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

VTI vs. QUU.TO

Last updated Jun 6, 2026

VTI (Vanguard Total Stock Market ETF) and QUU.TO (Mackenzie US Large Cap Equity Index ETF) are both Large Cap Blend Equities funds - VTI tracks the CRSP US Total Market Index while QUU.TO tracks the Solactive US Large Cap CAD Index. Both are passively managed. Over the past 5 years, VTI returned 12.19%/yr vs 13.70%/yr for QUU.TO. Their correlation of 0.82 suggests significant overlap in exposure. VTI charges 0.03%/yr vs 0.07%/yr for QUU.TO.

Performance

VTI vs. QUU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and Mackenzie US Large Cap Equity Index ETF (QUU.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VTI achieves a 8.72% return, which is significantly lower than QUU.TO's 11.59% return.

VTI

1D
-2.68%
1M
0.42%
YTD
8.72%
6M
8.29%
1Y
26.04%
3Y*
21.08%
5Y*
12.19%
10Y*
14.71%

QUU.TO

1D
0.34%
1M
4.71%
YTD
11.59%
6M
11.57%
1Y
28.56%
3Y*
23.06%
5Y*
13.70%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. QUU.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VTI
Vanguard Total Stock Market ETF		8.72%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-10.51%
QUU.TO
Mackenzie US Large Cap Equity Index ETF		11.57%18.49%25.04%27.85%-20.78%27.38%21.23%31.04%-10.28%

Correlation

The correlation between VTI and QUU.TO is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.89

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

0.88

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2018

0.82

The correlation between VTI and QUU.TO has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

VTI vs. QUU.TO - Sectors Allocation Comparison

Sectors
VTI
QUU.TO

Technology

33.5%
35.3%

Financial Services

12.0%
11.5%

Communication Services

10.3%
11.5%

Consumer Cyclical

10.0%
10.0%

Industrials

9.8%
8.6%

Healthcare

9.2%
8.8%

Consumer Defensive

4.7%
4.8%

Energy

3.7%
3.6%

Real Estate

2.4%
1.8%

Utilities

2.3%
2.3%

Basic Materials

2.0%
1.8%

Technology

VTI
33.5%
QUU.TO
35.3%

Financial Services

VTI
12.0%
QUU.TO
11.5%

Communication Services

VTI
10.3%
QUU.TO
11.5%

Consumer Cyclical

VTI
10.0%
QUU.TO
10.0%

Industrials

VTI
9.8%
QUU.TO
8.6%

Healthcare

VTI
9.2%
QUU.TO
8.8%

Consumer Defensive

VTI
4.7%
QUU.TO
4.8%

Energy

VTI
3.7%
QUU.TO
3.6%

Real Estate

VTI
2.4%
QUU.TO
1.8%

Utilities

VTI
2.3%
QUU.TO
2.3%

Basic Materials

VTI
2.0%
QUU.TO
1.8%

Compare stocks, funds, or ETFs

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Vanguard Total Stock Market ETF

Mackenzie US Large Cap Equity Index ETF

Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ
Often compared with QUU.TO:
QUU.TO vs. XEQT.TOQUU.TO vs. VOOQUU.TO vs. VUN.TOQUU.TO vs. XUS.TOQUU.TO vs. ZNQ.TOQUU.TO vs. MSTRQUU.TO vs. ZEA.TO

Return for Risk

VTI vs. QUU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTI
VTI Risk / Return Rank: 6464
Overall Rank
VTI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6161
Sortino Ratio Rank
VTI Omega Ratio Rank: 6363
Omega Ratio Rank
VTI Calmar Ratio Rank: 6060
Calmar Ratio Rank
VTI Martin Ratio Rank: 7373
Martin Ratio Rank
QUU.TO
QUU.TO Risk / Return Rank: 7676
Overall Rank
QUU.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QUU.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
QUU.TO Omega Ratio Rank: 7979
Omega Ratio Rank
QUU.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
QUU.TO Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Mackenzie US Large Cap Equity Index ETF (QUU.TO). 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.

VTIQUU.TODifference
Sharpe ratioReturn per unit of total volatility
2.10
2.29

-0.19

Sortino ratioReturn per unit of downside risk
2.83
3.16

-0.32

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

2.93

3.18

-0.25

Martin ratioReturn relative to average drawdown

13.45

14.47

-1.02

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

VTI vs. QUU.TO - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 2.10, which is comparable to the QUU.TO Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of VTI and QUU.TO, 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

VTIQUU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.29

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.80

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.74

-0.24

Drawdowns

VTI vs. QUU.TO - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than QUU.TO's maximum drawdown of -33.41%. Use the drawdown chart below to compare losses from any high point for VTI and QUU.TO.

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Drawdown Indicators

VTIQUU.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-33.41%

-22.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-9.02%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-19.07%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-25.98%

+0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

—

—

Current Drawdown

Current decline from peak

-2.93%

-0.41%

-2.52%

Average Drawdown

Average peak-to-trough decline

-8.02%

-5.44%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

1.98%

-0.04%

Volatility

VTI vs. QUU.TO - Volatility Comparison

Vanguard Total Stock Market ETF (VTI) and Mackenzie US Large Cap Equity Index ETF (QUU.TO) have volatilities of 3.90% and 3.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTIQUU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

3.87%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

9.55%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

12.55%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

17.26%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

19.29%

-0.97%

VTI vs. QUU.TO - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than QUU.TO's 0.07% 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. QUU.TO - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.04%, more than QUU.TO's 0.88% yield.

PositionTTM20252024202320222021202020192018201720162015
QUU.TO
Mackenzie US Large Cap Equity Index ETF		0.88%0.97%1.00%1.21%1.59%0.98%1.34%1.59%1.55%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF		1.04%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 QUU.TO have a correlation of 0.89, 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 QUU.TO.

VTI tracks CRSP US Total Market Index, while QUU.TO tracks Solactive US Large Cap CAD Index. They also come from different issuers: Vanguard and Mackenzie. Their fees differ too: 0.03% for VTI and 0.07% for QUU.TO.

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