PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QUU.TO vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QUU.TO and VTI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

QUU.TO vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mackenzie US Large Cap Equity Index ETF (QUU.TO) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
11.53%
11.28%
QUU.TO
VTI

Key characteristics

Sharpe Ratio

QUU.TO:

2.47

VTI:

1.78

Sortino Ratio

QUU.TO:

3.45

VTI:

2.41

Omega Ratio

QUU.TO:

1.45

VTI:

1.33

Calmar Ratio

QUU.TO:

3.99

VTI:

2.68

Martin Ratio

QUU.TO:

17.80

VTI:

10.68

Ulcer Index

QUU.TO:

1.73%

VTI:

2.15%

Daily Std Dev

QUU.TO:

12.44%

VTI:

12.90%

Max Drawdown

QUU.TO:

-26.86%

VTI:

-55.45%

Current Drawdown

QUU.TO:

-0.40%

VTI:

0.00%

Returns By Period

In the year-to-date period, QUU.TO achieves a 3.92% return, which is significantly lower than VTI's 4.59% return.


QUU.TO

YTD

3.92%

1M

0.69%

6M

15.68%

1Y

32.05%

5Y*

16.31%

10Y*

N/A

VTI

YTD

4.59%

1M

2.34%

6M

10.34%

1Y

24.42%

5Y*

14.06%

10Y*

12.70%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QUU.TO vs. VTI - Expense Ratio Comparison

QUU.TO has a 0.07% 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%.


QUU.TO
Mackenzie US Large Cap Equity Index ETF
Expense ratio chart for QUU.TO: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

QUU.TO vs. VTI — Risk-Adjusted Performance Rank

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

QUU.TO
The Risk-Adjusted Performance Rank of QUU.TO is 9191
Overall Rank
The Sharpe Ratio Rank of QUU.TO is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of QUU.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of QUU.TO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of QUU.TO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of QUU.TO is 9393
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 7474
Overall Rank
The Sharpe Ratio Rank of VTI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QUU.TO vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mackenzie US Large Cap Equity Index ETF (QUU.TO) 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.


Sharpe ratio
The chart of Sharpe ratio for QUU.TO, currently valued at 1.79, compared to the broader market0.002.004.001.791.75
The chart of Sortino ratio for QUU.TO, currently valued at 2.44, compared to the broader market-2.000.002.004.006.008.0010.0012.002.442.36
The chart of Omega ratio for QUU.TO, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.32
The chart of Calmar ratio for QUU.TO, currently valued at 2.76, compared to the broader market0.005.0010.0015.002.762.60
The chart of Martin ratio for QUU.TO, currently valued at 11.13, compared to the broader market0.0020.0040.0060.0080.00100.0011.1310.28
QUU.TO
VTI

The current QUU.TO Sharpe Ratio is 2.47, which is higher than the VTI Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of QUU.TO and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.79
1.75
QUU.TO
VTI

Dividends

QUU.TO vs. VTI - Dividend Comparison

QUU.TO's dividend yield for the trailing twelve months is around 0.96%, less than VTI's 1.21% yield.


TTM20242023202220212020201920182017201620152014
QUU.TO
Mackenzie US Large Cap Equity Index ETF
0.96%1.00%1.21%1.59%0.98%1.34%1.59%1.55%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.21%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

QUU.TO vs. VTI - Drawdown Comparison

The maximum QUU.TO drawdown since its inception was -26.86%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for QUU.TO and VTI. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February00
QUU.TO
VTI

Volatility

QUU.TO vs. VTI - Volatility Comparison

Mackenzie US Large Cap Equity Index ETF (QUU.TO) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.00% and 3.03%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.00%
3.03%
QUU.TO
VTI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab