VTI vs. ETSZ.DE
VTI (Vanguard Total Stock Market ETF) and ETSZ.DE (BNP Paribas Easy STOXX Europe 600 UCITS ETF) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while ETSZ.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, VTI returned 14.84%/yr vs 9.41%/yr for ETSZ.DE. A 0.52 correlation means they provide meaningful diversification when combined. VTI charges 0.03%/yr vs 0.20%/yr for ETSZ.DE.
Performance
VTI vs. ETSZ.DE - Performance Comparison
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Different Trading Currencies
VTI is traded in USD, while ETSZ.DE is traded in EUR. To make them comparable, the ETSZ.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VTI achieves a 9.05% return, which is significantly higher than ETSZ.DE's 5.99% return. Over the past 10 years, VTI has outperformed ETSZ.DE with an annualized return of 14.84%, while ETSZ.DE has yielded a comparatively lower 9.41% annualized return.
VTI
- 1D
- 0.30%
- 1M
- 0.44%
- YTD
- 9.05%
- 6M
- 8.94%
- 1Y
- 24.96%
- 3Y*
- 21.05%
- 5Y*
- 12.25%
- 10Y*
- 14.84%
ETSZ.DE
- 1D
- 0.70%
- 1M
- 0.96%
- YTD
- 5.99%
- 6M
- 9.60%
- 1Y
- 17.85%
- 3Y*
- 16.81%
- 5Y*
- 8.60%
- 10Y*
- 9.41%
VTI vs. ETSZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 9.05% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 5.99% | 35.96% | 2.03% | 19.26% | -15.25% | 15.04% | 8.13% | 26.14% | -15.35% | 26.27% |
Correlation
The correlation between VTI and ETSZ.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2013 | 0.52 |
The correlation between VTI and ETSZ.DE shifts across timeframes, from 0.49 (3 years) to 0.59 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VTI vs. ETSZ.DE — Risk / Return Rank
VTI
ETSZ.DE
VTI vs. ETSZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE). 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.
| VTI | ETSZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.23 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 1.60 | +1.21 |
| Martin ratioReturn relative to average drawdown | 12.85 | 5.70 | +7.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTI | ETSZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.22 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.48 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.53 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.40 | +0.10 |
Drawdowns
VTI vs. ETSZ.DE - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than ETSZ.DE's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for VTI and ETSZ.DE.
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Drawdown Indicators
| VTI | ETSZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -35.67% | -19.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -11.30% | +2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -15.08% | -4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -32.15% | +6.79% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -35.67% | +0.67% |
Current DrawdownCurrent decline from peak | -2.64% | -1.97% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -7.72% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.18% | -1.23% |
Volatility
VTI vs. ETSZ.DE - Volatility Comparison
The current volatility for Vanguard Total Stock Market ETF (VTI) is 3.88%, while BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) has a volatility of 4.93%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than ETSZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTI | ETSZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 4.93% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 12.30% | -2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.44% | 14.80% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 17.62% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 17.77% | +0.56% |
VTI vs. ETSZ.DE - Expense Ratio Comparison
VTI has a 0.03% expense ratio, which is lower than ETSZ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VTI vs. ETSZ.DE - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.03%, while ETSZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS 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% |
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
VTI and ETSZ.DE have a correlation of 0.59, 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 0.20% for ETSZ.DE.
VTI is categorized as Large Cap Blend Equities, while ETSZ.DE is Europe Equities. VTI tracks CRSP US Total Market Index, while ETSZ.DE tracks STOXX® Europe 600. They also come from different issuers: Vanguard and BNP Paribas. Their fees differ too: 0.03% for VTI and 0.20% for ETSZ.DE.
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