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V3AM.L vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

V3AM.L vs. VTI

Last updated Jun 5, 2026

V3AM.L (Vanguard ESG Global All Cap UCITS ETF (USD) Distributing) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - V3AM.L is a Global Equities fund tracking the MSCI ACWI NR USD, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, V3AM.L returned 11.49%/yr vs 14.01%/yr for VTI. A 0.57 correlation means they provide meaningful diversification when combined. V3AM.L charges 0.24%/yr vs 0.03%/yr for VTI.

Performance

V3AM.L vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

V3AM.L is traded in GBP, while VTI is traded in USD. To make them comparable, the VTI values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with V3AM.L having a 12.15% return and VTI slightly higher at 12.17%.

V3AM.L

1D
0.02%
1M
6.38%
YTD
12.15%
6M
12.78%
1Y
30.64%
3Y*
17.82%
5Y*
11.49%
10Y*
—

VTI

1D
0.47%
1M
5.55%
YTD
12.17%
6M
10.66%
1Y
30.04%
3Y*
19.30%
5Y*
14.01%
10Y*
15.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V3AM.L vs. VTI - Yearly Performance Comparison

2026 (YTD)20252024202320222021
V3AM.L
Vanguard ESG Global All Cap UCITS ETF (USD) Distributing		12.15%12.40%19.59%18.06%-13.39%17.05%
VTI
Vanguard Total Stock Market ETF		12.17%8.76%25.97%19.75%-9.95%21.80%

Correlation

The correlation between V3AM.L and VTI is 0.61, 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

0.61

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

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.57

The correlation between V3AM.L and VTI has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.

V3AM.L vs. VTI - Sectors Allocation Comparison

Sectors
V3AM.L
VTI

Technology

33.9%
33.5%

Financial Services

17.7%
12.0%

Consumer Cyclical

11.2%
10.0%

Communication Services

10.0%
10.3%

Healthcare

9.7%
9.2%

Industrials

6.4%
9.8%

Consumer Defensive

4.4%
4.7%

Basic Materials

3.4%
2.0%

Real Estate

3.0%
2.4%

Utilities

0.4%
2.3%

Energy

0.0%
3.7%

Technology

V3AM.L
33.9%
VTI
33.5%

Financial Services

V3AM.L
17.7%
VTI
12.0%

Consumer Cyclical

V3AM.L
11.2%
VTI
10.0%

Communication Services

V3AM.L
10.0%
VTI
10.3%

Healthcare

V3AM.L
9.7%
VTI
9.2%

Industrials

V3AM.L
6.4%
VTI
9.8%

Consumer Defensive

V3AM.L
4.4%
VTI
4.7%

Basic Materials

V3AM.L
3.4%
VTI
2.0%

Real Estate

V3AM.L
3.0%
VTI
2.4%

Utilities

V3AM.L
0.4%
VTI
2.3%

Energy

V3AM.L
0.0%
VTI
3.7%

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Vanguard ESG Global All Cap UCITS ETF (USD) Distributing

Vanguard Total Stock Market ETF

Often compared with V3AM.L:
V3AM.L vs. V3AB.LV3AM.L vs. VWRL.LV3AM.L vs. VWRA.LV3AM.L vs. VGWL.DEV3AM.L vs. XESW.LV3AM.L vs. XZSP.DEV3AM.L vs. SUUS.L
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

V3AM.L vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
V3AM.L
V3AM.L Risk / Return Rank: 8181
Overall Rank
V3AM.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
V3AM.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
V3AM.L Omega Ratio Rank: 8585
Omega Ratio Rank
V3AM.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
V3AM.L Martin Ratio Rank: 7979
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.

V3AM.L vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.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.

V3AM.LVTIDifference
Sharpe ratioReturn per unit of total volatility
2.67
2.58

+0.09

Sortino ratioReturn per unit of downside risk
3.73
3.34

+0.39

Omega ratioGain probability vs. loss probability

1.50

1.48

+0.02

Calmar ratioReturn relative to maximum drawdown

3.73

4.11

-0.38

Martin ratioReturn relative to average drawdown

15.11

15.92

-0.81

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

V3AM.L vs. VTI - Sharpe Ratio Comparison

The current V3AM.L Sharpe Ratio is 2.67, which is comparable to the VTI Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of V3AM.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

V3AM.LVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.58

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.87

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.87

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.68

+0.21

Drawdowns

V3AM.L vs. VTI - Drawdown Comparison

The maximum V3AM.L drawdown since its inception was -19.25%, smaller than the maximum VTI drawdown of -34.91%. Use the drawdown chart below to compare losses from any high point for V3AM.L and VTI.

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Drawdown Indicators

V3AM.LVTIDifference

Max Drawdown

Largest peak-to-trough decline

-19.25%

-34.91%

+15.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-7.35%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-19.25%

-22.54%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

-22.54%

+3.29%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.22%

—

Current Drawdown

Current decline from peak

-0.57%

0.00%

-0.57%

Average Drawdown

Average peak-to-trough decline

-4.85%

-4.95%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.89%

+0.13%

Volatility

V3AM.L vs. VTI - Volatility Comparison

Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L) has a higher volatility of 3.51% compared to Vanguard Total Stock Market ETF (VTI) at 2.62%. This indicates that V3AM.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

V3AM.LVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

2.62%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

8.30%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

11.70%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

16.28%

-2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.59%

18.28%

-4.69%

V3AM.L vs. VTI - Expense Ratio Comparison

V3AM.L has a 0.24% 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

V3AM.L vs. VTI - Dividend Comparison

V3AM.L's dividend yield for the trailing twelve months is around 1.09%, more than VTI's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
V3AM.L
Vanguard ESG Global All Cap UCITS ETF (USD) Distributing		1.09%1.23%1.28%1.45%1.70%0.92%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

V3AM.L and VTI have a correlation of 0.61, 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 0.24% for V3AM.L.

V3AM.L is categorized as Global Equities, while VTI is Large Cap Blend Equities. V3AM.L tracks MSCI ACWI NR USD, while VTI tracks CRSP US Total Market Index. Their fees differ too: 0.24% for V3AM.L and 0.03% for VTI.

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