DTEGY vs. VTI
DTEGY (Deutsche Telekom AG ADR) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, DTEGY returned 10.69%/yr vs 14.63%/yr for VTI. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
DTEGY vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, DTEGY achieves a -2.67% return, which is significantly lower than VTI's 10.49% return. Over the past 10 years, DTEGY has underperformed VTI with an annualized return of 10.69%, while VTI has yielded a comparatively higher 14.63% annualized return.
DTEGY
- 1D
- -1.15%
- 1M
- 7.59%
- 6M
- -4.74%
- YTD
- -2.67%
- 1Y
- -11.69%
- 3Y*
- 16.16%
- 5Y*
- 12.60%
- 10Y*
- 10.69%
- ALL TIME*
- 10.81%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $21.47M | $21.14M | $21.66M | |
| $1.06B | $1.16B | $1.24B |
DTEGY vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | -2.67% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
VTI Vanguard Total Stock Market ETF | 10.49% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between DTEGY and VTI is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2010 | 0.46 |
Over the past year, the correlation between DTEGY and VTI has dropped to 0.04 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
DTEGY vs. VTI — Risk / Return Rank
DTEGY
VTI
DTEGY vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DTEGY | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.27 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.23 | -2.60 |
| Martin ratioReturn relative to average drawdown | -0.83 | 9.62 | -10.45 |
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Drawdowns
DTEGY vs. VTI - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -40.18%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DTEGY and VTI.
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Drawdown Indicators
| DTEGY | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -55.45% | +15.27% |
Max Drawdown (1Y)Largest decline over 1 year | -30.08% | -8.92% | -21.16% |
Max Drawdown (3Y)Largest decline over 3 years | -30.08% | -19.30% | -10.78% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -25.36% | -4.72% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -35.00% | -5.18% |
Current DrawdownCurrent decline from peak | -20.99% | -1.36% | -19.63% |
Average DrawdownAverage peak-to-trough decline | -9.93% | -7.99% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.47% | 2.07% | +11.40% |
Volatility
DTEGY vs. VTI - Volatility Comparison
Deutsche Telekom AG ADR (DTEGY) has a higher volatility of 9.24% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that DTEGY's price experiences larger fluctuations and is considered to be riskier 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
| DTEGY | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.24% | 3.46% | +5.78% |
Volatility (6M)Calculated over the trailing 6-month period | 21.86% | 10.24% | +11.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.60% | 13.10% | +12.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.95% | 17.51% | +4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 18.30% | +3.39% |
Dividends
DTEGY vs. VTI - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 3.76%, more than VTI's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 3.76% | 2.98% | 2.70% | 3.09% | 7.01% | 2.67% | 5.88% | 4.71% | 4.52% | 3.70% | 6.92% | 3.19% |
VTI Vanguard Total Stock Market ETF | 1.06% | 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
DTEGY and VTI have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTEGY has higher volatility (9.24%) compared to VTI (3.46%). In terms of maximum drawdown, DTEGY dropped -40.18% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.52 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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