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UPAD.L vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UPAD.L vs. VTI

Last updated Jun 5, 2026

UPAD.L (iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Dist) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - UPAD.L is a S&P 500 fund tracking the S&P 500 Net Zero 2050 Paris-Aligned Sustainability Screened Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 3 years, UPAD.L returned 20.59%/yr vs 22.37%/yr for VTI. A 0.58 correlation means they provide meaningful diversification when combined. UPAD.L charges 0.07%/yr vs 0.03%/yr for VTI.

Performance

UPAD.L vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Dist (UPAD.L) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UPAD.L achieves a 6.78% return, which is significantly lower than VTI's 11.72% return.

UPAD.L

1D
0.45%
1M
4.86%
YTD
6.78%
6M
7.86%
1Y
22.18%
3Y*
20.59%
5Y*
—
10Y*
—

VTI

1D
0.47%
1M
4.59%
YTD
11.72%
6M
11.43%
1Y
28.79%
3Y*
22.37%
5Y*
12.80%
10Y*
15.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UPAD.L vs. VTI - Yearly Performance Comparison

2026 (YTD)2025202420232022
UPAD.L
iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Dist		6.78%15.19%26.23%31.08%-9.48%
VTI
Vanguard Total Stock Market ETF		11.72%17.10%23.81%26.05%-6.37%

Correlation

The correlation between UPAD.L and VTI is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (All Time)
Calculated using the full available price history since May 2, 2022

0.58

The correlation between UPAD.L and VTI has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

UPAD.L vs. VTI - Sectors Allocation Comparison

Sectors
UPAD.L
VTI

Technology

39.8%
33.5%

Financial Services

13.0%
12.0%

Communication Services

12.1%
10.3%

Consumer Cyclical

10.3%
10.0%

Healthcare

9.2%
9.2%

Industrials

6.1%
9.8%

Consumer Defensive

4.9%
4.7%

Real Estate

2.2%
2.4%

Basic Materials

1.7%
2.0%

Utilities

0.8%
2.3%

Energy

0.0%
3.7%

Technology

UPAD.L
39.8%
VTI
33.5%

Financial Services

UPAD.L
13.0%
VTI
12.0%

Communication Services

UPAD.L
12.1%
VTI
10.3%

Consumer Cyclical

UPAD.L
10.3%
VTI
10.0%

Healthcare

UPAD.L
9.2%
VTI
9.2%

Industrials

UPAD.L
6.1%
VTI
9.8%

Consumer Defensive

UPAD.L
4.9%
VTI
4.7%

Real Estate

UPAD.L
2.2%
VTI
2.4%

Basic Materials

UPAD.L
1.7%
VTI
2.0%

Utilities

UPAD.L
0.8%
VTI
2.3%

Energy

UPAD.L
0.0%
VTI
3.7%

Compare stocks, funds, or ETFs

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iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Dist

Vanguard Total Stock Market ETF

Often compared with UPAD.L:
UPAD.L vs. SPXP.LUPAD.L vs. SPXD.LUPAD.L vs. SDUS.LUPAD.L vs. IUES.LUPAD.L vs. BYBU.LUPAD.L vs. CNDX.LUPAD.L vs. CSPX.L
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

UPAD.L vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UPAD.L
UPAD.L Risk / Return Rank: 5353
Overall Rank
UPAD.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
UPAD.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
UPAD.L Omega Ratio Rank: 5858
Omega Ratio Rank
UPAD.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
UPAD.L Martin Ratio Rank: 4949
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 7373
Overall Rank
VTI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 7373
Sortino Ratio Rank
VTI Omega Ratio Rank: 7373
Omega Ratio Rank
VTI Calmar Ratio Rank: 6666
Calmar Ratio Rank
VTI Martin Ratio Rank: 7878
Martin Ratio Rank
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.

UPAD.L vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Dist (UPAD.L) 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.

UPAD.LVTIDifference
Sharpe ratioReturn per unit of total volatility
1.91
2.38

-0.47

Sortino ratioReturn per unit of downside risk
2.81
3.24

-0.44

Omega ratioGain probability vs. loss probability

1.35

1.43

-0.08

Calmar ratioReturn relative to maximum drawdown

2.05

3.24

-1.19

Martin ratioReturn relative to average drawdown

8.12

14.94

-6.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UPAD.L vs. VTI - Sharpe Ratio Comparison

The current UPAD.L Sharpe Ratio is 1.91, which is comparable to the VTI Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of UPAD.L 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.

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Sharpe Ratios by Period

UPAD.LVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

2.38

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.74

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.82

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.51

+0.48

Drawdowns

UPAD.L vs. VTI - Drawdown Comparison

The maximum UPAD.L drawdown since its inception was -18.94%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for UPAD.L and VTI.

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Drawdown Indicators

UPAD.LVTIDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-55.45%

+36.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-8.92%

-1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.94%

-19.30%

+0.36%

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

-0.38%

-0.26%

-0.12%

Average Drawdown

Average peak-to-trough decline

-3.60%

-8.03%

+4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

1.93%

+0.80%

Volatility

UPAD.L vs. VTI - Volatility Comparison

iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Dist (UPAD.L) has a higher volatility of 3.14% compared to Vanguard Total Stock Market ETF (VTI) at 2.90%. This indicates that UPAD.L'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.

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Volatility by Period

UPAD.LVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

2.90%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

9.13%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

12.17%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

17.40%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

18.30%

-1.94%

UPAD.L vs. VTI - Expense Ratio Comparison

UPAD.L has a 0.07% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

UPAD.L vs. VTI - Dividend Comparison

UPAD.L's dividend yield for the trailing twelve months is around 0.80%, less than VTI's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
UPAD.L
iShares S&P 500 Paris-Aligned Climate UCITS ETF USD Dist		0.80%0.82%0.88%1.01%0.33%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

UPAD.L and VTI have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.07% for UPAD.L.

UPAD.L is categorized as S&P 500, while VTI is Large Cap Blend Equities. UPAD.L tracks S&P 500 Net Zero 2050 Paris-Aligned Sustainability Screened Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for UPAD.L and 0.03% for VTI.

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