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VUSA.L vs. VNRT.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSA.L and VNRT.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

VUSA.L vs. VNRT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 UCITS ETF (VUSA.L) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.L). The values are adjusted to include any dividend payments, if applicable.

230.00%240.00%250.00%260.00%270.00%OctoberNovemberDecember2025FebruaryMarch
230.50%
230.99%
VUSA.L
VNRT.L

Key characteristics

Sharpe Ratio

VUSA.L:

1.06

VNRT.L:

1.02

Sortino Ratio

VUSA.L:

1.52

VNRT.L:

1.45

Omega Ratio

VUSA.L:

1.21

VNRT.L:

1.20

Calmar Ratio

VUSA.L:

1.36

VNRT.L:

1.32

Martin Ratio

VUSA.L:

6.32

VNRT.L:

6.20

Ulcer Index

VUSA.L:

2.06%

VNRT.L:

2.03%

Daily Std Dev

VUSA.L:

12.18%

VNRT.L:

12.26%

Max Drawdown

VUSA.L:

-25.47%

VNRT.L:

-26.17%

Current Drawdown

VUSA.L:

-8.99%

VNRT.L:

-9.09%

Returns By Period

The year-to-date returns for both investments are quite close, with VUSA.L having a -4.75% return and VNRT.L slightly higher at -4.74%. Both investments have delivered pretty close results over the past 10 years, with VUSA.L having a 14.22% annualized return and VNRT.L not far ahead at 14.33%.


VUSA.L

YTD

-4.75%

1M

-6.93%

6M

8.33%

1Y

13.34%

5Y*

16.15%

10Y*

14.22%

VNRT.L

YTD

-4.74%

1M

-7.19%

6M

7.92%

1Y

12.84%

5Y*

16.08%

10Y*

14.33%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

VUSA.L has a 0.07% expense ratio, which is lower than VNRT.L's 0.10% 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%.


VNRT.L
Vanguard FTSE North America UCITS ETF Distributing
Expense ratio chart for VNRT.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VUSA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VUSA.L vs. VNRT.L — Risk-Adjusted Performance Rank

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

VUSA.L
The Risk-Adjusted Performance Rank of VUSA.L is 6565
Overall Rank
The Sharpe Ratio Rank of VUSA.L is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.L is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.L is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.L is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.L is 7272
Martin Ratio Rank

VNRT.L
The Risk-Adjusted Performance Rank of VNRT.L is 6464
Overall Rank
The Sharpe Ratio Rank of VNRT.L is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VNRT.L is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VNRT.L is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VNRT.L is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VNRT.L is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VUSA.L vs. VNRT.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.L) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.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.


Sharpe ratio
The chart of Sharpe ratio for VUSA.L, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.005.000.740.66
The chart of Sortino ratio for VUSA.L, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.0012.001.070.97
The chart of Omega ratio for VUSA.L, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.12
The chart of Calmar ratio for VUSA.L, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.960.85
The chart of Martin ratio for VUSA.L, currently valued at 3.79, compared to the broader market0.0020.0040.0060.0080.00100.003.793.35
VUSA.L
VNRT.L

The current VUSA.L Sharpe Ratio is 1.06, which is comparable to the VNRT.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of VUSA.L and VNRT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00OctoberNovemberDecember2025FebruaryMarch
0.74
0.66
VUSA.L
VNRT.L

Dividends

VUSA.L vs. VNRT.L - Dividend Comparison

VUSA.L's dividend yield for the trailing twelve months is around 1.05%, more than VNRT.L's 0.51% yield.


TTM20242023202220212020201920182017201620152014
VUSA.L
Vanguard S&P 500 UCITS ETF
1.11%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.73%1.50%
VNRT.L
Vanguard FTSE North America UCITS ETF Distributing
0.54%0.49%1.25%1.41%1.02%1.45%1.48%1.75%1.61%1.50%1.67%0.35%

Drawdowns

VUSA.L vs. VNRT.L - Drawdown Comparison

The maximum VUSA.L drawdown since its inception was -25.47%, roughly equal to the maximum VNRT.L drawdown of -26.17%. Use the drawdown chart below to compare losses from any high point for VUSA.L and VNRT.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-9.52%
-9.77%
VUSA.L
VNRT.L

Volatility

VUSA.L vs. VNRT.L - Volatility Comparison

Vanguard S&P 500 UCITS ETF (VUSA.L) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) have volatilities of 4.56% and 4.72%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2025FebruaryMarch
4.56%
4.72%
VUSA.L
VNRT.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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