Correlation
The correlation between SQEW and VTI is 0.86, 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.
SQEW vs. VTI
Compare and contrast key facts about LeaderShares Equity Skew ETF (SQEW) and Vanguard Total Stock Market ETF (VTI).
SQEW and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SQEW is an actively managed fund by Redwood Investment Management. It was launched on May 12, 2020. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SQEW or VTI.
Performance
SQEW vs. VTI - Performance Comparison
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Key characteristics
SQEW:
-0.05
VTI:
0.68
SQEW:
0.02
VTI:
0.98
SQEW:
1.00
VTI:
1.14
SQEW:
-0.07
VTI:
0.63
SQEW:
-0.21
VTI:
2.36
SQEW:
8.27%
VTI:
5.17%
SQEW:
19.92%
VTI:
20.37%
SQEW:
-26.09%
VTI:
-55.45%
SQEW:
-12.63%
VTI:
-4.03%
Returns By Period
In the year-to-date period, SQEW achieves a -6.05% return, which is significantly lower than VTI's 0.38% return.
SQEW
-6.05%
3.42%
-12.36%
-1.90%
2.42%
7.42%
N/A
VTI
0.38%
5.60%
-2.68%
12.80%
13.71%
15.23%
12.13%
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SQEW vs. VTI - Expense Ratio Comparison
SQEW has a 0.75% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
SQEW vs. VTI — Risk-Adjusted Performance Rank
SQEW
VTI
SQEW vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LeaderShares Equity Skew ETF (SQEW) 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.
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Dividends
SQEW vs. VTI - Dividend Comparison
SQEW's dividend yield for the trailing twelve months is around 1.41%, more than VTI's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SQEW LeaderShares Equity Skew ETF | 1.41% | 1.33% | 1.18% | 0.41% | 8.57% | 5.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
Drawdowns
SQEW vs. VTI - Drawdown Comparison
The maximum SQEW drawdown since its inception was -26.09%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SQEW and VTI.
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Volatility
SQEW vs. VTI - Volatility Comparison
The current volatility for LeaderShares Equity Skew ETF (SQEW) is 4.10%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.90%. This indicates that SQEW 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.
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