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XD9U.DE vs. VNRT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD9U.DE vs. VNRT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XD9U.DE having a 11.32% return and VNRT.DE slightly lower at 11.18%.


XD9U.DE

1D
-0.07%
1M
4.48%
YTD
11.32%
6M
10.63%
1Y
25.16%
3Y*
19.02%
5Y*
14.38%
10Y*
14.92%

VNRT.DE

1D
-0.06%
1M
4.58%
YTD
11.18%
6M
10.72%
1Y
25.15%
3Y*
19.05%
5Y*
14.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XD9U.DE vs. VNRT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XD9U.DE
Xtrackers MSCI USA UCITS ETF 1C
11.32%4.60%32.32%23.38%-15.69%38.71%9.43%34.69%-1.30%2.84%
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%

Correlation

The correlation between XD9U.DE and VNRT.DE is 1.00 - 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

1.00

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

1.00

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

1.00

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

1.00

The correlation between XD9U.DE and VNRT.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

XD9U.DE vs. VNRT.DE — Risk / Return Rank

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

XD9U.DE
XD9U.DE Risk / Return Rank: 6767
Overall Rank
XD9U.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XD9U.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XD9U.DE Omega Ratio Rank: 6767
Omega Ratio Rank
XD9U.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XD9U.DE Martin Ratio Rank: 6666
Martin Ratio Rank

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
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.

XD9U.DE vs. VNRT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.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.


XD9U.DEVNRT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

3.43

3.55

-0.12

Martin ratioReturn relative to average drawdown

11.92

12.68

-0.76

XD9U.DE vs. VNRT.DE - Sharpe Ratio Comparison

The current XD9U.DE Sharpe Ratio is 2.15, which is comparable to the VNRT.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of XD9U.DE and VNRT.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


XD9U.DEVNRT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.20

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.93

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.87

+0.03

Drawdowns

XD9U.DE vs. VNRT.DE - Drawdown Comparison

The maximum XD9U.DE drawdown since its inception was -34.11%, roughly equal to the maximum VNRT.DE drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for XD9U.DE and VNRT.DE.


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Drawdown Indicators


XD9U.DEVNRT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-34.52%

+0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-7.10%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-23.68%

-23.32%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

-23.32%

-0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-34.11%

Current Drawdown

Current decline from peak

-0.38%

-0.35%

-0.03%

Average Drawdown

Average peak-to-trough decline

-4.37%

-4.44%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.99%

+0.12%

Volatility

XD9U.DE vs. VNRT.DE - Volatility Comparison

Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) have volatilities of 2.71% and 2.64%, 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


XD9U.DEVNRT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

2.64%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.64%

7.50%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

11.47%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

15.27%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

16.82%

-0.59%

XD9U.DE vs. VNRT.DE - Expense Ratio Comparison

XD9U.DE has a 0.07% expense ratio, which is lower than VNRT.DE'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%.


Dividends

XD9U.DE vs. VNRT.DE - Dividend Comparison

XD9U.DE has not paid dividends to shareholders, while VNRT.DE's dividend yield for the trailing twelve months is around 0.88%.


PositionTTM202520242023202220212020201920182017
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%
XD9U.DE
Xtrackers MSCI USA UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, XD9U.DE and VNRT.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, XD9U.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XD9U.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VNRT.DE.

XD9U.DE tracks MSCI USA, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.07% for XD9U.DE and 0.10% for VNRT.DE.

Portfolio Optimizer

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