ESGV vs. VTIP
ESGV (Vanguard ESG U.S. Stock ETF) and VTIP (Vanguard Short-Term Inflation-Protected Securities ETF) are both exchange-traded funds - ESGV is a Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index, while VTIP is a Inflation-Protected Bonds fund tracking the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. Both are passively managed. Over the past 5 years, ESGV returned 11.52%/yr vs 3.27%/yr for VTIP. At a 0.13 correlation, their price movements are largely independent. ESGV charges 0.09%/yr vs 0.03%/yr for VTIP.
Performance
ESGV vs. VTIP - Performance Comparison
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Returns By Period
In the year-to-date period, ESGV achieves a 7.69% return, which is significantly higher than VTIP's 1.38% return.
ESGV
- 1D
- -0.05%
- 1M
- -1.17%
- YTD
- 7.69%
- 6M
- 6.35%
- 1Y
- 21.75%
- 3Y*
- 20.56%
- 5Y*
- 11.52%
- 10Y*
- —
VTIP
- 1D
- 0.02%
- 1M
- -0.20%
- YTD
- 1.38%
- 6M
- 1.47%
- 1Y
- 3.60%
- 3Y*
- 5.01%
- 5Y*
- 3.27%
- 10Y*
- 3.03%
ESGV vs. VTIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 7.69% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.45% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 1.38% | 6.07% | 4.74% | 4.62% | -2.94% | 5.36% | 4.95% | 4.86% | -0.06% |
Correlation
The correlation between ESGV and VTIP is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.13 |
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Return for Risk
ESGV vs. VTIP — Risk / Return Rank
ESGV
VTIP
ESGV vs. VTIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.
| ESGV | VTIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.47 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 5.06 | -3.18 |
| Martin ratioReturn relative to average drawdown | 7.84 | 17.61 | -9.77 |
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Drawdowns
ESGV vs. VTIP - Drawdown Comparison
The maximum ESGV drawdown since its inception was -33.66%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for ESGV and VTIP.
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Drawdown Indicators
| ESGV | VTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -6.27% | -27.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -0.71% | -10.89% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -0.98% | -19.43% |
Max Drawdown (5Y)Largest decline over 5 years | -28.81% | -5.50% | -23.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.27% | — |
Current DrawdownCurrent decline from peak | -3.61% | -0.67% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -1.04% | -5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 0.20% | +2.58% |
Volatility
ESGV vs. VTIP - Volatility Comparison
Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 5.59% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.64%. This indicates that ESGV's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGV | VTIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 0.64% | +4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 11.22% | 1.17% | +10.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.12% | 1.57% | +12.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 2.77% | +15.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.59% | 2.74% | +17.85% |
ESGV vs. VTIP - Expense Ratio Comparison
ESGV has a 0.09% expense ratio, which is higher than VTIP's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESGV vs. VTIP - Dividend Comparison
ESGV's dividend yield for the trailing twelve months is around 0.89%, less than VTIP's 3.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 0.89% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.61% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% |
Frequently Asked Questions
ESGV and VTIP have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESGV has higher volatility (5.59%) compared to VTIP (0.64%). In terms of maximum drawdown, ESGV dropped -33.66% vs VTIP's -6.27%.
On 5-year performance, ESGV leads with 11.52% vs 3.27% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ESGV has performed better with a 11.52% return vs 3.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTIP is cheaper with a 0.03% expense ratio, compared with 0.09% for ESGV.
VTIP has the higher dividend yield at 3.61%, compared with 0.89% for ESGV.
ESGV is categorized as Large Cap Blend Equities, while VTIP is Inflation-Protected Bonds. ESGV tracks FTSE US All Cap Choice Index, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. Their fees differ too: 0.09% for ESGV and 0.03% for VTIP.
VTIP currently has the higher Sharpe Ratio (2.30 vs 1.55), 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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