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IGE vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGE and VTI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

IGE vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Natural Resources ETF (IGE) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
320.74%
718.06%
IGE
VTI

Key characteristics

Sharpe Ratio

IGE:

-0.20

VTI:

0.47

Sortino Ratio

IGE:

-0.13

VTI:

0.80

Omega Ratio

IGE:

0.98

VTI:

1.12

Calmar Ratio

IGE:

-0.23

VTI:

0.49

Martin Ratio

IGE:

-0.73

VTI:

1.99

Ulcer Index

IGE:

6.12%

VTI:

4.76%

Daily Std Dev

IGE:

22.16%

VTI:

20.05%

Max Drawdown

IGE:

-67.62%

VTI:

-55.45%

Current Drawdown

IGE:

-10.93%

VTI:

-10.40%

Returns By Period

In the year-to-date period, IGE achieves a -0.54% return, which is significantly higher than VTI's -6.29% return. Over the past 10 years, IGE has underperformed VTI with an annualized return of 3.54%, while VTI has yielded a comparatively higher 11.56% annualized return.


IGE

YTD

-0.54%

1M

-6.34%

6M

-4.98%

1Y

-5.32%

5Y*

19.07%

10Y*

3.54%

VTI

YTD

-6.29%

1M

-1.02%

6M

-4.58%

1Y

8.93%

5Y*

15.27%

10Y*

11.56%

*Annualized

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IGE vs. VTI - Expense Ratio Comparison

IGE has a 0.46% expense ratio, which is higher than VTI's 0.03% expense ratio.


Expense ratio chart for IGE: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGE: 0.46%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

IGE vs. VTI — Risk-Adjusted Performance Rank

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

IGE
The Risk-Adjusted Performance Rank of IGE is 1111
Overall Rank
The Sharpe Ratio Rank of IGE is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of IGE is 1212
Sortino Ratio Rank
The Omega Ratio Rank of IGE is 1212
Omega Ratio Rank
The Calmar Ratio Rank of IGE is 99
Calmar Ratio Rank
The Martin Ratio Rank of IGE is 99
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5959
Overall Rank
The Sharpe Ratio Rank of VTI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGE vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Natural Resources ETF (IGE) 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.


The chart of Sharpe ratio for IGE, currently valued at -0.20, compared to the broader market-1.000.001.002.003.004.00
IGE: -0.20
VTI: 0.47
The chart of Sortino ratio for IGE, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.00
IGE: -0.13
VTI: 0.80
The chart of Omega ratio for IGE, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
IGE: 0.98
VTI: 1.12
The chart of Calmar ratio for IGE, currently valued at -0.23, compared to the broader market0.002.004.006.008.0010.0012.00
IGE: -0.23
VTI: 0.49
The chart of Martin ratio for IGE, currently valued at -0.73, compared to the broader market0.0020.0040.0060.00
IGE: -0.73
VTI: 1.99

The current IGE Sharpe Ratio is -0.20, which is lower than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of IGE and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.20
0.47
IGE
VTI

Dividends

IGE vs. VTI - Dividend Comparison

IGE's dividend yield for the trailing twelve months is around 2.61%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
IGE
iShares North American Natural Resources ETF
2.61%2.54%2.85%2.96%2.92%3.34%5.55%2.68%2.11%1.66%3.08%1.83%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

IGE vs. VTI - Drawdown Comparison

The maximum IGE drawdown since its inception was -67.62%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IGE and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.93%
-10.40%
IGE
VTI

Volatility

IGE vs. VTI - Volatility Comparison

iShares North American Natural Resources ETF (IGE) and Vanguard Total Stock Market ETF (VTI) have volatilities of 15.41% and 14.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.41%
14.83%
IGE
VTI