PKB vs. VTI

Last updated Jun 16, 2026

PKB (Invesco Dynamic Building & Construction ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - PKB is a Building & Construction fund tracking the Dynamic Building & Construction Intellidex Index, 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, PKB returned 15.86%/yr vs 15.23%/yr for VTI. Their correlation of 0.81 suggests significant overlap in exposure. PKB charges 0.60%/yr vs 0.03%/yr for VTI.

Performance

PKB vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Building & Construction ETF (PKB) 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, PKB achieves a 16.22% return, which is significantly higher than VTI's 11.46% return. Both investments have delivered pretty close results over the past 10 years, with PKB having a 15.86% annualized return and VTI not far behind at 15.23%.

PKB

• 1D: 1.66%
• 1M: 5.36%
• YTD: 16.22%
• 6M: 11.91%
• 1Y: 39.97%
• 3Y*: 28.24%
• 5Y*: 17.52%
• 10Y*: 15.86%

VTI

• 1D: 1.68%
• 1M: 2.70%
• YTD: 11.46%
• 6M: 11.76%
• 1Y: 28.40%
• 3Y*: 20.94%
• 5Y*: 12.71%
• 10Y*: 15.23%

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

PKB vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PKB Invesco Dynamic Building & Construction ETF	16.22%	22.47%	20.24%	55.29%	-24.88%	32.96%	24.49%	40.15%	-31.11%	24.67%
VTI Vanguard Total Stock Market ETF	11.46%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between PKB and VTI is 0.72, 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	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Oct 26, 2005	0.81

The correlation between PKB and VTI has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.

PKB vs. VTI - Sectors Allocation Comparison

Sectors	PKB	VTI
Industrials	41.7%	9.5%
Basic Materials	36.5%	2.0%
Consumer Cyclical	19.4%	9.8%
Utilities	3.0%	2.7%
Energy	2.4%	3.8%
Financial Services	0.1%	11.9%
Communication Services	-	10.1%
Consumer Defensive	-	4.7%
Healthcare	-	9.1%
Real Estate	-	2.4%
Technology	-	33.3%

Return for Risk

PKB vs. VTI — Risk / Return Rank

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

PKB

PKB Risk / Return Rank: 53
PKB Sharpe Ratio Rank: 54
PKB Sortino Ratio Rank: 55
PKB Omega Ratio Rank: 48
PKB Calmar Ratio Rank: 57
PKB Martin Ratio Rank: 52

VTI

VTI Risk / Return Rank: 77
VTI Sharpe Ratio Rank: 79
VTI Sortino Ratio Rank: 77
VTI Omega Ratio Rank: 78
VTI Calmar Ratio Rank: 70
VTI Martin Ratio Rank: 81

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.

PKB vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Building & Construction ETF (PKB) 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.

	PKB	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.69	2.25	-0.56
Sortino ratio: Return per unit of downside risk	2.42	3.04	-0.61
Omega ratio: Gain probability vs. loss probability	1.28	1.41	-0.12
Calmar ratio: Return relative to maximum drawdown	2.61	3.20	-0.59
Martin ratio: Return relative to average drawdown	8.26	14.35	-6.09

PKB vs. VTI - Sharpe Ratio Comparison

The current PKB Sharpe Ratio is 1.69, which is comparable to the VTI Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of PKB 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

PKB vs. VTI - Drawdown Comparison

The maximum PKB drawdown since its inception was -65.21%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PKB and VTI.

Drawdown Indicators

	PKB	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-65.21%	-55.45%	-9.76%
Max Drawdown (1Y) Largest decline over 1 year	-15.41%	-8.92%	-6.49%
Max Drawdown (3Y) Largest decline over 3 years	-29.75%	-19.30%	-10.45%
Max Drawdown (5Y) Largest decline over 5 years	-34.85%	-25.36%	-9.49%
Max Drawdown (10Y) Largest decline over 10 years	-52.29%	-35.00%	-17.29%
Current Drawdown Current decline from peak	-2.73%	-0.49%	-2.24%
Average Drawdown Average peak-to-trough decline	-15.75%	-8.02%	-7.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.85%	1.98%	+2.87%

Volatility

PKB vs. VTI - Volatility Comparison

Invesco Dynamic Building & Construction ETF (PKB) has a higher volatility of 8.82% compared to Vanguard Total Stock Market ETF (VTI) at 4.74%. This indicates that PKB'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

	PKB	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.82%	4.74%	+4.08%
Volatility (6M) Calculated over the trailing 6-month period	18.70%	9.94%	+8.76%
Volatility (1Y) Calculated over the trailing 1-year period	23.78%	12.69%	+11.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.79%	17.49%	+8.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.30%	18.34%	+8.96%

PKB vs. VTI - Expense Ratio Comparison

PKB has a 0.60% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

PKB vs. VTI - Dividend Comparison

PKB's dividend yield for the trailing twelve months is around 0.14%, less than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PKB Invesco Dynamic Building & Construction ETF	0.14%	0.14%	0.23%	0.33%	0.43%	0.25%	0.30%	0.37%	0.54%	0.17%	0.31%	0.11%
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

Can I hold both PKB and VTI in my portfolio?

PKB and VTI have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PKB or VTI?

PKB has higher volatility (8.82%) compared to VTI (4.74%). In terms of maximum drawdown, PKB dropped -65.21% vs VTI's -55.45%.

Which ETF is better, PKB or VTI?

On 10-year performance, PKB leads with 15.86% vs 15.23% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PKB or VTI?

Over the 10-year period, PKB has performed better with a 15.86% return vs 15.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PKB or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.60% for PKB.

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

VTI has the higher dividend yield at 1.01%, compared with 0.14% for PKB.

What is the main difference between PKB and VTI?

PKB is categorized as Building & Construction, while VTI is Large Cap Blend Equities. PKB tracks Dynamic Building & Construction Intellidex Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.60% for PKB and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.25 vs 1.69), 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.