QLTY vs. VTI

Last updated Jun 3, 2026

QLTY (GMO U.S. Quality ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - QLTY tracks the S&P 500 while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past year, QLTY returned 28.67% vs 30.01% for VTI. Their correlation of 0.92 suggests significant overlap in exposure. QLTY charges 0.50%/yr vs 0.03%/yr for VTI.

Performance

QLTY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO U.S. Quality ETF (QLTY) 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, QLTY achieves a 7.91% return, which is significantly lower than VTI's 12.01% return.

QLTY

• 1D: -0.17%
• 1M: 3.91%
• YTD: 7.91%
• 6M: 8.88%
• 1Y: 28.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTI

• 1D: 0.26%
• 1M: 5.37%
• YTD: 12.01%
• 6M: 12.40%
• 1Y: 30.01%
• 3Y*: 22.37%
• 5Y*: 13.05%
• 10Y*: 15.13%

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

QLTY vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
QLTY GMO U.S. Quality ETF	7.91%	21.26%	21.02%	5.68%
VTI Vanguard Total Stock Market ETF	12.01%	17.10%	23.81%	6.98%

Correlation

The correlation between QLTY and VTI is 0.90, 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	0.90
Correlation (All Time) Calculated using the full available price history since Nov 16, 2023	0.92

The correlation between QLTY and VTI has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

QLTY vs. VTI - Sectors Allocation Comparison

Sectors	QLTY	VTI
Technology	36.5%	33.5%
Healthcare	24.5%	9.2%
Communication Services	10.9%	10.3%
Consumer Defensive	9.1%	4.7%
Consumer Cyclical	8.1%	10.0%
Financial Services	7.4%	12.0%
Industrials	3.6%	9.8%
Basic Materials	-	2.0%
Energy	-	3.7%
Real Estate	-	2.4%
Utilities	-	2.3%

Return for Risk

QLTY vs. VTI — Risk / Return Rank

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

QLTY

QLTY Risk / Return Rank: 64
QLTY Sharpe Ratio Rank: 71
QLTY Sortino Ratio Rank: 72
QLTY Omega Ratio Rank: 69
QLTY Calmar Ratio Rank: 49
QLTY Martin Ratio Rank: 57

VTI

VTI Risk / Return Rank: 74
VTI Sharpe Ratio Rank: 75
VTI Sortino Ratio Rank: 74
VTI Omega Ratio Rank: 74
VTI Calmar Ratio Rank: 68
VTI Martin Ratio Rank: 80

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.

QLTY vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Quality ETF (QLTY) 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.

	QLTY	VTI	Difference
Sharpe ratio Return per unit of total volatility	2.35	2.48	-0.13
Sortino ratio Return per unit of downside risk	3.33	3.37	-0.05
Omega ratio Gain probability vs. loss probability	1.42	1.45	-0.03
Calmar ratio Return relative to maximum drawdown	2.48	3.44	-0.96
Martin ratio Return relative to average drawdown	10.13	15.88	-5.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QLTY vs. VTI - Sharpe Ratio Comparison

The current QLTY Sharpe Ratio is 2.35, which is comparable to the VTI Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of QLTY 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

	QLTY	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	2.48	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.55	0.51	+1.04

Drawdowns

QLTY vs. VTI - Drawdown Comparison

The maximum QLTY drawdown since its inception was -17.00%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for QLTY and VTI.

Drawdown Indicators

	QLTY	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-17.00%	-55.45%	+38.45%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-8.92%	-2.79%
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 Drawdown Current decline from peak	-0.22%	0.00%	-0.22%
Average Drawdown Average peak-to-trough decline	-2.05%	-8.03%	+5.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	1.93%	+0.93%

Volatility

QLTY vs. VTI - Volatility Comparison

The current volatility for GMO U.S. Quality ETF (QLTY) is 2.65%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.86%. This indicates that QLTY 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

	QLTY	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.65%	2.86%	-0.21%
Volatility (6M) Calculated over the trailing 6-month period	9.24%	9.11%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	12.25%	12.15%	+0.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.65%	17.40%	-2.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.65%	18.30%	-3.65%

QLTY vs. VTI - Expense Ratio Comparison

QLTY has a 0.50% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

QLTY vs. VTI - Dividend Comparison

QLTY's dividend yield for the trailing twelve months is around 0.71%, less than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QLTY GMO U.S. Quality ETF	0.71%	0.73%	0.79%	0.15%	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

Can I hold both QLTY and VTI in my portfolio?

QLTY and VTI have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QLTY or VTI?

VTI has higher volatility (2.86%) compared to QLTY (2.65%). In terms of maximum drawdown, QLTY dropped -17.00% vs VTI's -55.45%.

Which ETF is better, QLTY or VTI?

On 1-year performance, VTI leads with 30.01% vs 28.67% for QLTY. On fees, VTI is cheaper at 0.03% per year. On volatility, QLTY has been the lower-risk option at 2.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QLTY or VTI?

Over the 1-year period, VTI has performed better with a 30.01% return vs 28.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QLTY or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.50% for QLTY.

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

VTI has the higher dividend yield at 1.01%, compared with 0.71% for QLTY.

What is the main difference between QLTY and VTI?

QLTY tracks S&P 500, while VTI tracks CRSP US Total Market Index. They also come from different issuers: GMO and Vanguard. Their fees differ too: 0.50% for QLTY and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.48 vs 2.35), 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.