Wasserstein distance between $X$ and $X+N$

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Is there a way to calculate the Wasserstein distance (or any other distance) between the distribution of a random variable $X \in \mathbb{R}^d$ and the distribution of $X+N$ where $N \sim \mathcal{N}(0,\sigma^2\mathbb{I}_d)$ is small perturbation along the dimensions ?