its inception was -34.52%, roughly equal to the maximum SLUS.DE drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for VNRT.DE and SLUS.DE.
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Drawdown Indicators
| VNRT.DE | SLUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -33.71% | -0.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -8.51% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -24.45% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -24.45% | +1.13% |
Current DrawdownCurrent decline from peak | -0.35% | -0.43% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -4.84% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.44% | -0.45% |
Volatility
VNRT.DE vs. SLUS.DE - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) is 2.64%, while iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) has a volatility of 2.97%. This indicates that VNRT.DE experiences smaller price fluctuations and is considered to be less risky than SLUS.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 | SLUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.97% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.50% | 8.38% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 12.54% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.27% | 15.99% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 17.58% | -0.76% |
VNRT.DE vs. SLUS.DE - Expense Ratio Comparison
VNRT.DE has a 0.10% expense ratio, which is higher than SLUS.DE's 0.07% expense ratio. However, 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. SLUS.DE - Dividend Comparison
VNRT.DE's dividend yield for the trailing twelve months is around 0.88%, more than SLUS.DE's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.62% | 0.69% | 0.84% | 0.98% | 1.26% | 0.79% | 1.06% | 1.24% | 0.20% | 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 SLUS.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, SLUS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLUS.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VNRT.DE.
VNRT.DE tracks Russell 1000 TR USD, while SLUS.DE tracks MSCI USA ESG Screened. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VNRT.DE and 0.07% for SLUS.DE.
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