Neither in Ubuntu nor in Debian the tool visualvm is part of the OpenJDK 7 package. It's part of the Oracle JDK 7 and seems to be GPL licensed. While in Ubuntu it can be installed with a separate package, such a package doesn't exist in Debian.
Why isn't it part of the OpenJDK packages?
Looking at Debian's own information on OpenJDK 7, we see that visualvm is indeed suggested but doesn't exist. If it is indeed a piece of software under the GPL (the 'net is rather frustrating on this point, but I might just be searching wrong, and I don't fancy downloading the whole lot just to research this point) then the reason for its absence is almost certainly prosaic: nobody's got around do doing the work to make it available as a Debian package.