ROE vs. VTI

Last updated Jun 4, 2026

ROE (Astoria US Equal Weight Quality Kings ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - ROE is a Large Cap Value Equities fund actively managed by Astoria, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. ROE is actively managed, while VTI is passively managed. Over the past year, ROE returned 37.99% vs 28.18% for VTI. Their correlation of 0.90 suggests significant overlap in exposure. ROE charges 0.49%/yr vs 0.03%/yr for VTI.

Performance

ROE vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria US Equal Weight Quality Kings ETF (ROE) 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, ROE achieves a 20.98% return, which is significantly higher than VTI's 11.20% return.

ROE

• 1D: -0.04%
• 1M: 8.10%
• YTD: 20.98%
• 6M: 21.56%
• 1Y: 37.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

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

ROE vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ROE Astoria US Equal Weight Quality Kings ETF	20.98%	17.20%	18.34%	4.29%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	5.00%

Correlation

The correlation between ROE and VTI is 0.88, 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	0.88
Correlation (All Time) Calculated using the full available price history since Aug 2, 2023	0.90

The correlation between ROE and VTI has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

ROE vs. VTI - Sectors Allocation Comparison

Sectors	ROE	VTI
Technology	36.1%	33.5%
Financial Services	11.7%	12.0%
Communication Services	10.6%	10.3%
Industrials	9.8%	9.8%
Consumer Cyclical	9.4%	10.0%
Healthcare	8.7%	9.2%
Consumer Defensive	4.7%	4.7%
Energy	3.5%	3.7%
Utilities	1.9%	2.3%
Real Estate	1.9%	2.4%
Basic Materials	1.8%	2.0%

Return for Risk

ROE vs. VTI — Risk / Return Rank

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

ROE

ROE Risk / Return Rank: 83
ROE Sharpe Ratio Rank: 84
ROE Sortino Ratio Rank: 82
ROE Omega Ratio Rank: 80
ROE Calmar Ratio Rank: 83
ROE Martin Ratio Rank: 89

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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.

ROE vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria US Equal Weight Quality Kings ETF (ROE) 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.

	ROE	VTI	Difference
Sharpe ratio Return per unit of total volatility	2.74	2.33	+0.41
Sortino ratio Return per unit of downside risk	3.69	3.18	+0.51
Omega ratio Gain probability vs. loss probability	1.48	1.42	+0.06
Calmar ratio Return relative to maximum drawdown	4.41	3.17	+1.24
Martin ratio Return relative to average drawdown	19.92	14.62	+5.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ROE vs. VTI - Sharpe Ratio Comparison

The current ROE Sharpe Ratio is 2.74, which is comparable to the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of ROE 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

	ROE	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.74	2.33	+0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.39	0.51	+0.88

Drawdowns

ROE vs. VTI - Drawdown Comparison

The maximum ROE drawdown since its inception was -19.10%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ROE and VTI.

Drawdown Indicators

	ROE	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-55.45%	+36.35%
Max Drawdown (1Y) Largest decline over 1 year	-8.66%	-8.92%	+0.26%
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	-0.04%	-0.72%	+0.68%
Average Drawdown Average peak-to-trough decline	-2.59%	-8.03%	+5.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	1.93%	-0.02%

Volatility

ROE vs. VTI - Volatility Comparison

Astoria US Equal Weight Quality Kings ETF (ROE) has a higher volatility of 3.79% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that ROE'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

	ROE	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	2.96%	+0.83%
Volatility (6M) Calculated over the trailing 6-month period	10.66%	9.13%	+1.53%
Volatility (1Y) Calculated over the trailing 1-year period	13.94%	12.17%	+1.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.78%	17.40%	-1.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.78%	18.30%	-2.52%

ROE vs. VTI - Expense Ratio Comparison

ROE has a 0.49% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

ROE vs. VTI - Dividend Comparison

ROE's dividend yield for the trailing twelve months is around 0.94%, less than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ROE Astoria US Equal Weight Quality Kings ETF	0.94%	0.97%	1.18%	0.68%	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 ROE and VTI in my portfolio?

ROE and VTI have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROE or VTI?

ROE has higher volatility (3.79%) compared to VTI (2.96%). In terms of maximum drawdown, ROE dropped -19.10% vs VTI's -55.45%.

Which ETF is better, ROE or VTI?

On 1-year performance, ROE leads with 37.99% vs 28.18% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROE or VTI?

Over the 1-year period, ROE has performed better with a 37.99% return vs 28.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROE or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.49% for ROE.

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

VTI has the higher dividend yield at 1.01%, compared with 0.94% for ROE.

What is the main difference between ROE and VTI?

ROE is categorized as Large Cap Value Equities, while VTI is Large Cap Blend Equities. They also come from different issuers: Astoria and Vanguard. Their fees differ too: 0.49% for ROE and 0.03% for VTI.

Which has better risk-adjusted returns?

ROE currently has the higher Sharpe Ratio (2.74 vs 2.33), 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.