You can achieve this to a certain extent.
Firstly, you would create an executable jar by configuring maven jar plugin suitably.
You would then use maven assembly plugin to create a jar-with-dependencies, excluding your project jar.  To do this, you would create a descriptor file, say src/main/assembly/descriptor.xml, like this.
<assembly xmlns="http://maven.apache.org/plugins/maven-assembly-plugin/assembly/1.1.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://maven.apache.org/plugins/maven-assembly-plugin/assembly/1.1.0 http://maven.apache.org/xsd/assembly-1.1.0.xsd">
  <id>jar-with-dependencies</id>
  <formats>
    <format>jar</format>
  </formats>
  <includeBaseDirectory>false</includeBaseDirectory>
  <dependencySets>
    <dependencySet>
      <outputDirectory>/</outputDirectory>
      <useProjectArtifact>false</useProjectArtifact>
      <unpack>true</unpack>
      <scope>runtime</scope>
    </dependencySet>
  </dependencySets>
</assembly>
Use it in your project like this.
<project>
  [...]
  <build>
    [...]
    <plugins>
      <plugin>
        <artifactId>maven-assembly-plugin</artifactId>
        <version>2.2.1</version>
        <configuration>
          <descriptors>
            <descriptor>src/main/assembly/descriptor.xml</descriptor>
          </descriptors>
        </configuration>
        [...]
      </plugin>
    </plugins>
  </build>
</project>
You will end up getting two jars - one the executable jar created by your project and the other the jar-with-dependencies created by the assembly plugin.