FEUS vs. VTI

Last updated Jun 24, 2026

FEUS (FlexShares ESG & Climate US Large Cap Core Index Fund) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - FEUS tracks the Northern Trust ESG & Climate US Large Cap Core Index - Benchmark TR Gross while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 3 years, FEUS returned 18.61%/yr vs 20.62%/yr for VTI. With a 0.98 correlation, they move nearly in lockstep. FEUS charges 0.09%/yr vs 0.03%/yr for VTI.

Performance

FEUS vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) 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, FEUS achieves a 7.39% return, which is significantly lower than VTI's 8.82% return.

FEUS

• 1D: -1.00%
• 1M: -1.59%
• YTD: 7.39%
• 6M: 6.58%
• 1Y: 22.36%
• 3Y*: 18.61%
• 5Y*: —
• 10Y*: —

VTI

• 1D: -1.39%
• 1M: -0.84%
• YTD: 8.82%
• 6M: 7.71%
• 1Y: 24.22%
• 3Y*: 20.62%
• 5Y*: 11.90%
• 10Y*: 15.14%

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

FEUS vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund	7.39%	14.67%	23.10%	25.54%	-19.10%	9.37%
VTI Vanguard Total Stock Market ETF	8.82%	17.10%	23.81%	26.05%	-19.52%	8.00%

Correlation

The correlation between FEUS and VTI is 0.96 - 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	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (All Time) Calculated using the full available price history since Sep 21, 2021	0.98

The correlation between FEUS and VTI has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

FEUS vs. VTI - Sectors Allocation Comparison

Sectors	FEUS	VTI
Technology	39.0%	37.0%
Financial Services	11.2%	11.3%
Communication Services	10.4%	9.8%
Consumer Cyclical	10.4%	9.7%
Healthcare	8.2%	9.0%
Industrials	8.0%	9.4%
Consumer Defensive	4.2%	4.3%
Energy	3.4%	3.3%
Real Estate	2.0%	2.3%
Utilities	1.7%	2.1%
Basic Materials	1.5%	1.9%

Return for Risk

FEUS vs. VTI — Risk / Return Rank

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

FEUS

FEUS Risk / Return Rank: 56
FEUS Sharpe Ratio Rank: 58
FEUS Sortino Ratio Rank: 56
FEUS Omega Ratio Rank: 56
FEUS Calmar Ratio Rank: 52
FEUS Martin Ratio Rank: 59

VTI

VTI Risk / Return Rank: 59
VTI Sharpe Ratio Rank: 58
VTI Sortino Ratio Rank: 56
VTI Omega Ratio Rank: 57
VTI Calmar Ratio Rank: 57
VTI Martin Ratio Rank: 68

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.

FEUS vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) 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.

	FEUS	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.79	1.90	-0.11
Sortino ratio: Return per unit of downside risk	2.46	2.59	-0.14
Omega ratio: Gain probability vs. loss probability	1.32	1.34	-0.02
Calmar ratio: Return relative to maximum drawdown	2.35	2.73	-0.38
Martin ratio: Return relative to average drawdown	9.70	12.14	-2.44

FEUS vs. VTI - Sharpe Ratio Comparison

The current FEUS Sharpe Ratio is 1.79, which is comparable to the VTI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FEUS 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

FEUS vs. VTI - Drawdown Comparison

The maximum FEUS drawdown since its inception was -25.31%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FEUS and VTI.

Drawdown Indicators

	FEUS	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-25.31%	-55.45%	+30.14%
Max Drawdown (1Y) Largest decline over 1 year	-9.55%	-8.92%	-0.63%
Max Drawdown (3Y) Largest decline over 3 years	-19.47%	-19.30%	-0.17%
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	-3.37%	-2.85%	-0.52%
Average Drawdown Average peak-to-trough decline	-6.31%	-8.01%	+1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	2.00%	+0.31%

Volatility

FEUS vs. VTI - Volatility Comparison

The current volatility for FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) is 4.55%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.95%. This indicates that FEUS 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.

Volatility by Period

	FEUS	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.55%	4.95%	-0.40%
Volatility (6M) Calculated over the trailing 6-month period	9.97%	10.05%	-0.08%
Volatility (1Y) Calculated over the trailing 1-year period	12.54%	12.83%	-0.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.03%	17.51%	-0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.03%	18.32%	-1.29%

FEUS vs. VTI - Expense Ratio Comparison

FEUS has a 0.09% expense ratio, which is higher than VTI'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

FEUS vs. VTI - Dividend Comparison

FEUS's dividend yield for the trailing twelve months is around 1.01%, less than VTI's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund	1.01%	1.06%	1.15%	1.41%	1.48%	0.36%	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 FEUS and VTI in my portfolio?

With a correlation of 0.96, FEUS 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, FEUS or VTI?

VTI has higher volatility (4.95%) compared to FEUS (4.55%). In terms of maximum drawdown, FEUS dropped -25.31% vs VTI's -55.45%.

Which ETF is better, FEUS or VTI?

On 3-year performance, VTI leads with 20.62% vs 18.61% for FEUS. On fees, VTI is cheaper at 0.03% per year. On volatility, FEUS has been the lower-risk option at 4.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FEUS or VTI?

Over the 3-year period, VTI has performed better with a 20.62% return vs 18.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FEUS or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.09% for FEUS.

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

VTI has the higher dividend yield at 1.04%, compared with 1.01% for FEUS.

What is the main difference between FEUS and VTI?

FEUS tracks Northern Trust ESG & Climate US Large Cap Core Index - Benchmark TR Gross, while VTI tracks CRSP US Total Market Index. They also come from different issuers: FlexShares and Vanguard. Their fees differ too: 0.09% for FEUS and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.90 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.