OUSM vs. VTI

Last updated Jun 23, 2026

OUSM (OShares U.S. Small-Cap Quality Dividend ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - OUSM is a Small Cap Blend Equities fund tracking the O'Shares US Small-Cap Quality Dividend Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, OUSM returned 8.27%/yr vs 12.36%/yr for VTI. Their correlation of 0.82 suggests significant overlap in exposure. OUSM charges 0.48%/yr vs 0.03%/yr for VTI.

Performance

OUSM vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OShares U.S. Small-Cap Quality Dividend ETF (OUSM) 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, OUSM achieves a 8.33% return, which is significantly lower than VTI's 10.35% return.

OUSM

• 1D: 0.02%
• 1M: 1.06%
• YTD: 8.33%
• 6M: 6.41%
• 1Y: 13.79%
• 3Y*: 12.00%
• 5Y*: 8.27%
• 10Y*: —

VTI

• 1D: -0.32%
• 1M: 0.55%
• YTD: 10.35%
• 6M: 9.59%
• 1Y: 27.18%
• 3Y*: 21.19%
• 5Y*: 12.36%
• 10Y*: 15.31%

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

OUSM vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OUSM OShares U.S. Small-Cap Quality Dividend ETF	8.33%	2.17%	13.45%	18.82%	-7.89%	21.45%	7.64%	28.04%	-10.60%	10.85%
VTI Vanguard Total Stock Market ETF	10.35%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between OUSM and VTI is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Dec 30, 2016	0.82

The correlation between OUSM and VTI shifts across timeframes, from 0.64 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

OUSM vs. VTI - Sectors Allocation Comparison

Sectors	OUSM	VTI
Industrials	22.2%	9.4%
Financial Services	20.4%	11.3%
Consumer Cyclical	19.5%	9.7%
Technology	14.5%	37.0%
Healthcare	9.9%	9.0%
Consumer Defensive	4.6%	4.3%
Utilities	3.8%	2.1%
Communication Services	3.5%	9.8%
Basic Materials	1.3%	1.9%
Energy	0.3%	3.3%
Real Estate	-	2.3%

Return for Risk

OUSM vs. VTI — Risk / Return Rank

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

OUSM

OUSM Risk / Return Rank: 30
OUSM Sharpe Ratio Rank: 30
OUSM Sortino Ratio Rank: 32
OUSM Omega Ratio Rank: 28
OUSM Calmar Ratio Rank: 31
OUSM Martin Ratio Rank: 31

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 68
VTI Sortino Ratio Rank: 66
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 64
VTI Martin Ratio Rank: 74

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.

OUSM vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OShares U.S. Small-Cap Quality Dividend ETF (OUSM) 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.

	OUSM	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.05	2.14	-1.09
Sortino ratio: Return per unit of downside risk	1.65	2.90	-1.24
Omega ratio: Gain probability vs. loss probability	1.19	1.38	-0.20
Calmar ratio: Return relative to maximum drawdown	1.50	3.06	-1.56
Martin ratio: Return relative to average drawdown	4.39	13.68	-9.28

OUSM vs. VTI - Sharpe Ratio Comparison

The current OUSM Sharpe Ratio is 1.05, which is lower than the VTI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of OUSM 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

OUSM vs. VTI - Drawdown Comparison

The maximum OUSM drawdown since its inception was -39.84%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for OUSM and VTI.

Drawdown Indicators

	OUSM	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-39.84%	-55.45%	+15.61%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	-8.92%	-0.29%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	-19.30%	-0.14%
Max Drawdown (5Y) Largest decline over 5 years	-19.44%	-25.36%	+5.92%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.35%	-1.48%	+1.13%
Average Drawdown Average peak-to-trough decline	-5.19%	-8.01%	+2.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	1.99%	+1.16%

Volatility

OUSM vs. VTI - Volatility Comparison

The current volatility for OShares U.S. Small-Cap Quality Dividend ETF (OUSM) is 3.30%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.74%. This indicates that OUSM 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

	OUSM	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.30%	4.74%	-1.44%
Volatility (6M) Calculated over the trailing 6-month period	9.33%	9.96%	-0.63%
Volatility (1Y) Calculated over the trailing 1-year period	13.19%	12.76%	+0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.29%	17.49%	-1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.91%	18.35%	+0.56%

OUSM vs. VTI - Expense Ratio Comparison

OUSM has a 0.48% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

OUSM vs. VTI - Dividend Comparison

OUSM's dividend yield for the trailing twelve months is around 2.03%, more than VTI's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OUSM OShares U.S. Small-Cap Quality Dividend ETF	2.03%	2.09%	1.62%	1.64%	1.98%	1.55%	2.02%	1.99%	2.63%	2.17%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.02%	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 OUSM and VTI in my portfolio?

OUSM and VTI have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OUSM or VTI?

VTI has higher volatility (4.74%) compared to OUSM (3.30%). In terms of maximum drawdown, OUSM dropped -39.84% vs VTI's -55.45%.

Which ETF is better, OUSM or VTI?

On 5-year performance, VTI leads with 12.36% vs 8.27% for OUSM. On fees, VTI is cheaper at 0.03% per year. On volatility, OUSM has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OUSM or VTI?

Over the 5-year period, VTI has performed better with a 12.36% return vs 8.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OUSM or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.48% for OUSM.

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

OUSM has the higher dividend yield at 2.03%, compared with 1.02% for VTI.

What is the main difference between OUSM and VTI?

OUSM is categorized as Small Cap Blend Equities, while VTI is Large Cap Blend Equities. OUSM tracks O'Shares US Small-Cap Quality Dividend Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: O'Shares Investments and Vanguard. Their fees differ too: 0.48% for OUSM and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.14 vs 1.05), 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.