TSES vs. VDE

Last updated Jul 4, 2026

TSES (Truth Social American Energy Security ETF) and VDE (Vanguard Energy ETF) are both Energy Equities funds - TSES tracks the Truth Social - Yorkville American Energy Security Index while VDE tracks the MSCI US Investable Market Energy 25/50 Index. Both are passively managed. A 0.64 correlation means they provide meaningful diversification when combined. TSES charges 0.65%/yr vs 0.09%/yr for VDE.

Performance

TSES vs. VDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Truth Social American Energy Security ETF (TSES) and Vanguard Energy ETF (VDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with TSES having a 20.75% return and VDE slightly higher at 20.97%.

TSES

• 1D: 0.00%
• 1M: -3.52%
• 6M: 18.38%
• YTD: 20.75%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VDE

• 1D: 0.74%
• 1M: -8.53%
• 6M: 18.39%
• YTD: 20.97%
• 1Y: 26.67%
• 3Y*: 13.32%
• 5Y*: 18.41%
• 10Y*: 8.32%

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

TSES vs. VDE - Yearly Performance Comparison

	2026 (YTD)	2025
TSES Truth Social American Energy Security ETF	20.75%	-0.71%
VDE Vanguard Energy ETF	20.97%	0.20%

Correlation

The correlation between TSES and VDE is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 30, 2025	0.64

Return for Risk

TSES vs. VDE — Risk / Return Rank

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

TSES

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

VDE

VDE Risk / Return Rank: 41
VDE Sharpe Ratio Rank: 44
VDE Sortino Ratio Rank: 41
VDE Omega Ratio Rank: 38
VDE Calmar Ratio Rank: 42
VDE Martin Ratio Rank: 39

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.

TSES vs. VDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Truth Social American Energy Security ETF (TSES) and Vanguard Energy ETF (VDE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TSES	VDE	Difference
Sharpe ratio: Return per unit of total volatility	—	1.31	—
Sortino ratio: Return per unit of downside risk	—	1.80	—
Omega ratio: Gain probability vs. loss probability	—	1.22	—
Calmar ratio: Return relative to maximum drawdown	—	1.80	—
Martin ratio: Return relative to average drawdown	—	5.22	—

Drawdowns

TSES vs. VDE - Drawdown Comparison

The maximum TSES drawdown since its inception was -6.25%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for TSES and VDE.

Drawdown Indicators

	TSES	VDE	Difference
Max Drawdown Largest peak-to-trough decline	-6.25%	-74.20%	+67.95%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.04%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-21.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-69.29%	—
Current Drawdown Current decline from peak	-6.25%	-14.41%	+8.16%
Average Drawdown Average peak-to-trough decline	-1.73%	-19.93%	+18.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.17%	—

Volatility

Volatility by Period

	TSES	VDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.76%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.79%	20.67%	-4.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.79%	26.33%	-10.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.79%	29.90%	-14.11%

TSES vs. VDE - Expense Ratio Comparison

TSES has a 0.65% expense ratio, which is higher than VDE's 0.09% expense ratio.

Dividends

TSES vs. VDE - Dividend Comparison

TSES's dividend yield for the trailing twelve months is around 0.87%, less than VDE's 2.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TSES Truth Social American Energy Security ETF	0.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VDE Vanguard Energy ETF	2.68%	3.11%	3.23%	3.34%	3.65%	4.13%	4.76%	3.42%	3.35%	2.90%	2.31%	3.17%

Frequently Asked Questions

Can I hold both TSES and VDE in my portfolio?

TSES and VDE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TSES or VDE?

On fees, VDE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TSES or VDE?

VDE is cheaper with a 0.09% expense ratio, compared with 0.65% for TSES.

Which ETF pays a higher dividend yield, TSES or VDE?

VDE has the higher dividend yield at 2.68%, compared with 0.87% for TSES.

What is the main difference between TSES and VDE?

TSES tracks Truth Social - Yorkville American Energy Security Index, while VDE tracks MSCI US Investable Market Energy 25/50 Index. They also come from different issuers: Truth Social Funds and Vanguard. Their fees differ too: 0.65% for TSES and 0.09% for VDE.