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VNRT.L vs. USDV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VNRT.L vs. USDV.L

Last updated Jun 5, 2026

VNRT.L (Vanguard FTSE North America UCITS ETF Distributing) and USDV.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both Large Cap Blend Equities funds - VNRT.L tracks the Russell 1000 TR USD while USDV.L tracks the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 10 years, VNRT.L returned 15.64%/yr vs 9.84%/yr for USDV.L. A 0.76 correlation means they provide meaningful diversification when combined. VNRT.L charges 0.10%/yr vs 0.35%/yr for USDV.L.

Performance

VNRT.L vs. USDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L). 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.L achieves a 10.09% return, which is significantly higher than USDV.L's 7.22% return. Over the past 10 years, VNRT.L has outperformed USDV.L with an annualized return of 15.64%, while USDV.L has yielded a comparatively lower 9.84% annualized return.

VNRT.L

1D
0.13%
1M
5.67%
YTD
10.09%
6M
9.79%
1Y
27.47%
3Y*
18.48%
5Y*
14.08%
10Y*
15.64%

USDV.L

1D
0.13%
1M
1.76%
YTD
7.22%
6M
7.16%
1Y
14.02%
3Y*
6.93%
5Y*
6.79%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNRT.L vs. USDV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VNRT.L
Vanguard FTSE North America UCITS ETF Distributing		10.09%8.77%26.36%19.99%-9.98%28.99%15.42%26.39%-0.82%10.67%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		7.22%1.15%9.34%-3.52%11.58%26.74%-2.72%19.69%1.49%6.73%

Correlation

The correlation between VNRT.L and USDV.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.44

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

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2014

0.76

Over the past year, the correlation between VNRT.L and USDV.L has dropped to 0.27 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

VNRT.L vs. USDV.L - Sectors Allocation Comparison

Sectors
VNRT.L
USDV.L

Technology

34.4%
8.9%

Financial Services

13.0%
11.5%

Communication Services

10.9%
3.5%

Consumer Cyclical

9.8%
5.2%

Industrials

8.3%
17.5%

Healthcare

8.2%
6.2%

Consumer Defensive

4.7%
17.0%

Energy

4.3%
4.5%

Basic Materials

2.4%
6.4%

Utilities

2.3%
14.8%

Real Estate

1.8%
4.6%

Technology

VNRT.L
34.4%
USDV.L
8.9%

Financial Services

VNRT.L
13.0%
USDV.L
11.5%

Communication Services

VNRT.L
10.9%
USDV.L
3.5%

Consumer Cyclical

VNRT.L
9.8%
USDV.L
5.2%

Industrials

VNRT.L
8.3%
USDV.L
17.5%

Healthcare

VNRT.L
8.2%
USDV.L
6.2%

Consumer Defensive

VNRT.L
4.7%
USDV.L
17.0%

Energy

VNRT.L
4.3%
USDV.L
4.5%

Basic Materials

VNRT.L
2.4%
USDV.L
6.4%

Utilities

VNRT.L
2.3%
USDV.L
14.8%

Real Estate

VNRT.L
1.8%
USDV.L
4.6%

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Vanguard FTSE North America UCITS ETF Distributing

SPDR S&P US Dividend Aristocrats UCITS ETF Dis

Often compared with VNRT.L:
VNRT.L vs. VUSA.LVNRT.L vs. VUAG.LVNRT.L vs. VNRG.LVNRT.L vs. VEVE.LVNRT.L vs. VUAA.LVNRT.L vs. SWDA.LVNRT.L vs. IUSA.L
Often compared with USDV.L:
USDV.L vs. SCHDUSDV.L vs. UDVD.LUSDV.L vs. SPYUSDV.L vs. VOOUSDV.L vs. XUHY.LUSDV.L vs. QDIVUSDV.L vs. VUAA.L

Return for Risk

VNRT.L vs. USDV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VNRT.L
VNRT.L Risk / Return Rank: 7777
Overall Rank
VNRT.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VNRT.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
VNRT.L Omega Ratio Rank: 8282
Omega Ratio Rank
VNRT.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
VNRT.L Martin Ratio Rank: 6969
Martin Ratio Rank
USDV.L
USDV.L Risk / Return Rank: 4141
Overall Rank
USDV.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
USDV.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
USDV.L Omega Ratio Rank: 3939
Omega Ratio Rank
USDV.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
USDV.L Martin Ratio Rank: 3535
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.L vs. USDV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L). 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.LUSDV.LDifference
Sharpe ratioReturn per unit of total volatility
2.62
1.44

+1.18

Sortino ratioReturn per unit of downside risk
3.50
2.15

+1.36

Omega ratioGain probability vs. loss probability

1.49

1.25

+0.24

Calmar ratioReturn relative to maximum drawdown

3.52

2.12

+1.40

Martin ratioReturn relative to average drawdown

12.56

5.42

+7.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VNRT.L vs. USDV.L - Sharpe Ratio Comparison

The current VNRT.L Sharpe Ratio is 2.62, which is higher than the USDV.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of VNRT.L and USDV.L, 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.LUSDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

1.44

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.53

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

0.64

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.84

+0.12

Drawdowns

VNRT.L vs. USDV.L - Drawdown Comparison

The maximum VNRT.L drawdown since its inception was -26.17%, smaller than the maximum USDV.L drawdown of -27.80%. Use the drawdown chart below to compare losses from any high point for VNRT.L and USDV.L.

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Drawdown Indicators

VNRT.LUSDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.17%

-27.80%

+1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-6.60%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-21.38%

-16.30%

-5.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

-16.30%

-5.08%

Max Drawdown (10Y)

Largest decline over 10 years

-26.17%

-27.80%

+1.63%

Current Drawdown

Current decline from peak

-0.15%

-3.68%

+3.53%

Average Drawdown

Average peak-to-trough decline

-3.58%

-4.14%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.58%

-0.40%

Volatility

VNRT.L vs. USDV.L - Volatility Comparison

Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) and SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) have volatilities of 2.57% and 2.53%, 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.LUSDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

2.53%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

7.19%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

9.69%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

12.78%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

15.33%

+0.22%

VNRT.L vs. USDV.L - Expense Ratio Comparison

VNRT.L has a 0.10% expense ratio, which is lower than USDV.L's 0.35% expense ratio.

Dividends

VNRT.L vs. USDV.L - Dividend Comparison

VNRT.L has not paid dividends to shareholders, while USDV.L's dividend yield for the trailing twelve months is around 2.04%.

PositionTTM20252024202320222021202020192018201720162015
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		2.04%2.20%1.99%2.29%2.11%2.12%2.57%2.65%2.19%3.07%1.65%2.00%
VNRT.L
Vanguard FTSE North America UCITS ETF Distributing		0.00%0.00%0.49%1.24%1.41%1.02%1.43%1.48%1.76%1.61%1.51%1.68%

Frequently Asked Questions

VNRT.L and USDV.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VNRT.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VNRT.L is cheaper with a 0.10% expense ratio, compared with 0.35% for USDV.L.

VNRT.L tracks Russell 1000 TR USD, while USDV.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.10% for VNRT.L and 0.35% for USDV.L.

Portfolio Optimizer

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