They have the same feel I guess but they don't really sound the same to me...unfortunatley I don't have Jesus on this computer to compare and all I can remember is the "Jeeeesus, Jeeeeesus" part so...uh...I guess that sounds like the "Jesus, Jesus..." part in Wake Up Dead Man?
The Velvet Underground Running to Stand Still reminds me a lot of Heroin. Same subject matter, same chord progression (well the D and G)...Bono should snippet it sometime.