VTI vs. SDUS.L

Last updated Jun 6, 2026

VTI (Vanguard Total Stock Market ETF) and SDUS.L (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) are both Large Cap Blend Equities funds - VTI tracks the CRSP US Total Market Index while SDUS.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, VTI returned 12.19%/yr vs 13.75%/yr for SDUS.L. A 0.59 correlation means they provide meaningful diversification when combined. VTI charges 0.03%/yr vs 0.07%/yr for SDUS.L.

Performance

VTI vs. SDUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with VTI having a 8.72% return and SDUS.L slightly higher at 8.86%.

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%

SDUS.L

• 1D: -1.24%
• 1M: 2.42%
• YTD: 8.86%
• 6M: 9.14%
• 1Y: 26.48%
• 3Y*: 22.90%
• 5Y*: 13.75%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. SDUS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VTI Vanguard Total Stock Market ETF	8.72%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-9.18%
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	8.86%	17.72%	26.98%	30.63%	-21.32%	28.21%	22.07%	31.03%	-8.83%

Correlation

The correlation between VTI and SDUS.L is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Oct 22, 2018	0.59

The correlation between VTI and SDUS.L has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

VTI vs. SDUS.L - Sectors Allocation Comparison

Sectors	VTI	SDUS.L
Technology	33.5%	38.0%
Financial Services	12.0%	12.4%
Communication Services	10.3%	12.1%
Consumer Cyclical	10.0%	10.8%
Industrials	9.8%	7.7%
Healthcare	9.2%	9.2%
Consumer Defensive	4.7%	2.7%
Energy	3.7%	1.9%
Real Estate	2.4%	2.0%
Utilities	2.3%	1.3%
Basic Materials	2.0%	1.8%

Return for Risk

VTI vs. SDUS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTI

VTI Risk / Return Rank: 64
VTI Sharpe Ratio Rank: 64
VTI Sortino Ratio Rank: 61
VTI Omega Ratio Rank: 63
VTI Calmar Ratio Rank: 60
VTI Martin Ratio Rank: 73

SDUS.L

SDUS.L Risk / Return Rank: 70
SDUS.L Sharpe Ratio Rank: 72
SDUS.L Sortino Ratio Rank: 76
SDUS.L Omega Ratio Rank: 71
SDUS.L Calmar Ratio Rank: 62
SDUS.L Martin Ratio Rank: 69

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. SDUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L). 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	SDUS.L	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.11	-0.01
Sortino ratio: Return per unit of downside risk	2.83	3.08	-0.24
Omega ratio: Gain probability vs. loss probability	1.38	1.38	0.00
Calmar ratio: Return relative to maximum drawdown	2.93	2.79	+0.14
Martin ratio: Return relative to average drawdown	13.45	11.58	+1.87
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. SDUS.L - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 2.10, which is comparable to the SDUS.L Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VTI and SDUS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VTI	SDUS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	2.11	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.82	-0.12
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	0.88	-0.38

Drawdowns

VTI vs. SDUS.L - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than SDUS.L's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for VTI and SDUS.L.

Drawdown Indicators

	VTI	SDUS.L	Difference
Max Drawdown Largest peak-to-trough decline	-55.45%	-33.87%	-21.58%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-9.45%	+0.53%
Max Drawdown (3Y) Largest decline over 3 years	-19.30%	-20.24%	+0.94%
Max Drawdown (5Y) Largest decline over 5 years	-25.36%	-26.23%	+0.87%
Max Drawdown (10Y) Largest decline over 10 years	-35.00%	—	—
Current Drawdown Current decline from peak	-2.93%	-1.78%	-1.15%
Average Drawdown Average peak-to-trough decline	-8.02%	-5.45%	-2.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	2.28%	-0.34%

Volatility

VTI vs. SDUS.L - Volatility Comparison

Vanguard Total Stock Market ETF (VTI) has a higher volatility of 3.90% compared to iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) at 3.63%. This indicates that VTI's price experiences larger fluctuations and is considered to be riskier than SDUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTI	SDUS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	3.63%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	9.55%	9.32%	+0.23%
Volatility (1Y) Calculated over the trailing 1-year period	12.48%	12.51%	-0.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.44%	16.81%	+0.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.32%	18.25%	+0.07%

VTI vs. SDUS.L - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than SDUS.L'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. SDUS.L - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.04%, more than SDUS.L's 0.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	0.74%	0.80%	0.90%	1.06%	1.32%	0.95%	1.18%	1.40%	0.22%	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

Can I hold both VTI and SDUS.L in my portfolio?

VTI and SDUS.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VTI or SDUS.L?

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.

Which ETF is cheaper, VTI or SDUS.L?

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

What is the main difference between VTI and SDUS.L?

VTI tracks CRSP US Total Market Index, while SDUS.L tracks Russell 1000 TR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VTI and 0.07% for SDUS.L.