CLU.NEO vs. VTI
CLU.NEO (iShares US Fundamental Index ETF (CAD-Hedged) Common Class) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - CLU.NEO tracks the FTSE RAFI US 1000 Canadian Dollar Hedged Index while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, CLU.NEO returned 11.02%/yr vs 15.92%/yr for VTI. A 0.57 correlation means they provide meaningful diversification when combined. CLU.NEO charges 0.72%/yr vs 0.03%/yr for VTI.
Performance
CLU.NEO vs. VTI - Performance Comparison
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Different Trading Currencies
CLU.NEO is traded in CAD, while VTI is traded in USD. To make them comparable, the VTI values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CLU.NEO achieves a 8.69% return, which is significantly lower than VTI's 12.98% return. Over the past 10 years, CLU.NEO has underperformed VTI with an annualized return of 11.02%, while VTI has yielded a comparatively higher 15.92% annualized return.
CLU.NEO
- 1D
- -0.17%
- 1M
- 1.48%
- YTD
- 8.69%
- 6M
- 10.24%
- 1Y
- 25.16%
- 3Y*
- 16.95%
- 5Y*
- 9.30%
- 10Y*
- 11.02%
VTI
- 1D
- 0.00%
- 1M
- 7.43%
- YTD
- 12.98%
- 6M
- 11.01%
- 1Y
- 30.25%
- 3Y*
- 23.63%
- 5Y*
- 15.99%
- 10Y*
- 15.92%
CLU.NEO vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLU.NEO iShares US Fundamental Index ETF (CAD-Hedged) Common Class | 8.69% | 15.20% | 14.82% | 13.13% | -9.37% | 31.13% | 3.57% | 25.41% | -11.16% | 14.83% |
VTI Vanguard Total Stock Market ETF | 12.61% | 11.73% | 34.45% | 23.27% | -13.79% | 24.55% | 19.03% | 24.25% | 2.80% | 13.49% |
Correlation
The correlation between CLU.NEO and VTI is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2009 | 0.57 |
The correlation between CLU.NEO and VTI has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.
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Return for Risk
CLU.NEO vs. VTI — Risk / Return Rank
CLU.NEO
VTI
CLU.NEO vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) and Vanguard Total Stock Market ETF (VTI). 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.
| CLU.NEO | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.48 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 3.53 | +0.33 |
| Martin ratioReturn relative to average drawdown | 14.84 | 13.47 | +1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CLU.NEO | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | 2.55 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 1.04 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.97 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.10 | -0.49 |
Drawdowns
CLU.NEO vs. VTI - Drawdown Comparison
The maximum CLU.NEO drawdown since its inception was -39.93%, which is greater than VTI's maximum drawdown of -28.73%. Use the drawdown chart below to compare losses from any high point for CLU.NEO and VTI.
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Drawdown Indicators
| CLU.NEO | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.93% | -28.73% | -11.20% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -8.61% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.57% | -19.75% | +3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -20.66% | -23.50% | +2.84% |
Max Drawdown (10Y)Largest decline over 10 years | -39.93% | -28.73% | -11.20% |
Current DrawdownCurrent decline from peak | -0.70% | 0.00% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -3.47% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 2.25% | -0.55% |
Volatility
CLU.NEO vs. VTI - Volatility Comparison
The current volatility for iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) is 2.30%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.69%. This indicates that CLU.NEO experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLU.NEO | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 2.69% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.24% | 8.99% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 11.94% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 15.42% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 16.48% | +1.60% |
CLU.NEO vs. VTI - Expense Ratio Comparison
CLU.NEO has a 0.72% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
CLU.NEO vs. VTI - Dividend Comparison
CLU.NEO's dividend yield for the trailing twelve months is around 1.20%, more than VTI's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLU.NEO iShares US Fundamental Index ETF (CAD-Hedged) Common Class | 1.20% | 1.31% | 1.32% | 1.35% | 1.63% | 1.19% | 1.66% | 1.46% | 1.77% | 1.46% | 1.63% | 1.87% |
VTI Vanguard Total Stock Market ETF | 1.01% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
CLU.NEO and VTI have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTI is cheaper with a 0.03% expense ratio, compared with 0.72% for CLU.NEO.
CLU.NEO tracks FTSE RAFI US 1000 Canadian Dollar Hedged Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.72% for CLU.NEO and 0.03% for VTI.
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