QDIV vs. VTI

Last updated Aug 2, 2026

QDIV (Global X S&P 500 Quality Dividend ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - QDIV is a Quality Factor fund tracking the S&P 500 Quality High 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, QDIV returned 8.39%/yr vs 11.74%/yr for VTI. Their 0.70 correlation means they have sometimes moved together and sometimes differently. QDIV charges 0.20%/yr vs 0.03%/yr for VTI.

Performance

QDIV vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Quality Dividend ETF (QDIV) 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, QDIV achieves a 16.03% return, which is significantly higher than VTI's 10.49% return.

QDIV

• 1D: 0.10%
• 1M: 3.88%
• 6M: 9.20%
• YTD: 16.03%
• 1Y: 21.61%
• 3Y*: 10.13%
• 5Y*: 8.39%
• 10Y*: —
• ALL TIME*: 9.17%

VTI

• 1D: 0.53%
• 1M: -0.15%
• 6M: 8.77%
• YTD: 10.49%
• 1Y: 21.84%
• 3Y*: 18.92%
• 5Y*: 11.74%
• 10Y*: 14.63%
• ALL TIME*: 9.58%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QDIV Global X S&P 500 Quality Dividend ETF	$39.86K	$80.99K	$126.73K
VTI Vanguard Total Stock Market ETF	$1.06B	$1.16B	$1.24B

QDIV vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QDIV Global X S&P 500 Quality Dividend ETF	16.03%	3.16%	10.62%	5.18%	-0.50%	28.99%	0.03%	29.00%	-12.20%
VTI Vanguard Total Stock Market ETF	10.49%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-10.71%

Correlation

The correlation between QDIV and VTI is 0.31, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.31
Correlation (3Y) Balances recent behavior with more history.	0.51
Correlation (5Y) Shows whether the relationship held over a longer period.	0.67
Correlation (All Time) Calculated using the full available price history since Jul 17, 2018	0.70

Over the past year, the correlation between QDIV and VTI has dropped to 0.31 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

QDIV vs. VTI - Sectors Allocation Comparison

Sectors	QDIV	VTI
Consumer Defensive	22.1%	4.3%
Financial Services	20.1%	11.8%
Industrials	16.6%	10.2%
Healthcare	13.5%	9.7%
Technology	10.7%	36.1%
Energy	8.9%	3.2%
Consumer Cyclical	5.8%	9.4%
Communication Services	3.5%	9.1%
Basic Materials	2.1%	1.9%
Real Estate	-	2.3%
Utilities	-	2.2%

Return for Risk

QDIV vs. VTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QDIV

QDIV Risk / Return Rank: 72
QDIV Sharpe Ratio Rank: 75
QDIV Sortino Ratio Rank: 80
QDIV Omega Ratio Rank: 72
QDIV Calmar Ratio Rank: 74
QDIV Martin Ratio Rank: 56

VTI

VTI Risk / Return Rank: 67
VTI Sharpe Ratio Rank: 67
VTI Sortino Ratio Rank: 64
VTI Omega Ratio Rank: 64
VTI Calmar Ratio Rank: 65
VTI Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QDIV vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quality Dividend ETF (QDIV) 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.

	QDIV	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.69	1.52	+0.17
Sortino ratio: Return per unit of downside risk	2.59	2.12	+0.48
Omega ratio: Gain probability vs. loss probability	1.30	1.27	+0.03
Calmar ratio: Return relative to maximum drawdown	2.61	2.23	+0.38
Martin ratio: Return relative to average drawdown	6.67	9.62	-2.95

QDIV vs. VTI - Sharpe Ratio Comparison

The current QDIV Sharpe Ratio is 1.69, which is comparable to the VTI Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of QDIV 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

QDIV vs. VTI - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for QDIV and VTI.

Drawdown Indicators

	QDIV	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-41.20%	-55.45%	+14.25%
Max Drawdown (1Y) Largest decline over 1 year	-7.97%	-8.92%	+0.95%
Max Drawdown (3Y) Largest decline over 3 years	-16.81%	-19.30%	+2.49%
Max Drawdown (5Y) Largest decline over 5 years	-18.52%	-25.36%	+6.84%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-1.55%	-1.36%	-0.19%
Average Drawdown Average peak-to-trough decline	-5.47%	-7.99%	+2.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.12%	2.07%	+1.05%

Volatility

QDIV vs. VTI - Volatility Comparison

Global X S&P 500 Quality Dividend ETF (QDIV) has a higher volatility of 5.14% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that QDIV'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

	QDIV	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.14%	3.46%	+1.68%
Volatility (6M) Calculated over the trailing 6-month period	9.14%	10.24%	-1.10%
Volatility (1Y) Calculated over the trailing 1-year period	12.39%	13.10%	-0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.32%	17.51%	-2.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.35%	18.30%	+1.05%

QDIV vs. VTI - Expense Ratio Comparison

QDIV has a 0.20% 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

QDIV vs. VTI - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 2.81%, more than VTI's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QDIV Global X S&P 500 Quality Dividend ETF	2.81%	3.13%	2.88%	3.26%	3.02%	2.44%	3.06%	2.84%	1.30%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.06%	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 QDIV and VTI in my portfolio?

QDIV and VTI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QDIV or VTI?

QDIV has higher volatility (5.14%) compared to VTI (3.46%). In terms of maximum drawdown, QDIV dropped -41.20% vs VTI's -55.45%.

Which ETF is better, QDIV or VTI?

On 5-year performance, VTI leads with 11.74% vs 8.39% for QDIV. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QDIV or VTI?

Over the 5-year period, VTI has performed better with a 11.74% return vs 8.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QDIV or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.20% for QDIV.

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

QDIV has the higher dividend yield at 2.81%, compared with 1.06% for VTI.

What is the main difference between QDIV and VTI?

QDIV is categorized as Quality Factor, while VTI is Large Cap Blend Equities. QDIV tracks S&P 500 Quality High Dividend Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.20% for QDIV and 0.03% for VTI.

Which has better risk-adjusted returns?

QDIV currently has the higher Sharpe Ratio (1.69 vs 1.52), 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.