SHLD vs. VTI
Compare and contrast key facts about Global X Defense Tech ETF (SHLD) and Vanguard Total Stock Market ETF (VTI).
SHLD and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SHLD is a passively managed fund by Global X that tracks the performance of the Global X Defense Tech Index - Benchmark TR Net. It was launched on Sep 11, 2023. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both SHLD and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHLD or VTI.
Key characteristics
| SHLD | VTI | |
|---|---|---|
| YTD Return | 47.99% | 26.21% |
| 1Y Return | 54.10% | 38.35% |
| Sharpe Ratio | 3.98 | 3.04 |
| Sortino Ratio | 5.22 | 4.05 |
| Omega Ratio | 1.71 | 1.57 |
| Calmar Ratio | 11.17 | 4.46 |
| Martin Ratio | 36.09 | 19.72 |
| Ulcer Index | 1.53% | 1.94% |
| Daily Std Dev | 13.89% | 12.58% |
| Max Drawdown | -5.42% | -55.45% |
| Current Drawdown | -0.80% | -0.39% |
Correlation
The correlation between SHLD and VTI is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SHLD vs. VTI - Performance Comparison
In the year-to-date period, SHLD achieves a 47.99% return, which is significantly higher than VTI's 26.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SHLD vs. VTI - Expense Ratio Comparison
SHLD has a 0.50% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
SHLD vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Defense Tech ETF (SHLD) 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.
Dividends
SHLD vs. VTI - Dividend Comparison
SHLD's dividend yield for the trailing twelve months is around 0.32%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHLD Global X Defense Tech ETF | 0.32% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SHLD vs. VTI - Drawdown Comparison
The maximum SHLD drawdown since its inception was -5.42%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SHLD and VTI. For additional features, visit the drawdowns tool.
Volatility
SHLD vs. VTI - Volatility Comparison
Global X Defense Tech ETF (SHLD) has a higher volatility of 6.12% compared to Vanguard Total Stock Market ETF (VTI) at 4.06%. This indicates that SHLD'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.