SQS vs. VT

Last updated Jun 6, 2026

SQS (Sapient Quality Select ETF) and VT (Vanguard Total World Stock ETF) are both Global Equities funds. SQS is actively managed, while VT is passively managed. Their correlation of 0.94 suggests significant overlap in exposure. SQS charges 0.80%/yr vs 0.06%/yr for VT.

Performance

SQS vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sapient Quality Select ETF (SQS) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SQS

• 1D: -3.19%
• 1M: -1.11%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VT

• 1D: -3.07%
• 1M: -0.03%
• YTD: 9.20%
• 6M: 9.69%
• 1Y: 24.82%
• 3Y*: 19.73%
• 5Y*: 10.38%
• 10Y*: 12.30%

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

SQS vs. VT - Yearly Performance Comparison

	2026 (YTD)
SQS Sapient Quality Select ETF	8.21%
VT Vanguard Total World Stock ETF	8.87%

Correlation

The correlation between SQS and VT is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 17, 2026	0.94

Return for Risk

SQS vs. VT — Risk / Return Rank

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

VT

VT Risk / Return Rank: 60
VT Sharpe Ratio Rank: 60
VT Sortino Ratio Rank: 58
VT Omega Ratio Rank: 60
VT Calmar Ratio Rank: 55
VT Martin Ratio Rank: 66

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.

SQS vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) and Vanguard Total World Stock ETF (VT). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SQS	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.98	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.24	0.43	+1.81

Drawdowns

SQS vs. VT - Drawdown Comparison

The maximum SQS drawdown since its inception was -7.18%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SQS and VT.

Drawdown Indicators

	SQS	VT	Difference
Max Drawdown Largest peak-to-trough decline	-7.18%	-50.27%	+43.09%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.67%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.51%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.24%	—
Current Drawdown Current decline from peak	-4.14%	-3.56%	-0.58%
Average Drawdown Average peak-to-trough decline	-1.20%	-7.02%	+5.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.18%	—

Volatility

Volatility by Period

	SQS	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.66%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.82%	13.09%	+5.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.82%	16.10%	+2.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.82%	17.26%	+1.56%

SQS vs. VT - Expense Ratio Comparison

SQS has a 0.80% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

SQS vs. VT - Dividend Comparison

SQS has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.64%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SQS Sapient Quality Select ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VT Vanguard Total World Stock ETF	1.64%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both SQS and VT in my portfolio?

With a correlation of 0.94, SQS and VT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, SQS or VT?

On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SQS or VT?

VT is cheaper with a 0.06% expense ratio, compared with 0.80% for SQS.

Which ETF pays a higher dividend yield, SQS or VT?

VT has the higher dividend yield at 1.64%, compared with 0.00% for SQS.

What is the main difference between SQS and VT?

They also come from different issuers: Sapient and Vanguard. Their fees differ too: 0.80% for SQS and 0.06% for VT.