KLMN vs. VTI
KLMN (Invesco MSCI North America Climate ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - KLMN tracks the MSCI Global Climate 500 North America Selection Index while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past year, KLMN returned 27.74% vs 28.18% for VTI. With a 0.98 correlation, they move nearly in lockstep. KLMN charges 0.09%/yr vs 0.03%/yr for VTI.
Performance
KLMN vs. VTI - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with KLMN having a 10.80% return and VTI slightly higher at 11.20%.
KLMN
- 1D
- -0.74%
- 1M
- 5.01%
- YTD
- 10.80%
- 6M
- 10.80%
- 1Y
- 27.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- -0.72%
- 1M
- 4.99%
- YTD
- 11.20%
- 6M
- 11.09%
- 1Y
- 28.18%
- 3Y*
- 22.07%
- 5Y*
- 12.69%
- 10Y*
- 15.05%
KLMN vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
KLMN Invesco MSCI North America Climate ETF | 10.80% | 18.24% | -3.62% |
VTI Vanguard Total Stock Market ETF | 11.20% | 17.10% | -3.66% |
Correlation
The correlation between KLMN 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 Dec 12, 2024 | 0.98 |
The correlation between KLMN and VTI has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
KLMN vs. VTI — Risk / Return Rank
KLMN
VTI
KLMN vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI North America Climate ETF (KLMN) 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.
| KLMN | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.17 | -0.06 |
| Martin ratioReturn relative to average drawdown | 14.14 | 14.62 | -0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KLMN | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.33 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.73 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 0.51 | +0.48 |
Drawdowns
KLMN vs. VTI - Drawdown Comparison
The maximum KLMN drawdown since its inception was -19.16%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for KLMN and VTI.
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Drawdown Indicators
| KLMN | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.16% | -55.45% | +36.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.96% | -8.92% | -0.04% |
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 DrawdownCurrent decline from peak | -0.74% | -0.72% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -8.03% | +5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.93% | +0.04% |
Volatility
KLMN vs. VTI - Volatility Comparison
Invesco MSCI North America Climate ETF (KLMN) and Vanguard Total Stock Market ETF (VTI) have volatilities of 2.95% and 2.96%, 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.
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Volatility by Period
| KLMN | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 2.96% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 9.13% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 12.17% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 17.40% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 18.30% | -0.69% |
KLMN vs. VTI - Expense Ratio Comparison
KLMN 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
KLMN vs. VTI - Dividend Comparison
KLMN's dividend yield for the trailing twelve months is around 1.28%, more than VTI's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KLMN Invesco MSCI North America Climate ETF | 1.28% | 1.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.01% | 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
With a correlation of 0.97, KLMN 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.
VTI has higher volatility (2.96%) compared to KLMN (2.95%). In terms of maximum drawdown, KLMN dropped -19.16% vs VTI's -55.45%.
On 1-year performance, VTI leads with 28.18% vs 27.74% for KLMN. On fees, VTI is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VTI has performed better with a 28.18% return vs 27.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.09% for KLMN.
KLMN has the higher dividend yield at 1.28%, compared with 1.01% for VTI.
KLMN tracks MSCI Global Climate 500 North America Selection Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.09% for KLMN and 0.03% for VTI.
VTI currently has the higher Sharpe Ratio (2.33 vs 2.28), 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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