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VEE.TO vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VEE.TO vs. VTI

Last updated Jun 13, 2026

VEE.TO (Vanguard FTSE Emerging Markets All Cap Index ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - VEE.TO is a Emerging Markets Equities fund tracking the FTSE Emerging Markets All Cap China A Inclusion Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, VEE.TO returned 9.34%/yr vs 16.01%/yr for VTI. A 0.54 correlation means they provide meaningful diversification when combined. VEE.TO charges 0.25%/yr vs 0.03%/yr for VTI.

Performance

VEE.TO vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) 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

VEE.TO is traded in CAD, while VTI is traded in USD. To make them comparable, the VTI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VEE.TO achieves a 12.66% return, which is significantly higher than VTI's 11.84% return. Over the past 10 years, VEE.TO has underperformed VTI with an annualized return of 9.34%, while VTI has yielded a comparatively higher 16.01% annualized return.

VEE.TO

1D
0.97%
1M
1.13%
YTD
12.66%
6M
13.92%
1Y
29.56%
3Y*
17.76%
5Y*
7.31%
10Y*
9.34%

VTI

1D
0.75%
1M
1.66%
YTD
11.84%
6M
11.26%
1Y
29.76%
3Y*
22.41%
5Y*
15.49%
10Y*
16.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEE.TO vs. VTI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index ETF		12.66%19.32%19.06%6.24%-12.79%0.06%12.32%14.32%-7.93%22.60%
VTI
Vanguard Total Stock Market ETF		11.84%11.75%34.29%23.05%-14.42%25.62%18.20%25.28%2.73%13.01%

Correlation

The correlation between VEE.TO 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

0.52

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

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2011

0.54

The correlation between VEE.TO and VTI shifts across timeframes, from 0.50 (5 years) to 0.62 (1 year), reflecting how their relationship changes across market environments.

VEE.TO vs. VTI - Sectors Allocation Comparison

Sectors
VEE.TO
VTI

Technology

26.3%
33.5%

Financial Services

20.5%
12.0%

Consumer Cyclical

11.2%
10.0%

Basic Materials

8.4%
2.0%

Industrials

7.9%
9.8%

Communication Services

7.8%
10.3%

Energy

4.7%
3.7%

Healthcare

4.1%
9.2%

Consumer Defensive

3.9%
4.7%

Utilities

3.0%
2.3%

Real Estate

2.3%
2.4%

Technology

VEE.TO
26.3%
VTI
33.5%

Financial Services

VEE.TO
20.5%
VTI
12.0%

Consumer Cyclical

VEE.TO
11.2%
VTI
10.0%

Basic Materials

VEE.TO
8.4%
VTI
2.0%

Industrials

VEE.TO
7.9%
VTI
9.8%

Communication Services

VEE.TO
7.8%
VTI
10.3%

Energy

VEE.TO
4.7%
VTI
3.7%

Healthcare

VEE.TO
4.1%
VTI
9.2%

Consumer Defensive

VEE.TO
3.9%
VTI
4.7%

Utilities

VEE.TO
3.0%
VTI
2.3%

Real Estate

VEE.TO
2.3%
VTI
2.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard FTSE Emerging Markets All Cap Index ETF

Vanguard Total Stock Market ETF

Often compared with VEE.TO:
VEE.TO vs. XEC.TOVEE.TO vs. ZEM.TOVEE.TO vs. VFV.TOVEE.TO vs. XEQT.TOVEE.TO vs. VIDY.TOVEE.TO vs. VOOVEE.TO vs. VXUS
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

VEE.TO vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VEE.TO
VEE.TO Risk / Return Rank: 5959
Overall Rank
VEE.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VEE.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
VEE.TO Omega Ratio Rank: 6262
Omega Ratio Rank
VEE.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
VEE.TO Martin Ratio Rank: 5959
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 7070
Overall Rank
VTI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6969
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7676
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.

VEE.TO vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) 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.

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.

VEE.TOVTIDifference
Sharpe ratioReturn per unit of total volatility
1.72
2.12

-0.40

Sortino ratioReturn per unit of downside risk
2.41
2.91

-0.50

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.56

3.10

-0.54

Martin ratioReturn relative to average drawdown

9.14

11.56

-2.42

VEE.TO vs. VTI - Sharpe Ratio Comparison

The current VEE.TO Sharpe Ratio is 1.72, which is comparable to the VTI Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of VEE.TO 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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Drawdowns

VEE.TO vs. VTI - Drawdown Comparison

The maximum VEE.TO drawdown since its inception was -29.84%, smaller than the maximum VTI drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VEE.TO and VTI.

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Drawdown Indicators

VEE.TOVTIDifference

Max Drawdown

Largest peak-to-trough decline

-29.84%

-46.81%

+16.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-8.95%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-14.97%

-20.17%

+5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.10%

-24.09%

-2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-29.84%

-29.09%

-0.75%

Current Drawdown

Current decline from peak

-1.67%

-1.32%

-0.35%

Average Drawdown

Average peak-to-trough decline

-8.72%

-7.82%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.40%

+0.61%

Volatility

VEE.TO vs. VTI - Volatility Comparison

Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) has a higher volatility of 6.96% compared to Vanguard Total Stock Market ETF (VTI) at 4.65%. This indicates that VEE.TO'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

VEE.TOVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

4.65%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.66%

10.23%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

13.07%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

18.39%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

19.35%

-2.34%

VEE.TO vs. VTI - Expense Ratio Comparison

VEE.TO has a 0.25% 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

VEE.TO vs. VTI - Dividend Comparison

VEE.TO's dividend yield for the trailing twelve months is around 1.93%, more than VTI's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index ETF		1.93%2.26%2.45%2.83%3.35%2.18%1.62%2.71%2.24%1.93%2.01%2.53%
VTI
Vanguard Total Stock Market ETF		1.03%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

VEE.TO 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 0.25% for VEE.TO.

VEE.TO is categorized as Emerging Markets Equities, while VTI is Large Cap Blend Equities. VEE.TO tracks FTSE Emerging Markets All Cap China A Inclusion Index, while VTI tracks CRSP US Total Market Index. Their fees differ too: 0.25% for VEE.TO and 0.03% for VTI.

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