EDGU vs. VTI

Last updated Jun 25, 2026

EDGU (3EDGE Dynamic US Equity ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. EDGU is actively managed, while VTI is passively managed. Over the past year, EDGU returned 22.63% vs 22.77% for VTI. With a 0.97 correlation, they move nearly in lockstep. EDGU charges 0.91%/yr vs 0.03%/yr for VTI.

Performance

EDGU vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3EDGE Dynamic US Equity ETF (EDGU) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EDGU achieves a 10.09% return, which is significantly higher than VTI's 8.80% return.

EDGU

• 1D: -0.22%
• 1M: 0.23%
• YTD: 10.09%
• 6M: 8.59%
• 1Y: 22.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTI

• 1D: -0.01%
• 1M: -0.86%
• YTD: 8.80%
• 6M: 7.33%
• 1Y: 22.77%
• 3Y*: 20.62%
• 5Y*: 11.81%
• 10Y*: 15.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EDGU vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EDGU 3EDGE Dynamic US Equity ETF	10.09%	14.79%	0.34%
VTI Vanguard Total Stock Market ETF	8.80%	17.10%	3.60%

Correlation

The correlation between EDGU and VTI is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (All Time) Calculated using the full available price history since Oct 3, 2024	0.97

The correlation between EDGU and VTI has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

EDGU vs. VTI - Sectors Allocation Comparison

Sectors	EDGU	VTI
Technology	40.1%	37.0%
Consumer Cyclical	10.6%	9.7%
Communication Services	10.3%	9.8%
Financial Services	10.1%	11.3%
Industrials	7.3%	9.4%
Energy	5.9%	3.3%
Healthcare	5.9%	9.0%
Consumer Defensive	5.1%	4.3%
Basic Materials	2.0%	1.9%
Utilities	1.6%	2.1%
Real Estate	1.1%	2.3%

Return for Risk

EDGU vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDGU

EDGU Risk / Return Rank: 66
EDGU Sharpe Ratio Rank: 63
EDGU Sortino Ratio Rank: 59
EDGU Omega Ratio Rank: 62
EDGU Calmar Ratio Rank: 73
EDGU Martin Ratio Rank: 73

VTI

VTI Risk / Return Rank: 60
VTI Sharpe Ratio Rank: 59
VTI Sortino Ratio Rank: 57
VTI Omega Ratio Rank: 58
VTI Calmar Ratio Rank: 58
VTI Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDGU vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3EDGE Dynamic US Equity ETF (EDGU) 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.

	EDGU	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.81	1.79	+0.01
Sortino ratio: Return per unit of downside risk	2.43	2.46	-0.03
Omega ratio: Gain probability vs. loss probability	1.33	1.32	0.00
Calmar ratio: Return relative to maximum drawdown	3.21	2.56	+0.65
Martin ratio: Return relative to average drawdown	11.85	11.37	+0.49

EDGU vs. VTI - Sharpe Ratio Comparison

The current EDGU Sharpe Ratio is 1.81, which is comparable to the VTI Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of EDGU and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EDGU vs. VTI - Drawdown Comparison

The maximum EDGU drawdown since its inception was -17.58%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EDGU and VTI.

Drawdown Indicators

	EDGU	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-17.58%	-55.45%	+37.87%
Max Drawdown (1Y) Largest decline over 1 year	-7.08%	-8.92%	+1.84%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-2.64%	-2.86%	+0.22%
Average Drawdown Average peak-to-trough decline	-2.49%	-8.01%	+5.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	2.01%	-0.10%

Volatility

EDGU vs. VTI - Volatility Comparison

3EDGE Dynamic US Equity ETF (EDGU) has a higher volatility of 5.56% compared to Vanguard Total Stock Market ETF (VTI) at 4.93%. This indicates that EDGU'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.

Volatility by Period

	EDGU	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.56%	4.93%	+0.63%
Volatility (6M) Calculated over the trailing 6-month period	9.82%	10.02%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	12.60%	12.80%	-0.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.40%	17.50%	-2.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.40%	18.31%	-2.91%

EDGU vs. VTI - Expense Ratio Comparison

EDGU has a 0.91% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

EDGU vs. VTI - Dividend Comparison

EDGU's dividend yield for the trailing twelve months is around 0.66%, less than VTI's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EDGU 3EDGE Dynamic US Equity ETF	0.66%	0.61%	0.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.04%	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

Can I hold both EDGU and VTI in my portfolio?

With a correlation of 0.97, EDGU and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, EDGU or VTI?

EDGU has higher volatility (5.56%) compared to VTI (4.93%). In terms of maximum drawdown, EDGU dropped -17.58% vs VTI's -55.45%.

Which ETF is better, EDGU or VTI?

On 1-year performance, VTI leads with 22.77% vs 22.63% for EDGU. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EDGU or VTI?

Over the 1-year period, VTI has performed better with a 22.77% return vs 22.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EDGU or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.91% for EDGU.

Which ETF pays a higher dividend yield, EDGU or VTI?

VTI has the higher dividend yield at 1.04%, compared with 0.66% for EDGU.

What is the main difference between EDGU and VTI?

They also come from different issuers: 3EDGE Asset Management and Vanguard. Their fees differ too: 0.91% for EDGU and 0.03% for VTI.

Which has better risk-adjusted returns?

EDGU currently has the higher Sharpe Ratio (1.81 vs 1.79), 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.