IOO vs. VTI

Last updated Jun 9, 2026

IOO (iShares Global 100 ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - IOO is a Global Equities fund tracking the S&P Global 100 Index (Net), while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, IOO returned 16.53%/yr vs 14.84%/yr for VTI. Their correlation of 0.90 suggests significant overlap in exposure. IOO charges 0.40%/yr vs 0.03%/yr for VTI.

Performance

IOO vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) 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, IOO achieves a 9.70% return, which is significantly higher than VTI's 9.05% return. Over the past 10 years, IOO has outperformed VTI with an annualized return of 16.53%, while VTI has yielded a comparatively lower 14.84% annualized return.

IOO

• 1D: 0.27%
• 1M: -0.80%
• YTD: 9.70%
• 6M: 9.96%
• 1Y: 33.76%
• 3Y*: 24.64%
• 5Y*: 16.11%
• 10Y*: 16.53%

VTI

• 1D: 0.30%
• 1M: 0.44%
• YTD: 9.05%
• 6M: 8.94%
• 1Y: 24.96%
• 3Y*: 21.05%
• 5Y*: 12.25%
• 10Y*: 14.84%

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

IOO vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IOO iShares Global 100 ETF	9.70%	27.02%	26.54%	27.71%	-16.34%	26.03%	18.61%	30.01%	-6.22%	23.56%
VTI Vanguard Total Stock Market ETF	9.05%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between IOO and VTI is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since May 31, 2001	0.90

The correlation between IOO and VTI has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

IOO vs. VTI - Sectors Allocation Comparison

Sectors	IOO	VTI
Technology	46.2%	33.5%
Communication Services	11.0%	10.3%
Financial Services	9.1%	12.0%
Consumer Cyclical	8.4%	10.0%
Healthcare	8.4%	9.2%
Consumer Defensive	5.6%	4.7%
Industrials	4.8%	9.8%
Energy	3.6%	3.7%
Basic Materials	1.7%	2.0%
Utilities	0.5%	2.3%
Real Estate	0.2%	2.4%

Return for Risk

IOO vs. VTI — Risk / Return Rank

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

IOO

IOO Risk / Return Rank: 81
IOO Sharpe Ratio Rank: 84
IOO Sortino Ratio Rank: 82
IOO Omega Ratio Rank: 81
IOO Calmar Ratio Rank: 74
IOO Martin Ratio Rank: 84

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 68
VTI Sortino Ratio Rank: 66
VTI Omega Ratio Rank: 68
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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.

IOO vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) 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.

	IOO	VTI	Difference
Sharpe ratio: Return per unit of total volatility	2.45	2.02	+0.43
Sortino ratio: Return per unit of downside risk	3.29	2.73	+0.56
Omega ratio: Gain probability vs. loss probability	1.44	1.36	+0.07
Calmar ratio: Return relative to maximum drawdown	3.41	2.81	+0.60
Martin ratio: Return relative to average drawdown	15.65	12.85	+2.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IOO vs. VTI - Sharpe Ratio Comparison

The current IOO Sharpe Ratio is 2.45, which is comparable to the VTI Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of IOO 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.

Sharpe Ratios by Period

	IOO	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	2.02	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	0.71	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.93	0.81	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.50	-0.12

Drawdowns

IOO vs. VTI - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IOO and VTI.

Drawdown Indicators

	IOO	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-55.85%	-55.45%	-0.40%
Max Drawdown (1Y) Largest decline over 1 year	-9.94%	-8.92%	-1.02%
Max Drawdown (3Y) Largest decline over 3 years	-19.19%	-19.30%	+0.11%
Max Drawdown (5Y) Largest decline over 5 years	-23.52%	-25.36%	+1.84%
Max Drawdown (10Y) Largest decline over 10 years	-31.43%	-35.00%	+3.57%
Current Drawdown Current decline from peak	-3.57%	-2.64%	-0.93%
Average Drawdown Average peak-to-trough decline	-11.27%	-8.02%	-3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	1.95%	+0.21%

Volatility

IOO vs. VTI - Volatility Comparison

iShares Global 100 ETF (IOO) has a higher volatility of 4.47% compared to Vanguard Total Stock Market ETF (VTI) at 3.88%. This indicates that IOO'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

	IOO	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	3.88%	+0.59%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	9.55%	+1.49%
Volatility (1Y) Calculated over the trailing 1-year period	13.88%	12.44%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	17.44%	-0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.80%	18.33%	-0.53%

IOO vs. VTI - Expense Ratio Comparison

IOO has a 0.40% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

IOO vs. VTI - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.84%, less than VTI's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IOO iShares Global 100 ETF	0.84%	0.92%	1.08%	1.49%	2.00%	1.53%	1.49%	2.02%	2.54%	2.23%	2.75%	2.89%
VTI Vanguard Total Stock Market ETF	1.03%	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 IOO and VTI in my portfolio?

With a correlation of 0.92, IOO 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, IOO or VTI?

IOO has higher volatility (4.47%) compared to VTI (3.88%). In terms of maximum drawdown, IOO dropped -55.85% vs VTI's -55.45%.

Which ETF is better, IOO or VTI?

On 10-year performance, IOO leads with 16.53% vs 14.84% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IOO or VTI?

Over the 10-year period, IOO has performed better with a 16.53% return vs 14.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IOO or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.40% for IOO.

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

VTI has the higher dividend yield at 1.03%, compared with 0.84% for IOO.

What is the main difference between IOO and VTI?

IOO is categorized as Global Equities, while VTI is Large Cap Blend Equities. IOO tracks S&P Global 100 Index (Net), while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IOO and 0.03% for VTI.

Which has better risk-adjusted returns?

IOO currently has the higher Sharpe Ratio (2.45 vs 2.02), 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.