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

Performance

VNRT.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE). The values are adjusted to include any dividend payments, if applicable.

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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 UBUR.DE's 0.53% return.


VNRT.DE

1D
-0.06%
1M
4.58%
YTD
11.18%
6M
10.72%
1Y
25.15%
3Y*
19.05%
5Y*
14.33%
10Y*

UBUR.DE

1D
-0.14%
1M
-0.65%
YTD
0.53%
6M
0.77%
1Y
-1.23%
3Y*
5.82%
5Y*
6.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%-1.98%2.78%
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
0.53%-5.64%20.63%2.15%-0.28%33.09%-5.58%30.74%1.50%6.19%

Correlation

The correlation between VNRT.DE and UBUR.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.40

The correlation between VNRT.DE and UBUR.DE shifts across timeframes, from -0.02 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VNRT.DE vs. UBUR.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

UBUR.DE
UBUR.DE Risk / Return Rank: 77
Overall Rank
UBUR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 77
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 66
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. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.DEUBUR.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.40

Sortino ratioReturn per unit of downside risk

+3.19

Omega ratioGain probability vs. loss probability

1.41

0.98

+0.43

Calmar ratioReturn relative to maximum drawdown

3.55

-0.28

+3.84

Martin ratioReturn relative to average drawdown

12.68

-0.64

+13.32

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

The current VNRT.DE Sharpe Ratio is 2.20, which is higher than the UBUR.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of VNRT.DE and UBUR.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.DEUBUR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

-0.20

+2.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.70

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.81

+0.07

Drawdowns

VNRT.DE vs. UBUR.DE - Drawdown Comparison

The maximum VNRT.DE drawdown since its inception was -34.52%, roughly equal to the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for VNRT.DE and UBUR.DE.


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Drawdown Indicators


VNRT.DEUBUR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.52%

-35.34%

+0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-7.81%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

-14.40%

-8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-14.40%

-8.92%

Current Drawdown

Current decline from peak

-0.35%

-11.30%

+10.95%

Average Drawdown

Average peak-to-trough decline

-4.44%

-7.34%

+2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

9.86%

-7.87%

Volatility

VNRT.DE vs. UBUR.DE - Volatility Comparison

The current volatility for Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) is 2.64%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 3.22%. This indicates that VNRT.DE experiences smaller price fluctuations and is considered to be less risky than UBUR.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.DEUBUR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

3.22%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

7.37%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

10.99%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

15.76%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

19.45%

-2.63%

VNRT.DE vs. UBUR.DE - Expense Ratio Comparison

VNRT.DE has a 0.10% expense ratio, which is lower than UBUR.DE's 0.18% 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. UBUR.DE - Dividend Comparison

VNRT.DE's dividend yield for the trailing twelve months is around 0.88%, less than UBUR.DE's 1.60% yield.


PositionTTM202520242023202220212020201920182017
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
1.60%1.87%1.44%1.39%1.28%0.93%1.62%1.40%1.37%0.68%
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


VNRT.DE and UBUR.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.18% for UBUR.DE.

VNRT.DE tracks Russell 1000 TR USD, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: Vanguard and UBS. Their fees differ too: 0.10% for VNRT.DE and 0.18% for UBUR.DE.

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